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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   115,236
Positions
     2,229     59,876      4,547      9,149      9,472        288     41,522     10,407      7,156      6,376      6,987      1,150     42,820     15,353
 
Changes from:       September 21, 2010                               Total Change is:      -465
       397      6,252        350        -39       -192         30     -4,599     -6,153       -147         32        436        208      3,303     -1,249
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       52.0        3.9        7.9        8.2        0.2       36.0        9.0        6.2        5.5        6.1        1.0       37.2       13.3
 
Number of Traders in Each Category                                    Total Traders:        84
         4         13         10          .          .          .         33         14         22         11          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    58,697
Positions
     4,737     26,539      3,166      2,380        871        424     25,285     14,477      1,986          0        500          0     20,718     10,734
 
Changes from:       September 21, 2010                               Total Change is:     5,512
       686      1,040        972        393         -9          8      1,357        247        865          0          0          0      1,231      2,389
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       45.2        5.4        4.1        1.5        0.7       43.1       24.7        3.4        0.0        0.9        0.0       35.3       18.3
 
Number of Traders in Each Category                                    Total Traders:        50
         4          9          4          .          .          .         17         14          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    88,532
Positions
    10,344     12,801      4,398     13,945     13,993        758     25,919     14,896      4,908      1,582     14,002          0     26,678     22,775
 
Changes from:       September 21, 2010                               Total Change is:     8,027
    -4,478      5,257        258       -245        -78         91      8,579        956        727        723         44          0      2,372        771
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       14.5        5.0       15.8       15.8        0.9       29.3       16.8        5.5        1.8       15.8        0.0       30.1       25.7
 
Number of Traders in Each Category                                    Total Traders:        83
         7         14         10          7         11          4         23         16         17          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   133,588
Positions
    11,143     67,667      5,156     40,430      6,180      1,020     36,783     13,755      6,885      2,582      5,207         58     29,531     27,659
 
Changes from:       September 21, 2010                               Total Change is:     5,780
       318      2,670       -135         46         78        -77      3,759       -635        126        830      2,066        -33        946      1,720
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       50.7        3.9       30.3        4.6        0.8       27.5       10.3        5.2        1.9        3.9        0.0       22.1       20.7
 
Number of Traders in Each Category                                    Total Traders:       113
        12         13         10         10         10          4         28         26         25          4         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   268,832
Positions
    46,880     70,850     25,340     23,711     28,985      3,320     47,551     35,224     36,449     17,419      3,751      6,966     61,197     57,947
 
Changes from:       September 21, 2010                               Total Change is:    46,421
     1,052     34,232      7,705        279       -859        -74     15,829     -9,553     10,865        904     -1,213      3,046      6,815      2,272
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       26.4        9.4        8.8       10.8        1.2       17.7       13.1       13.6        6.5        1.4        2.6       22.8       21.6
 
Number of Traders in Each Category                                    Total Traders:       179
        18         23         15         16         16          9         45         38         41         10         13         12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   151,085
Positions
     4,910    104,558      5,964     19,620      3,547        190     79,527      7,383      6,278        907      4,648        891     32,798     17,626
 
Changes from:       September 21, 2010                               Total Change is:    11,661
      -159      6,012      1,595      3,355       -643          0      3,633        899      2,264       -320       -297        250      1,042      1,581
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       69.2        3.9       13.0        2.3        0.1       52.6        4.9        4.2        0.6        3.1        0.6       21.7       11.7
 
Number of Traders in Each Category                                    Total Traders:        83
         4         17          8          6          4          .         32         14         15          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   123,581
Positions
     5,919     93,305        324     22,327        150        140     84,700     17,577          2      3,437     10,265          0      6,732      1,818
 
Changes from:       September 21, 2010                               Total Change is:    45,165
    -2,607     36,824        -13        996          0          0     43,601      1,669        -48      2,124      6,864          0      1,112       -131
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       75.5        0.3       18.1        0.1        0.1       68.5       14.2        0.0        2.8        8.3        0.0        5.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       103
         5         19          .          8          .          .         38         17          .         10          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,965
Positions
     1,913     18,003         31        600        136          0     19,335      5,804          0        366        475          0      3,720      1,516
 
Changes from:       September 21, 2010                               Total Change is:      -855
       112       -699          0         68          0          0     -1,159       -278          0         25          0          0         99        122
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       69.3        0.1        2.3        0.5        0.0       74.5       22.4        0.0        1.4        1.8        0.0       14.3        5.8
 
Number of Traders in Each Category                                    Total Traders:        36
         .         11          .          .          .          0         10          6          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    45,773
Positions
    15,420     19,532        606      3,136      4,959        573     17,363     10,296      2,079        168      1,088        276      6,153      6,365
 
