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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   125,073
Positions
    15,309     51,017     17,812      8,444      9,237        324     29,389     14,652      8,676      5,649      2,237      1,384     38,086     19,734
 
Changes from:       September 7, 2010                                Total Change is:     6,573
    -5,925      7,254     10,260     -1,487       -639         -6      2,430    -15,320      3,116     -2,316      1,042        362        140        505
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       40.8       14.2        6.8        7.4        0.3       23.5       11.7        6.9        4.5        1.8        1.1       30.5       15.8
 
Number of Traders in Each Category                                    Total Traders:        81
         7         14         12          .          .          .         25         16         21          9          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    53,069
Positions
     2,154     24,433      2,522      2,208        784        466     25,077     14,098      1,186          0        953          0     19,456      8,627
 
Changes from:       September 7, 2010                                Total Change is:   -24,146
   -10,891    -20,377     -6,523          4         13        -13     -3,380      8,324     -1,901          0     -2,297          0     -1,442     -1,372
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       46.0        4.8        4.2        1.5        0.9       47.3       26.6        2.2        0.0        1.8        0.0       36.7       16.3
 
Number of Traders in Each Category                                    Total Traders:        48
         .          9          4          .          .          .         18         12          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    83,927
Positions
    14,817      6,077      3,903     14,167     14,960        679     21,639     17,699      4,021        719     13,502          0     23,982     23,086
 
Changes from:       September 7, 2010                                Total Change is:   -70,922
   -62,813    -48,859     -3,132     -3,314        700        -29      4,267     -3,170     -1,597     -1,083     -3,190          0     -3,221    -11,643
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        7.2        4.7       16.9       17.8        0.8       25.8       21.1        4.8        0.9       16.1        0.0       28.6       27.5
 
Number of Traders in Each Category                                    Total Traders:        80
         6         11         10          5         12          .         26         15         16          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   147,290
Positions
     8,668     82,033      4,960     41,667      8,361      1,151     51,929      9,457      6,093      1,745      4,453         57     31,019     30,724
 
Changes from:       September 7, 2010                                Total Change is:   -14,024
    -4,451     -3,646     -5,105      2,588        779        -53     -3,210       -417     -3,718     -1,686      1,098        -18      1,630     -2,944
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       55.7        3.4       28.3        5.7        0.8       35.3        6.4        4.1        1.2        3.0        0.0       21.1       20.9
 
Number of Traders in Each Category                                    Total Traders:       108
         9         16          8         12         11          6         30         20         20          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   215,149
Positions
    49,597     23,292     15,443     24,079     30,604      3,320     34,343     59,747     19,188     13,480      5,880      3,568     52,132     54,107
 
Changes from:       September 7, 2010                                Total Change is:   -80,990
   -71,259    -54,354     -5,823        344      2,479         18      4,401    -10,256        603     -2,449     -2,932       -344     -6,482    -10,382
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       10.8        7.2       11.2       14.2        1.5       16.0       27.8        8.9        6.3        2.7        1.7       24.2       25.1
 
Number of Traders in Each Category                                    Total Traders:       168
        18         15         15         16         18         11         35         45         34          6         15         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   127,791
Positions
     4,357     90,465      3,017     13,262      4,265        246     72,756      9,609      3,249        818      1,880        461     29,626     14,599
 
Changes from:       September 7, 2010                                Total Change is:    -5,629
    -9,927      5,815     -5,193      1,171       -481          0      8,109       -628     -2,533         10     -3,072        174      2,560        289
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       70.8        2.4       10.4        3.3        0.2       56.9        7.5        2.5        0.6        1.5        0.4       23.2       11.4
 
Number of Traders in Each Category                                    Total Traders:        74
         .         16          7          5          4          .         31         11         13          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    37,832
Positions
     5,763     22,950      8,084          0          0          0      7,119      2,430      3,552          0         20        602     12,712        194
 
Changes from:       September 7, 2010                                Total Change is:       651
      -241        556        350          0          0          0        302       -231        -46          0          0          0        286         22
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       60.7       21.4        0.0        0.0        0.0       18.8        6.4        9.4        0.0        0.1        1.6       33.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        20
         7          7          6          0          0          0          .          .          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    75,894
Positions
    11,598     47,823        337     22,358        623        272     36,011     21,803         18      1,414      3,223          0      3,886      1,795
 
