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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is    98,687
Positions
     1,733     54,775      2,271     10,223      7,216        104     31,873      6,473      2,921      8,070     10,004        416     41,076     14,506
 
Changes from:       December 14, 2010                                Total Change is:   -49,821
    -7,404    -16,306    -20,700       -645     -4,232         61     -5,364      1,078    -11,575     -1,362      2,522         65     -2,896       -733
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       55.5        2.3       10.4        7.3        0.1       32.3        6.6        3.0        8.2       10.1        0.4       41.6       14.7
 
Number of Traders in Each Category                                    Total Traders:        74
         .         17          7          4          4          .         24          9          9         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,503
Positions
     3,233     19,188        995      1,493      1,396        354     22,638     14,282        950        400          0          0     17,440     10,338
 
Changes from:       December 14, 2010                                Total Change is:     5,267
       882      2,644         35       -284        527         24      3,454      2,817        201        400          0          0        555       -981
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       40.4        2.1        3.1        2.9        0.7       47.7       30.1        2.0        0.8        0.0        0.0       36.7       21.8
 
Number of Traders in Each Category                                    Total Traders:        49
         4         12          4          .          .          .         20          7          6          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    79,100
Positions
    23,601      3,784      4,597      6,956     21,544      1,081     19,773     16,937      3,607        445      5,085         29     19,011     22,436
 
Changes from:       December 14, 2010                                Total Change is:     5,153
     2,177      1,648       -125     -1,325     -1,127         36      2,723        678      1,415       -228        162         29        452      2,437
 
Percent of Open Interest Represented by Each Category of Trader
      29.8        4.8        5.8        8.8       27.2        1.4       25.0       21.4        4.6        0.6        6.4        0.0       24.0       28.4
 
Number of Traders in Each Category                                    Total Traders:        77
         8          7         10          4         14          5         22         17         14          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   103,011
Positions
     7,071     30,176      5,304     32,396      6,047      1,478     26,698     18,006      6,304      2,900      4,227         40     20,820     31,430
 
Changes from:       December 14, 2010                                Total Change is:    -4,925
      -178     -7,268      1,279     -3,669        365        104     -3,618      1,712        903      1,580     -1,023         -5     -1,321       -991
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       29.3        5.1       31.4        5.9        1.4       25.9       17.5        6.1        2.8        4.1        0.0       20.2       30.5
 
Number of Traders in Each Category                                    Total Traders:        98
         7         14         10         10          8          5         22         27         19          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   209,591
Positions
    43,197     18,386     16,511     22,488     23,325      3,020     22,682     50,862     25,601     13,830      9,577      8,678     53,584     53,633
 
Changes from:       December 14, 2010                                Total Change is:    22,193
     2,062      3,171      2,861     -1,004         34        371      6,218      5,707      6,442       -255      2,211      3,673      1,824     -2,276
 
Percent of Open Interest Represented by Each Category of Trader
      20.6        8.8        7.9       10.7       11.1        1.4       10.8       24.3       12.2        6.6        4.6        4.1       25.6       25.6
 
Number of Traders in Each Category                                    Total Traders:       169
        18         15         16         15         19         12         29         46         36         15         12         15
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   121,801
Positions
     4,945     86,188      3,116     10,659      3,546        207     67,015      7,352      2,735        812      4,719        436     31,876     13,502
 
Changes from:       December 14, 2010                                Total Change is:     1,766
       367     -1,079        320     -7,460          5         53      7,656     -1,774       -230         -0      3,633          4      1,057        834
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       70.8        2.6        8.8        2.9        0.2       55.0        6.0        2.2        0.7        3.9        0.4       26.2       11.1
 
Number of Traders in Each Category                                    Total Traders:        70
         6          9          6          4          5          .         30         10         11          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   116,332
Positions
     3,293     95,438        167     18,225          0        145     85,371     15,014         90      2,637      4,140          0      6,404      1,338
 
Changes from:       December 14, 2010                                Total Change is:      -462
       355      2,315          0     -1,639          0        145        709     -3,113          0        290          0          0       -322        191
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       82.0        0.1       15.7        0.0        0.1       73.4       12.9        0.1        2.3        3.6        0.0        5.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          .         10          0          .         41         14          .          6          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,081
Positions
     4,359     12,303          1        501          0          0     17,195      7,059          0        874      4,377          0      2,151      1,341
 
Changes from:       December 14, 2010                                Total Change is:       571
     2,342     -1,499          0          0          0          0     -1,999     -2,346          0        288      4,034          0        -60        382
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       49.1        0.0        2.0        0.0        0.0       68.6       28.1        0.0        3.5       17.5        0.0        8.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        39
         5          6          .          .          0          0         11         10          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    38,106
Positions
    14,185     20,288        582      3,233      3,537        539     11,927      7,870        927        203        689        295      6,217      3,380
 