Changes from:       September 21, 2010                               Total Change is:     5,450
      -929      4,746        319       -189        358         -9      4,893       -612        509        143       -108        115        599        133
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       42.7        1.3        6.9       10.8        1.3       37.9       22.5        4.5        0.4        2.4        0.6       13.4       13.9
 
Number of Traders in Each Category                                    Total Traders:        88
        12         21          5          6          6          .         23         15         10          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    91,547
Positions
    30,841     39,064      1,213      6,272      9,918      1,145     34,726     20,593      4,158        336      2,176        552     12,305     12,730
 
Changes from:       September 21, 2010                               Total Change is:    10,899
    -1,859      9,492        637       -377        716        -18      9,785     -1,225      1,017        285       -216        230      1,199        266
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       42.7        1.3        6.9       10.8        1.3       37.9       22.5        4.5        0.4        2.4        0.6       13.4       13.9
 
Number of Traders in Each Category                                    Total Traders:        88
        12         21          5          6          6          .         23         15         10          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   931,013
Positions
    25,866    251,778     44,662    424,301    152,113     61,198     86,632    141,878    121,128     14,082     24,955     13,293    139,850    120,007
 
Changes from:       September 21, 2010                               Total Change is:    43,068
     3,339     26,378      8,407     -1,569     -3,987     -2,688     10,455     -5,405     25,958        343        475      1,548     -2,724     -7,618
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       27.0        4.8       45.6       16.3        6.6        9.3       15.2       13.0        1.5        2.7        1.4       15.0       12.9
 
Number of Traders in Each Category                                    Total Traders:       560
        28         54         26        105         66         68        103        148        118         21         33         22
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   378,725
Positions
    13,843    138,280      7,698    145,999     48,371     12,658     47,683     23,670     57,430      7,656     11,496      9,129     76,628     69,993
 
Changes from:       September 21, 2010                               Total Change is:    20,313
     2,670     14,554      1,102       -733        208       -588     11,224       -481      7,351         51       -747      1,837     -2,600     -2,923
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       36.5        2.0       38.6       12.8        3.3       12.6        6.2       15.2        2.0        3.0        2.4       20.2       18.5
 
Number of Traders in Each Category                                    Total Traders:       149
         7         24         10         31         17         21         26         31         47          4          9         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,761,436
Positions
   128,288    635,663    116,648  1,400,953    528,154    233,254    334,472    730,767    178,762     32,422     67,589     20,525    316,111    250,074
 
Changes from:       September 21, 2010                               Total Change is:   113,773
    27,410     83,187     12,464     -4,300    -21,093    -10,380     54,739     33,962     34,449      1,551      6,202     -1,538       -621    -23,478
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       23.0        4.2       50.7       19.1        8.4       12.1       26.5        6.5        1.2        2.4        0.7       11.4        9.1
 
Number of Traders in Each Category                                    Total Traders:       495
        28         47         22         88         56         54         98        133         99         18         25         14
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,814
Positions
    10,804     30,757     10,509     55,277     43,855      4,055     16,357     15,740        516      1,422          0          0      9,874      3,383
 
Changes from:       September 21, 2010                               Total Change is:     4,481
    -1,041      2,417        480      1,416        648         75      2,621      1,468         38        212          0          0        680       -645
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       28.3        9.7       50.8       40.3        3.7       15.0       14.5        0.5        1.3        0.0        0.0        9.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        86
         4          8          .         34         13         10         13         11          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    83,826
Positions
    15,819     34,997        719     19,854     17,833      2,954     33,381     18,556      2,318      1,426      3,440        159      7,195      2,851
 
Changes from:       September 21, 2010                               Total Change is:    13,692
    -1,328      9,394       -338         24        302        -24     13,505      3,563        882        175        305         45        751       -436
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       41.7        0.9       23.7       21.3        3.5       39.8       22.1        2.8        1.7        4.1        0.2        8.6        3.4
 
Number of Traders in Each Category                                    Total Traders:       254
        18         30          6         38         18          9         67         55         24         14         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   419,132
Positions
    79,097    174,983      3,596     99,272     89,164     14,768    166,906     92,780     11,589      7,131     17,199        796     35,977     14,257
 
Changes from:       September 21, 2010                               Total Change is:    68,462
    -6,639     46,970     -1,692        122      1,510       -122     67,524     17,813      4,412        874      1,523        226      3,756     -2,179
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       41.7        0.9       23.7       21.3        3.5       39.8       22.1        2.8        1.7        4.1        0.2        8.6        3.4
 
Number of Traders in Each Category                                    Total Traders:       254
        18         30          6         38         18          9         67         55         24         14         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   397,939
Positions
   180,402     46,382      2,796    127,829    156,231     16,035     48,361    137,824      5,314      2,571     15,014          2     14,630     18,342
 
