```
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   135,955
Positions
     5,886     73,851      3,762     10,632      9,419        228     57,630     14,484      5,638      7,891     10,041        867     43,420     17,664
 
Changes from:       October 5, 2010                                  Total Change is:    -2,221
     2,151      3,420       -973        579       -394        -78       -742     -1,334     -3,590        454        964       -657        636        422
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       54.3        2.8        7.8        6.9        0.2       42.4       10.7        4.1        5.8        7.4        0.6       31.9       13.0
 
Number of Traders in Each Category                                    Total Traders:        92
         6         14         10          .          .          .         38         13         17         13          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    61,990
Positions
     4,356     30,709      2,957      1,824        876        421     29,804     13,759      1,819          0        500          0     20,809     10,949
 
Changes from:       October 5, 2010                                  Total Change is:    -1,667
       706       -377     -1,653       -475         35        -34        675      1,068     -1,020          0          0          0        134        315
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       49.5        4.8        2.9        1.4        0.7       48.1       22.2        2.9        0.0        0.8        0.0       33.6       17.7
 
Number of Traders in Each Category                                    Total Traders:        52
         4         12          5          .          .          .         23          8          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   100,637
Positions
    11,141     25,148      3,459     13,269     15,270      1,784     38,161     12,735      4,059      1,544     16,552          0     27,220     21,630
 
Changes from:       October 5, 2010                                  Total Change is:     1,957
     1,933        497       -692       -694        702        587      2,040        978     -1,909        238        842        -34        488        986
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       25.0        3.4       13.2       15.2        1.8       37.9       12.7        4.0        1.5       16.4        0.0       27.0       21.5
 
Number of Traders in Each Category                                    Total Traders:        90
         9         12         10          7         12          6         29         15         16          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   161,837
Positions
    11,252     85,190      9,198     40,817      5,975      1,286     57,170     12,806      6,878      1,807      7,024         24     33,404     33,455
 
Changes from:       October 5, 2010                                  Total Change is:     1,300
     2,677      4,199      1,150     -1,039        -56        -14     -1,206     -3,346     -1,234        166       -732        -19        820      1,352
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       52.6        5.7       25.2        3.7        0.8       35.3        7.9        4.3        1.1        4.3        0.0       20.6       20.7
 
Number of Traders in Each Category                                    Total Traders:       119
        10         16          9         11          9          4         37         23         21          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   261,803
Positions
    55,147     86,364     22,184     23,364     24,249      2,363     43,218     27,591     31,517     18,195      6,071      7,417     58,399     54,048
 
Changes from:       October 5, 2010                                  Total Change is:   -33,523
       -79      5,399     -8,770     -1,190     -3,549     -1,021        128        782    -16,539      1,357        418     -1,873     -5,536     -8,370
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       33.0        8.5        8.9        9.3        0.9       16.5       10.5       12.0        7.0        2.3        2.8       22.3       20.6
 
Number of Traders in Each Category                                    Total Traders:       176
        19         17         16         16         14          7         42         44         40         12         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   148,736
Positions
     4,907    107,762      5,704     22,337      3,682        258     76,322      6,644      3,531        779      4,111        899     33,999     16,145
 
Changes from:       October 5, 2010                                  Total Change is:    -6,440
      -760        765     -1,108      1,330        565         26     -1,164     -1,322     -3,320         68       -155       -383     -1,128     -1,507
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       72.5        3.8       15.0        2.5        0.2       51.3        4.5        2.4        0.5        2.8        0.6       22.9       10.9
 
Number of Traders in Each Category                                    Total Traders:        79
         4         16          6          6          4          .         33          9          9          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,446
Positions
     4,620     25,663      6,125          0          0          0     16,532      4,826      2,116        976         16        606      8,471         94
 
Changes from:       October 5, 2010                                  Total Change is:     1,918
         0      2,026       -244          0          0          0      1,323        186          0        149         -4          4        686        -50
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       65.1       15.5        0.0        0.0        0.0       41.9       12.2        5.4        2.5        0.0        1.5       21.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          6          0          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   141,728
Positions
     6,755    109,665        349     20,828        150        220    103,458     11,276          0      3,321     18,668          0      6,797      1,400
 