Changes from:       September 7, 2010                                Total Change is:   -26,967
   -15,507    -16,896     -3,804        -83       -104          0      2,745      1,234     -5,854     -5,523       -935       -110      1,169       -498
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       63.0        0.4       29.5        0.8        0.4       47.4       28.7        0.0        1.9        4.2        0.0        5.1        2.4
 
Number of Traders in Each Category                                    Total Traders:        79
         4         11          .          6          .          .         22         22          .          5          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    25,755
Positions
     1,801     17,476          0        865          0          0     19,140      6,669          0        473        532          0      3,476      1,078
 
Changes from:       September 7, 2010                                Total Change is:    -2,167
    -1,105      3,069     -4,063       -132          0          0      5,347      1,781     -3,087        132        252          0        741       -119
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       67.9        0.0        3.4        0.0        0.0       74.3       25.9        0.0        1.8        2.1        0.0       13.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        29
         .          7          0          .          0          0          9          5          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    54,258
Positions
    22,145     19,651      5,220      3,264      3,792        441     11,243     13,972      3,822        200      1,084        169      7,753      6,106
 
Changes from:       September 7, 2010                                Total Change is:     1,682
    -4,563        109      4,432       -115       -875         21      5,020      3,660     -3,030          0       -109         12        -95     -2,538
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       36.2        9.6        6.0        7.0        0.8       20.7       25.8        7.0        0.4        2.0        0.3       14.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       105
        14         21         17          5          7          .         33         20         19          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   108,515
Positions
    44,289     39,301     10,441      6,528      7,584        882     22,486     27,944      7,645        400      2,169        339     15,505     12,211
 
Changes from:       September 7, 2010                                Total Change is:    23,690
       137      5,384      9,865        263     -1,750         41      4,812      2,329      4,610          0        449         27      3,935      2,735
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       36.2        9.6        6.0        7.0        0.8       20.7       25.8        7.0        0.4        2.0        0.3       14.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       105
        14         21         17          5          7          .         33         20         19          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,237,221
Positions
    87,836    221,548    170,445    430,148    170,799     67,827     80,846    205,758    173,778     15,236     36,309     22,996    188,108    167,760
 
Changes from:       September 7, 2010                                Total Change is:   174,592
      -400     23,211     78,748      7,665     -9,947      4,142      8,971     -1,046     20,295        672      3,259      2,575     51,922     53,353
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       17.9       13.8       34.8       13.8        5.5        6.5       16.6       14.0        1.2        2.9        1.9       15.2       13.6
 
Number of Traders in Each Category                                    Total Traders:       568
        32         50         57        106         65         69         95        155        132         27         38         32
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   499,775
Positions
    48,365    121,911     61,400    146,753     46,020     13,089     29,729     74,147     69,700      7,391     21,614      8,515    114,834     83,379
 
Changes from:       September 7, 2010                                Total Change is:    79,834
     7,792     16,702     35,225      2,538       -731      2,072      3,927     -7,960     11,328        353      1,784       -312     16,910     21,725
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       24.4       12.3       29.4        9.2        2.6        5.9       14.8       13.9        1.5        4.3        1.7       23.0       16.7
 
Number of Traders in Each Category                                    Total Traders:       154
        16         20         23         31         16         19         24         32         49          .         12         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 3,687,232
Positions
   293,233    594,066    449,350  1,427,770    634,689    262,899    511,163    913,634    264,814     75,839    110,081     35,796    366,367    421,902
 
Changes from:       September 7, 2010                                Total Change is:   473,790
     4,745     78,249    171,910     26,063    -45,645      9,921     -7,406      1,946     77,464        759      6,530     15,276    175,060    158,140
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       16.1       12.2       38.7       17.2        7.1       13.9       24.8        7.2        2.1        3.0        1.0        9.9       11.4
 
Number of Traders in Each Category                                    Total Traders:       508
        31         48         48         86         58         58         90        142        116         24         29         23
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   127,313
Positions
     4,243     16,364     40,116     53,793     44,641      4,302     11,303     16,157        307      1,760         30        205     11,284      5,191
 