Changes from:       September 21, 2010                               Total Change is:     1,089
    -7,998      7,677       -312      3,069     -2,965       -950      4,452     -4,829        897        524      1,744          2      1,405       -175
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       11.7        0.7       32.1       39.3        4.0       12.2       34.6        1.3        0.6        3.8        0.0        3.7        4.6
 
Number of Traders in Each Category                                    Total Traders:       248
        17         18          .         52         43         23         38         66         20          6          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,418
Positions
    10,790      4,880        287      9,006      2,679        111      2,324      2,974          0        255      1,394          0      8,645     19,093
 
Changes from:       September 21, 2010                               Total Change is:       750
       429      1,039         52        -94          0        -15     -1,157       -362          0        255         39          0      1,280         -3
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       15.5        0.9       28.7        8.5        0.4        7.4        9.5        0.0        0.8        4.4        0.0       27.5       60.8
 
Number of Traders in Each Category                                    Total Traders:        49
        13          7          .          9          .          .          6          7          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    35,531
Positions
    13,787     14,758        192      5,289      1,980        468      4,457      3,872        484        523        242          0     10,331     13,535
 
Changes from:       September 21, 2010                               Total Change is:     2,780
     1,163      2,012       -154       -768       -734         75       -488     -1,126        322        270        242          0      2,360      2,143
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       41.5        0.5       14.9        5.6        1.3       12.5       10.9        1.4        1.5        0.7        0.0       29.1       38.1
 
Number of Traders in Each Category                                    Total Traders:        44
        10          8          .          7          .          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    32,699
Positions
         0      2,431          0     24,070     17,895      3,831      1,829      5,723          0          0        270          0      2,969      2,549
 
Changes from:       September 21, 2010                               Total Change is:     2,007
         0        782          0      1,307     -1,594      1,139        -49        996          0          0        -48          0       -390        732
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.4        0.0       73.6       54.7       11.7        5.6       17.5        0.0        0.0        0.8        0.0        9.1        7.8
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          0         20         13          8          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    29,281
Positions
     2,416     11,119          0     11,991      4,402        688      4,869     10,814          0      2,857        225          0      6,460      2,033
 
Changes from:       September 21, 2010                               Total Change is:       894
       164        123          0       -688      1,123        -68        142       -664          0        265          0          0      1,079        380
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       38.0        0.0       41.0       15.0        2.3       16.6       36.9        0.0        9.8        0.8        0.0       22.1        6.9
 
Number of Traders in Each Category                                    Total Traders:        43
         4          5          0         11          4          4          9          4          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   786,877
Positions
    18,172    153,960     34,786    350,553    153,867     73,766     51,975    140,625     62,268     23,649     24,400      6,280    165,429    136,925
 
Changes from:       September 21, 2010                               Total Change is:    -4,346
      -511     -1,874       -444      3,275      1,356     -2,252      5,810     -2,604     -5,551     -3,335      2,877     -3,379      2,040      7,524
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       19.6        4.4       44.5       19.6        9.4        6.6       17.9        7.9        3.0        3.1        0.8       21.0       17.4
 
Number of Traders in Each Category                                    Total Traders:       168
        11         19         20         47         26         38         26         27         38          4          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   227,173
Positions
         0     98,252      3,192    160,469      2,100     11,243      4,302     81,696      1,084          0          0          0     46,883     29,606
 
Changes from:       September 21, 2010                               Total Change is:     3,494
    -1,549      4,579        255      1,592          0        528      2,302      2,256          5          0          0          0        360     -4,130
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       43.2        1.4       70.6        0.9        4.9        1.9       36.0        0.5        0.0        0.0        0.0       20.6       13.0
 
Number of Traders in Each Category                                    Total Traders:        47
         0          9          .         25          .         11          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   743,751
Positions
    68,198     80,036     15,897    204,717    211,678     84,899    202,915     61,498     24,096     22,138    144,392      5,261    115,631    115,995
 
Changes from:       September 21, 2010                               Total Change is:   -11,465
    23,372      8,329       -511    -27,255      7,385      4,477      1,788    -12,830    -15,601       -690      1,981       -884      3,838     -3,811
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       10.8        2.1       27.5       28.5       11.4       27.3        8.3        3.2        3.0       19.4        0.7       15.5       15.6
 
Number of Traders in Each Category                                    Total Traders:       210
        14         26         11         34         45         38         41         23         22          5         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,106,654
Positions
    67,741    341,713    218,139    815,418    352,141    176,229    172,060    369,191    204,573     83,989     51,084     49,621    318,886    343,964
 