Changes from:       December 14, 2010                                Total Change is:   -11,412
    -3,099     -1,563     -2,195       -392        576         93     -2,284     -3,500     -1,560       -423         90        -53     -1,499     -3,301
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       53.2        1.5        8.5        9.3        1.4       31.3       20.7        2.4        0.5        1.8        0.8       16.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        84
        12         16          4          5          6          .         26         14          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    76,212
Positions
    28,370     40,575      1,164      6,465      7,074      1,077     23,853     15,740      1,853        405      1,377        590     12,433      6,760
 
Changes from:       December 14, 2010                                Total Change is:   -22,823
    -6,198     -3,125     -4,391       -783      1,152        186     -4,568     -7,000     -3,119       -846        181       -106     -2,998     -6,601
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       53.2        1.5        8.5        9.3        1.4       31.3       20.7        2.4        0.5        1.8        0.8       16.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        84
        12         16          4          5          6          .         26         14          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   857,989
Positions
    34,794    303,276     27,635    415,078    118,720     58,864     82,001    141,685     78,208     18,892     20,764     14,123    128,394     94,713
 
Changes from:       December 14, 2010                                Total Change is:  -415,689
   -16,640    -31,740   -156,683    -10,198     -2,026    -10,148    -24,966     -9,858   -130,807        846     -7,392    -20,133    -46,961    -46,903
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       35.3        3.2       48.4       13.8        6.9        9.6       16.5        9.1        2.2        2.4        1.6       15.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       519
        29         51         25        116         53         60         82        142         89         24         22         15
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   338,148
Positions
     9,462    151,746      5,396    147,418     34,641      9,127     24,532     32,890     42,095      7,367      8,235     10,019     82,732     43,999
 
Changes from:       December 14, 2010                                Total Change is:  -199,761
   -38,276    -62,743    -45,124      4,782     -5,016     -2,478    -53,103    -19,374    -30,864     -2,074       -315    -10,191    -22,434    -23,657
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       44.9        1.6       43.6       10.2        2.7        7.3        9.7       12.4        2.2        2.4        3.0       24.5       13.0
 
Number of Traders in Each Category                                    Total Traders:       131
         5         21          7         33         13         12         14         32         40          6          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,599,204
Positions
   157,532    788,521     80,326  1,349,221    431,322    237,757    317,365    573,995    150,547     57,625     62,646     20,521    228,312    253,570
 
Changes from:       December 14, 2010                                Total Change is:-1,079,641
   -49,975     -3,139   -399,640    -88,751      1,100    -24,500   -184,121   -277,225   -174,906     -5,529    -55,513    -29,586   -122,633   -116,231
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       30.3        3.1       51.9       16.6        9.1       12.2       22.1        5.8        2.2        2.4        0.8        8.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       466
        31         46         20         95         48         53         83        127         76         19         17         11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    98,511
Positions
    19,227     29,472        771     48,084     33,618      5,069     12,318     26,313        229      1,805          0          0     11,008      3,039
 
Changes from:       December 14, 2010                                Total Change is:   -25,738
     3,848        290    -24,507     -1,229       -707       -845     -2,081        639       -212       -187          0          0       -525       -396
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       29.9        0.8       48.8       34.1        5.1       12.5       26.7        0.2        1.8        0.0        0.0       11.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        86
         4          8          .         31         12         11         14         13          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    67,662
Positions
     5,796     42,559      1,985     21,105      7,606      2,216     27,531      8,553        775      2,817        712        191      5,246      3,066
 
Changes from:       December 14, 2010                                Total Change is:   -68,719
    -9,405     -2,583    -31,284     -1,190     -4,023       -632        700     -2,698    -17,841         73     -2,933       -275     -8,866     -6,450
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       62.9        2.9       31.2       11.2        3.3       40.7       12.6        1.1        4.2        1.1        0.3        7.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       220
        18         29          5         39         14         11         61         35         16         18          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   338,310
Positions
    28,979    212,793      9,923    105,524     38,031     11,081    137,653     42,764      3,875     14,087      3,558        956     26,232     15,329
 
Changes from:       December 14, 2010                                Total Change is:  -191,772
   -68,638     15,300    -72,793     -5,951    -18,715        340     -5,321    -53,375    -26,821      1,430    -10,221     -1,375    -12,643    -24,112
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       62.9        2.9       31.2       11.2        3.3       40.7       12.6        1.1        4.2        1.1        0.3        7.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       220
        18         29          5         39         14         11         61         35         16         18          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   312,952
Positions
    78,710     44,410     14,872    124,511    113,764     19,317     49,694     93,114      6,046      1,194      7,254          0     18,607     14,174
 