Changes from:       October 5, 2010                                  Total Change is:     2,153
       676     -1,642         25     -1,222          0          0      2,035        882          0        355      3,188          0        284       -300
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       77.4        0.2       14.7        0.1        0.2       73.0        8.0        0.0        2.3       13.2        0.0        4.8        1.0
 
Number of Traders in Each Category                                    Total Traders:       112
         6         17          .         10          .          .         45         15          0         10          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,437
Positions
     1,960     18,351         31        578        726          0     19,393      6,052          0        527        150          0      3,948      1,127
 
Changes from:       October 5, 2010                                  Total Change is:       395
         7        693          0        -72        590          0        289       -299          0         45       -130          0        126       -459
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       69.4        0.1        2.2        2.7        0.0       73.4       22.9        0.0        2.0        0.6        0.0       14.9        4.3
 
Number of Traders in Each Category                                    Total Traders:        37
         .         13          .          .          .          0         11          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    47,098
Positions
    16,832     19,551        619      2,811      4,899        641     17,195     12,806      1,888        279      1,352        302      6,532      5,040
 
Changes from:       October 5, 2010                                  Total Change is:    -3,456
     1,027     -3,572       -134        160         68         63     -3,888        954        153        139       -274        -27       -949       -687
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       41.5        1.3        6.0       10.4        1.4       36.5       27.2        4.0        0.6        2.9        0.6       13.9       10.7
 
Number of Traders in Each Category                                    Total Traders:        94
        13         19          5          4          7          .         28         16         11          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    94,196
Positions
    33,664     39,103      1,238      5,621      9,797      1,281     34,390     25,612      3,776        559      2,704        605     13,063     10,080
 
Changes from:       October 5, 2010                                  Total Change is:    -6,912
     2,055     -7,144       -267        320        135        126     -7,777      1,909        306        279       -549        -54     -1,899     -1,373
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       41.5        1.3        6.0       10.4        1.4       36.5       27.2        4.0        0.6        2.9        0.6       13.9       10.7
 
Number of Traders in Each Category                                    Total Traders:        94
        13         19          5          4          7          .         28         16         11          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   981,231
Positions
    26,846    269,878     58,240    423,143    143,994     62,591     90,362    146,181    141,812     17,310     27,027     14,398    146,528    117,109
 
Changes from:       October 5, 2010                                  Total Change is:    18,946
     3,016     14,968      5,289      4,493     -6,476     -1,112      1,029      2,990      5,237      1,023     -1,379        326       -354       -896
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       27.5        5.9       43.1       14.7        6.4        9.2       14.9       14.5        1.8        2.8        1.5       14.9       11.9
 
Number of Traders in Each Category                                    Total Traders:       561
        29         45         29        109         64         63        105        144        115         29         36         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   399,310
Positions
    19,574    152,066      9,310    145,391     46,083     11,304     53,082     28,101     64,372      9,062     12,481      9,313     77,903     66,279
 
Changes from:       October 5, 2010                                  Total Change is:     7,472
     3,962      5,260        964     -1,285     -1,559       -601      1,655      2,583      2,025        879        749       -341        213     -1,609
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       38.1        2.3       36.4       11.5        2.8       13.3        7.0       16.1        2.3        3.1        2.3       19.5       16.6
 
Number of Traders in Each Category                                    Total Traders:       157
         8         25         10         30         17         20         21         37         48          8         11         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,909,604
Positions
   152,147    704,851    128,861  1,400,643    501,433    244,558    365,152    769,149    208,452     47,387     78,877     19,277    343,127    254,146
 
Changes from:       October 5, 2010                                  Total Change is:    57,373
    15,165     68,438      1,730     24,802    -28,675      1,533      1,849      7,014     11,078      6,348     -5,014     -2,295     -2,837      3,564
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       24.2        4.4       48.1       17.2        8.4       12.5       26.4        7.2        1.6        2.7        0.7       11.8        8.7
 
Number of Traders in Each Category                                    Total Traders:       495
        26         41         24         92         54         50        102        130         95         23         27         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   106,532
Positions
    12,491     32,123     10,463     50,004     40,899      5,236     16,084     13,410        142      1,205          0          0     10,907      4,258
 