Changes from:       September 21, 2010                               Total Change is:   -80,032
    14,261     16,470    -33,350     71,860    -20,336    -34,240    -36,510     36,551    -48,967        -31      8,758    -15,091      2,037     10,173
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       16.2       10.4       38.7       16.7        8.4        8.2       17.5        9.7        4.0        2.4        2.4       15.1       16.3
 
Number of Traders in Each Category                                    Total Traders:       267
        26         36         49         39         49         55         46         51         66         13          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,052,998
Positions
    75,816    130,056     57,877    223,360    340,928    139,192    237,230     46,383     40,662     33,319     38,574      7,544    237,999    251,782
 
Changes from:       September 21, 2010                               Total Change is:     2,002
    23,770     31,351      7,587    -29,567    -38,526      3,856      7,740      3,341    -12,905     -1,074     -1,115     -2,550      5,147     10,963
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       12.4        5.5       21.2       32.4       13.2       22.5        4.4        3.9        3.2        3.7        0.7       22.6       23.9
 
Number of Traders in Each Category                                    Total Traders:       154
        12         19         17         24         38         40         34         14         26          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,319,132
Positions
   141,608    242,109    283,081     34,636          0    202,987    115,028     34,909    493,169      2,037      2,288      7,601     38,986     52,989
 
Changes from:       September 21, 2010                               Total Change is:    42,528
    14,695     19,732      4,639     -4,289          0      4,910      3,967       -292     15,298         65        399      1,422      1,821     -3,580
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       18.4       21.5        2.6        0.0       15.4        8.7        2.6       37.4        0.2        0.2        0.6        3.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       120
        28         24         44          6          0          5         37         20         45          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,608,661
Positions
 1,592,858  3,141,787  2,524,120    819,839    195,727    741,170  1,385,525    326,388  4,096,353    199,281    306,527    309,314    940,201    967,275
 
Changes from:       September 21, 2010                               Total Change is:   528,745
    -6,683    164,147    112,141     54,098    -61,849     61,357     54,919      7,330    206,537      4,437      4,477     21,430     20,509     13,175
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       24.9       20.0        6.5        1.6        5.9       11.0        2.6       32.5        1.6        2.4        2.5        7.5        7.7
 
Number of Traders in Each Category                                    Total Traders:       274
        30         60         85          9         15         21         72         55        102          8         16         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,111
Positions
     2,482      4,899      1,300        915        765         71      1,263      3,776          0      4,800        175          0        280        125
 
Changes from:       September 21, 2010                               Total Change is:     1,246
     1,315       -508          0         31        216       -151        103      1,736        -48          0          0          0         -4          1
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       44.1       11.7        8.2        6.9        0.6       11.4       34.0        0.0       43.2        1.6        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    35,851
Positions
    32,031     19,338        825      1,005      1,204         77      1,630      8,151          0          0      6,067          0        283        189
 
Changes from:       September 21, 2010                               Total Change is:       794
        19        109        820          0       -263          0        -86         14          0          0          0          0         41        114
 
Percent of Open Interest Represented by Each Category of Trader
      89.3       53.9        2.3        2.8        3.4        0.2        4.5       22.7        0.0        0.0       16.9        0.0        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        33
         4          5          .          .          4          .          6          8          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    33,482
Positions
    12,680      7,565        122        401        400        742     13,586     18,589        854      2,333      1,536          1      2,762      3,672
 
Changes from:       September 21, 2010                               Total Change is:     4,558
      -502        459         -8        -34        400       -127      4,316      3,116         69      1,749        174          0       -906        475
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       22.6        0.4        1.2        1.2        2.2       40.6       55.5        2.6        7.0        4.6        0.0        8.3       11.0
 
Number of Traders in Each Category                                    Total Traders:        84
         7          4          .          .          .          .         13         36          6         11          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   114,567
Positions
    82,474     38,108      7,438        671        375      1,954        536     38,570      6,848        569      3,979      1,868     12,209     15,427
 
Changes from:       September 21, 2010                               Total Change is:     2,032
     4,665     -1,268        736       -404        227       -318         58        837       -819         -2        477         98     -1,982      2,062
 
Percent of Open Interest Represented by Each Category of Trader
      72.0       33.3        6.5        0.6        0.3        1.7        0.5       33.7        6.0        0.5        3.5        1.6       10.7       13.5
 
Number of Traders in Each Category                                    Total Traders:        56
         4         10         11          .          .          5          .         25         10          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,290
Positions
       486     10,946          0     10,905          0          0        637      1,615          0          0          0          0      1,262        729
 
Changes from:       September 21, 2010                               Total Change is:       -51
         4        -10          0         35          0          0       -100         32          0          0          0          0         10        -73
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       82.4        0.0       82.1        0.0        0.0        4.8       12.2        0.0        0.0        0.0        0.0        9.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          0          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 1, 2010