Changes from:       December 14, 2010                                Total Change is:  -109,369
   -62,546    -40,646    -12,505     -3,995    -14,231       -799     -9,559    -17,377    -14,737         15     -3,623     -3,095     -2,147     -2,356
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       14.2        4.8       39.8       36.4        6.2       15.9       29.8        1.9        0.4        2.3        0.0        5.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       233
        15         19          .         54         38         21         39         54         17          .         11          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    39,299
Positions
     8,941      4,374        150     13,084        343         25      3,008     13,439          2      3,276        623          0     10,813     20,343
 
Changes from:       December 14, 2010                                Total Change is:     1,888
       553     -1,122         14         58          0          0        269        801          0        864          0          0        130      2,195
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       11.1        0.4       33.3        0.9        0.1        7.7       34.2        0.0        8.3        1.6        0.0       27.5       51.8
 
Number of Traders in Each Category                                    Total Traders:        50
        12          4          .         10          .          .          6         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    46,453
Positions
    10,358     10,598      1,773     12,208      6,454        655     10,248      3,777        333        915      3,970          0      9,963     18,893
 
Changes from:       December 14, 2010                                Total Change is:    -1,699
    -1,178        335      1,118       -580        -26          0        625        -50         89          0          0          0     -1,773     -3,165
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       22.8        3.8       26.3       13.9        1.4       22.1        8.1        0.7        2.0        8.5        0.0       21.4       40.7
 
Number of Traders in Each Category                                    Total Traders:        47
        13          8          4          8          .          .         10          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    27,695
Positions
       219      4,016         85     14,887     12,277      3,978      3,742      5,532          0      1,003          0          0      3,781      1,807
 
Changes from:       December 14, 2010                                Total Change is:    -5,546
      -283     -1,831     -3,008     -1,995         11        -56        960        921     -1,076        247          0       -247        -88       -260
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       14.5        0.3       53.8       44.3       14.4       13.5       20.0        0.0        3.6        0.0        0.0       13.7        6.5
 
Number of Traders in Each Category                                    Total Traders:        44
         .          .          .         16         15          8          4          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    38,318
Positions
     4,070     16,183        221     15,907      5,431        669      5,388     13,968          0      4,905          0          0      7,158      1,846
 
Changes from:       December 14, 2010                                Total Change is:    -8,313
       195      2,603     -3,390        292        223       -100        242     -2,315       -262       -587          0          0     -4,703     -5,072
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       42.2        0.6       41.5       14.2        1.7       14.1       36.5        0.0       12.8        0.0        0.0       18.7        4.8
 
Number of Traders in Each Category                                    Total Traders:        49
         4          7          .         13          8          5          7          4          0          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   620,335
Positions
    18,710     65,533     25,851    288,836    144,386     53,262     22,445     89,680     53,653     20,963     25,416     10,599    126,015    151,953
 
Changes from:       December 14, 2010                                Total Change is:   -46,095
       -63    -25,125     -6,025      1,744      2,973     -1,212    -23,044    -13,214     -7,505       -617      1,722      1,010    -10,382      1,283
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       10.6        4.2       46.6       23.3        8.6        3.6       14.5        8.6        3.4        4.1        1.7       20.3       24.5
 
Number of Traders in Each Category                                    Total Traders:       146
         6         14         14         43         22         39         22         27         30          6          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   306,631
Positions
         0    126,058      2,743    230,767      2,035     14,019          0    115,563        520          0      1,953          0     58,583     43,740
 
Changes from:       December 14, 2010                                Total Change is:     1,696
         0     11,895     -2,912      5,382        505         22          0     -4,975       -502          0          0          0       -294     -2,336
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.1        0.9       75.3        0.7        4.6        0.0       37.7        0.2        0.0        0.6        0.0       19.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        53
         0         12          .         27          .         12          0         12          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   721,447
Positions
    43,362     84,823      8,825    322,891    249,691     67,776    105,549     71,139     61,019     28,139     55,193      5,367     78,518    117,614
 
Changes from:       December 14, 2010                                Total Change is:    26,096
       391     14,571     -1,951      5,235       -528      3,482     12,683     24,573     -9,792     21,239    -10,405     -1,000     -4,192      7,144
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       11.8        1.2       44.8       34.6        9.4       14.6        9.9        8.5        3.9        7.7        0.7       10.9       16.3
 