Changes from:       October 5, 2010                                  Total Change is:    -2,393
     1,928       -898       -230     -2,134     -1,390         85     -1,985       -495         32       -234          0          0        145        503
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       30.2        9.8       46.9       38.4        4.9       15.1       12.6        0.1        1.1        0.0        0.0       10.2        4.0
 
Number of Traders in Each Category                                    Total Traders:        80
         5          8          .         30         12         11         16          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   110,505
Positions
    13,539     39,848     14,414     21,607     17,689      2,920     33,446     13,406     12,263      1,229      2,845        558     10,529      6,562
 
Changes from:       October 5, 2010                                  Total Change is:    -2,313
     2,703     -2,043        294        957       -440       -127     -6,242     -1,045        919       -116       -350        370     -1,071        108
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       36.1       13.0       19.6       16.0        2.6       30.3       12.1       11.1        1.1        2.6        0.5        9.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       244
        24         29         13         39         17         11         64         44         27         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    20,257
Positions
     8,390     14,350          3        258        300          0      8,065      2,084          0        341          0          0      3,200      3,520
 
Changes from:       October 5, 2010                                  Total Change is:       776
       755        400          0         22          0          0       -367        491          0        341          0          0         25       -115
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       70.8        0.0        1.3        1.5        0.0       39.8       10.3        0.0        1.7        0.0        0.0       15.8       17.4
 
Number of Traders in Each Category                                    Total Traders:        24
         4         12          .          .          .          0          4          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   451,243
Positions
    92,887    194,629      4,914    106,747     86,946     14,601    175,539    105,246     12,680      6,146     15,930      1,083     36,646     15,213
 
Changes from:       October 5, 2010                                  Total Change is:   -15,445
    10,695    -11,259        513      4,401     -2,474       -360    -28,128     -6,434      3,349       -582        -43        147     -5,480      1,116
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       43.1        1.1       23.7       19.3        3.2       38.9       23.3        2.8        1.4        3.5        0.2        8.1        3.4
 
Number of Traders in Each Category                                    Total Traders:       241
        24         28          7         38         16         11         65         43         23         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   395,340
Positions
   172,846     51,479      2,349    119,110    150,334     21,212     53,867    134,968      6,298      2,378     12,303         12     17,269     16,386
 
Changes from:       October 5, 2010                                  Total Change is:    -1,120
      -683      4,987       -453     -3,069     -2,006        524      1,302     -5,096        417       -270      1,577         -1      1,113     -1,069
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       13.0        0.6       30.1       38.0        5.4       13.6       34.1        1.6        0.6        3.1        0.0        4.4        4.1
 
Number of Traders in Each Category                                    Total Traders:       251
        18         20          .         52         41         24         40         66         24          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    34,118
Positions
     8,677      4,701      1,226      8,949      1,168        454      3,552      4,681        110        755        953          0     10,395     20,825
 
Changes from:       October 5, 2010                                  Total Change is:     1,729
    -1,288       -123        421        293         39        303      1,204      2,256         74          0       -423          0        722       -818
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       13.8        3.6       26.2        3.4        1.3       10.4       13.7        0.3        2.2        2.8        0.0       30.5       61.0
 
Number of Traders in Each Category                                    Total Traders:        49
        12          5          .          9          .          .         10          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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    36,800
Positions
    15,002     16,360        562      5,711      1,688        655      5,101      8,518        405        754        726         20      8,590      7,866
 
Changes from:       October 5, 2010                                  Total Change is:    -3,995
       737       -809        -24        144        -38        -58     -3,204         10         37        205          0         20     -1,852     -3,133
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       44.5        1.5       15.5        4.6        1.8       13.9       23.1        1.1        2.0        2.0        0.1       23.3       21.4
 
Number of Traders in Each Category                                    Total Traders:        46
        10         10          .          7          .          .          6          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,704
Positions
         0      2,343          0     21,867     16,680      4,319      1,856      6,102          0          0          0          0      3,662      2,260
 
Changes from:       October 5, 2010                                  Total Change is:     1,187