Number of Traders in Each Category                                    Total Traders:       181
        13         22         16         35         35         34         27         29         21          6         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,952,568
Positions
   123,041    162,579    291,249    491,675    361,165    206,362    131,457    229,334    311,168     85,726     22,979     47,984    263,907    319,749
 
Changes from:       December 14, 2010                                Total Change is:       573
     8,946    -61,828      9,807      9,181     -4,252     19,383     -6,535     58,350     -8,677     10,366       -796        540    -42,438    -11,952
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        8.3       14.9       25.2       18.5       10.6        6.7       11.7       15.9        4.4        1.2        2.5       13.5       16.4
 
Number of Traders in Each Category                                    Total Traders:       266
        29         36         53         35         50         52         37         56         66         13         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,161,843
Positions
    45,714    110,810     54,097    206,407    379,273    148,567    361,653     82,508     86,408     70,270     52,727     12,165    176,562    235,288
 
Changes from:       December 14, 2010                                Total Change is:    29,498
    16,698     12,205     12,892    -11,071     19,018     -9,620     35,082      7,220       -524     19,101      2,734      1,132    -34,192    -15,558
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        9.5        4.7       17.8       32.6       12.8       31.1        7.1        7.4        6.0        4.5        1.0       15.2       20.3
 
Number of Traders in Each Category                                    Total Traders:       181
        16         26         30         24         35         34         34         26         34         10         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   981,790
Positions
   107,635    216,818    265,296      6,044      1,764      1,498    117,335     20,252    329,738     35,405     15,922     88,425     30,415     42,079
 
Changes from:       December 14, 2010                                Total Change is:       637
     1,494     10,596      5,741       -439        764        -11      5,212       -397     -8,491      1,813      2,332     -1,705     -2,977     -8,192
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       22.1       27.0        0.6        0.2        0.2       12.0        2.1       33.6        3.6        1.6        9.0        3.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       114
        31         23         43          4          .          .         28         17         35          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,407,647
Positions
 1,842,182  2,720,032  2,378,660  1,374,399    440,530    202,956    543,608    228,489  3,506,729     67,228    311,620    690,360    801,526    928,271
 
Changes from:       December 14, 2010                                Total Change is:   334,752
   -99,888   -114,795     99,895     47,619      9,721     29,907     11,242    -13,839    137,402     -6,039      3,975    115,844     -1,230     66,642
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       23.8       20.9       12.0        3.9        1.8        4.8        2.0       30.7        0.6        2.7        6.1        7.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       248
        35         51         84          7         14         16         69         37         93         15         13         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,867
Positions
     5,946      6,736         90      1,018      1,115        126      1,828      5,103          0      4,800        478          0         59        219
 
Changes from:       December 14, 2010                                Total Change is:     1,033
     1,062        143         90        -59         67         29         38        849          0          0       -106          0       -127        -39
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       48.6        0.6        7.3        8.0        0.9       13.2       36.8        0.0       34.6        3.4        0.0        0.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          .          .          6          .          .         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    38,980
Positions
    33,189     20,833          0      2,000      1,497         56      3,256     10,836          0          0      5,473          0        479        285
 
Changes from:       December 14, 2010                                Total Change is:    -1,108
    -1,405       -634          0       -118         31         -3         72       -450          0          0        -30          0        346        -22
 
Percent of Open Interest Represented by Each Category of Trader
      85.1       53.4        0.0        5.1        3.8        0.1        8.4       27.8        0.0        0.0       14.0        0.0        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          4          .          4          6          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    27,469
Positions
    11,778      4,490         27      1,306        376        735      6,778     17,662        875        900      1,064          2      5,068      2,238
 
Changes from:       December 14, 2010                                Total Change is:     1,902
      -148        -29         -9        280         30        -66      1,061      2,761       -235       -284       -525          2      1,302        -26
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       16.3        0.1        4.8        1.4        2.7       24.7       64.3        3.2        3.3        3.9        0.0       18.5        8.1
 
Number of Traders in Each Category                                    Total Traders:        71
         4          5          .          5          .          .         20         21          6          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   156,004
Positions
    56,506     24,427     38,759      4,881        261      3,706      3,021     40,358     22,597      1,771      3,083      3,225     21,538     19,588
 
Changes from:       December 14, 2010                                Total Change is:     4,500
    -2,984     -5,420      5,002     -1,978         39     -2,123      1,214        203         32        162          0       -791      5,966      7,558
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       15.7       24.8        3.1        0.2        2.4        1.9       25.9       14.5        1.1        2.0        2.1       13.8       12.6
 
Number of Traders in Each Category                                    Total Traders:        86
         6         13         16          6          .          6         13         29         26          5          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 27, 2010