         0        808          0        353       -619        561         15        761          0          0       -220          0        258       -104
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.4        0.0       69.0       52.6       13.6        5.9       19.2        0.0        0.0        0.0        0.0       11.6        7.1
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          0         18         13          8          .          9          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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    30,773
Positions
     2,494     11,063         50     14,216      4,338        740      3,691     12,621          0      3,124          0          0      6,458      1,961
 
Changes from:       October 5, 2010                                  Total Change is:       246
       543        -65         50       -204       -101         39       -148        417          0          0          0          0        -34        -94
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       36.0        0.2       46.2       14.1        2.4       12.0       41.0        0.0       10.2        0.0        0.0       21.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        43
         6          5          .         11          5          4          7          4          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   790,917
Positions
    25,038    163,610     31,944    340,728    152,973     65,214     77,841    128,904     52,703     18,205     45,263      8,812    170,432    141,494
 
Changes from:       October 5, 2010                                  Total Change is:    14,845
     5,707      5,982     -2,636     -9,956      2,213      4,542     19,286     -5,614     -4,469     -3,826      9,091     -1,631      7,828      7,367
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       20.7        4.0       43.1       19.3        8.2        9.8       16.3        6.7        2.3        5.7        1.1       21.5       17.9
 
Number of Traders in Each Category                                    Total Traders:       177
        11         22         22         45         25         40         33         27         41          4         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   232,943
Positions
         0     98,083      1,781    173,155          0      9,814      2,000     87,791         64          0          0          0     46,129     35,411
 
Changes from:       October 5, 2010                                  Total Change is:     6,581
         0      1,044      1,206      8,373          0     -1,051          0      3,706        -41          0          0          0     -1,906      1,717
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       42.1        0.8       74.3        0.0        4.2        0.9       37.7        0.0        0.0        0.0        0.0       19.8       15.2
 
Number of Traders in Each Category                                    Total Traders:        46
         0          9          .         25          0         12          .         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   773,585
Positions
    75,929     74,148     14,127    194,492    229,818     82,729    226,570     60,574     33,672     23,942    149,229      6,271    115,853    123,017
 
Changes from:       October 5, 2010                                  Total Change is:    15,610
    10,915     -1,564     -2,472     20,312      7,502     -7,358    -20,541      4,273      7,537      1,474     -1,224        376      5,368      8,541
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        9.6        1.8       25.1       29.7       10.7       29.3        7.8        4.4        3.1       19.3        0.8       15.0       15.9
 
Number of Traders in Each Category                                    Total Traders:       218
        19         26         11         34         43         38         41         26         23          6         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 2,313,493
Positions
    72,681    347,149    278,206    708,978    329,821    203,579    188,242    373,443    280,444    130,094     48,028    103,712    347,556    349,110
 
Changes from:       October 5, 2010                                  Total Change is:    37,093
     7,430    -20,247     23,548    -67,803    -15,734     22,936      3,632    -12,225     17,655       -766     -1,049      3,471     26,989     18,738
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       15.0       12.0       30.6       14.3        8.8        8.1       16.1       12.1        5.6        2.1        4.5       15.0       15.1
 
Number of Traders in Each Category                                    Total Traders:       299
        36         34         59         48         51         63         46         62         80         14          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,140,360
Positions
    88,221    127,817     85,136    184,157    339,086    133,717    289,200     73,100     69,273     47,426     41,367     12,499    230,732    258,367
 
Changes from:       October 5, 2010                                  Total Change is:    70,816
     6,592     -8,288     26,720     -8,263      4,144      9,711     13,291     15,301     12,217      6,433        -18      2,218      1,897      8,811
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       11.2        7.5       16.1       29.7       11.7       25.4        6.4        6.1        4.2        3.6        1.1       20.2       22.7
 
Number of Traders in Each Category                                    Total Traders:       168
        14         19         22         24         33         35         35         28         34          5         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,313,146
Positions
   151,647    231,236    278,705     18,486          0      2,771     88,561     29,681    508,837     17,372        570    211,552     35,215     49,795
 
Changes from:       October 5, 2010                                  Total Change is:    36,387
     2,341      4,971     16,968      1,331          0        490        433     -1,885     17,138       -516       -120      1,190     -2,990     -2,364
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       17.6       21.2        1.4        0.0        0.2        6.7        2.3       38.7        1.3        0.0       16.1        2.7        3.8
 
Number of Traders in Each Category                                    Total Traders:       114
        32         24         45          6          0          4         29         18         40          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 is12,969,803
Positions
 1,551,197  3,084,596  2,612,513    855,835    280,477    246,349  1,425,456    312,989  4,336,560    185,454    370,858    745,497  1,010,942    979,965
 
Changes from:       October 5, 2010                                  Total Change is:   156,885
     6,497   -103,006     61,758     13,631     44,364     28,565    -36,000     10,588    117,335     -4,792     62,047    -47,704     17,596    -17,061
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       23.8       20.1        6.6        2.2        1.9       11.0        2.4       33.4        1.4        2.9        5.7        7.8        7.6
 
Number of Traders in Each Category                                    Total Traders:       280
        29         64         89         11         13         19         79         52        106          8         18         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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    12,094
Positions
     3,177      5,127      1,300        958        814         22      1,445      4,492         58      4,800        205          0        334         76
 
Changes from:       October 5, 2010                                  Total Change is:       931
       880        246          0        -15          0          0         73        682          0          0         30          0         -7        -27
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       42.4       10.7        7.9        6.7        0.2       11.9       37.1        0.5       39.7        1.7        0.0        2.8        0.6
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          .          .          5          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    41,014
Positions
    34,880     27,672      1,935      1,624      1,556         77      2,229      3,587          0          0      6,061          0        269        126
 
Changes from:       October 5, 2010                                  Total Change is:     1,934
     1,938      3,180          2          0        294          0         85     -1,593          0          0          2          0        -91         49
 
Percent of Open Interest Represented by Each Category of Trader
      85.0       67.5        4.7        4.0        3.8        0.2        5.4        8.7        0.0        0.0       14.8        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          4          .          6          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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    35,360
Positions
    16,965      7,454        145        299        915        662     11,105     20,809        771      1,757        788          0      3,656      3,815
 
Changes from:       October 5, 2010                                  Total Change is:       345
     2,037         65         -2       -117         87        -78     -1,950      1,946       -121        -72     -1,319         -1        649       -232
 
Percent of Open Interest Represented by Each Category of Trader
      48.0       21.1        0.4        0.8        2.6        1.9       31.4       58.8        2.2        5.0        2.2        0.0       10.3       10.8
 
Number of Traders in Each Category                                    Total Traders:        80
         9          4          .          .          .          .         15         35          5          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   129,848
Positions
    87,877     41,330      9,307        671        675      2,543        218     43,447     11,269        780      4,041      3,135     14,049     14,102
 
Changes from:       October 5, 2010                                  Total Change is:    14,813
     6,202      1,805      3,738          0        485        418       -707      5,641      3,208        143       -417      1,009        802     -1,074
 
Percent of Open Interest Represented by Each Category of Trader
      67.7       31.8        7.2        0.5        0.5        2.0        0.2       33.5        8.7        0.6        3.1        2.4       10.8       10.9
 
Number of Traders in Each Category                                    Total Traders:        74
         4         13         12          .          .          6          .         34         18          .          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     4,679
Positions
       532      2,147          0      1,881         62         46      1,241      2,342          0        880         45          0         99         37
 
Changes from:       October 5, 2010                                  Total Change is:       118
         0        -12          0        266         -5          5         44        130          0          0          0          0       -197          0
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       45.9        0.0       40.2        1.3        1.0       26.5       50.1        0.0       18.8        1.0        0.0        2.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,742
Positions
       488     11,649        558     11,172          0          0      1,945      2,531          0          0          0          0      1,579      1,004
 
Changes from:       October 5, 2010                                  Total Change is:     1,743
        -1        504        487        142          0          0        546        387          0          0          0          0        569        365
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       74.0        3.5       71.0        0.0        0.0       12.4       16.1        0.0        0.0        0.0        0.0       10.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        26
         .          4          .          9          0          0          8          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated October 15, 2010