Changes from:       September 7, 2010                                Total Change is:    39,991
    -2,147      6,775     35,847      4,180     -2,496       -119      1,606        647       -327      1,760         30        205     -1,014       -571
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       12.9       31.5       42.3       35.1        3.4        8.9       12.7        0.2        1.4        0.0        0.2        8.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        88
         .         13         10         36         12         12         11         10          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   123,276
Positions
    27,004     21,316     28,574     18,082     23,154      3,431     22,289     20,688      8,820      1,277      6,654        159     13,641     10,480
 
Changes from:       September 7, 2010                                Total Change is:    27,338
    -4,699      6,740     14,006      5,847       -718        139      4,092        333      3,807        125         61         24      3,998      2,947
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       17.3       23.2       14.7       18.8        2.8       18.1       16.8        7.2        1.0        5.4        0.1       11.1        8.5
 
Number of Traders in Each Category                                    Total Traders:       235
        23         26         26         38         19         11         53         55         32         11         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    27,421
Positions
     9,427     19,142      1,444        401        485          0      7,727      1,230        530          0      2,005          0      7,892      2,585
 
Changes from:       September 7, 2010                                Total Change is:     2,475
    -2,334      1,384        706       -440          0          0      2,332     -1,476        530          0          0          0      1,681      1,331
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       69.8        5.3        1.5        1.8        0.0       28.2        4.5        1.9        0.0        7.3        0.0       28.8        9.4
 
Number of Traders in Each Category                                    Total Traders:        23
         5         10          6          .          .          0          4          .          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   479,278
Positions
   147,213     70,201     76,321     88,406    113,345     17,153    102,198    126,676     12,062      6,386     23,247        794     28,745     39,480
 
Changes from:       September 7, 2010                                Total Change is:   124,315
   -17,692     20,912     72,365     31,434     -3,589        696     20,726     20,967      4,459        624        307        121     11,582      8,077
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       14.6       15.9       18.4       23.6        3.6       21.3       26.4        2.5        1.3        4.9        0.2        6.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       234
        25         24         22         38         18         11         52         56         29         11         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   457,633
Positions
   217,340     44,011     21,952    125,811    167,969     15,880     37,353    150,760     12,060      3,199     16,983        147     23,890     27,871
 
Changes from:       September 7, 2010                                Total Change is:    10,575
   -10,897      5,432      6,220     -3,971     -5,192       -357      3,463     -9,348      5,155      1,447        532        122      9,393      8,011
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        9.6        4.8       27.5       36.7        3.5        8.2       32.9        2.6        0.7        3.7        0.0        5.2        6.1
 
Number of Traders in Each Category                                    Total Traders:       254
        19         17         10         50         46         25         35         67         31          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    28,162
Positions
     9,203      3,726        300      8,776      2,730        179      1,801      3,083          0          0      1,257          0      7,903     16,887
 
Changes from:       September 7, 2010                                Total Change is:   -16,773
       388     -5,056     -2,958        207         41        -68     -4,447       -815       -546          0        -68     -1,800     -7,549     -5,503
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       13.2        1.1       31.2        9.7        0.6        6.4       10.9        0.0        0.0        4.5        0.0       28.1       60.0
 
Number of Traders in Each Category                                    Total Traders:        43
        12          5          .          8          .          .          6          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    31,032
Positions
    11,734      8,974        958      6,515      3,095        393      1,886      4,914        133          0          0          0      9,413     12,565
 
Changes from:       September 7, 2010                                Total Change is:   -26,899
   -20,904    -10,123     -2,653         25        405       -124       -547     -4,789       -702          0       -984       -236     -1,758     -7,693
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       28.9        3.1       21.0       10.0        1.3        6.1       15.8        0.4        0.0        0.0        0.0       30.3       40.5
 
Number of Traders in Each Category                                    Total Traders:        44
         9          7          .          8          4          .          5         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    32,821
Positions
         0      2,701          0     22,665     19,630      2,747      1,588      3,010      1,926          0        328          0      3,895      2,479
 
Changes from:       September 7, 2010                                Total Change is:       848
         0      1,198          0       -155     -2,794       -166     -1,380        557      1,926          0         27          0        623        100
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        8.2        0.0       69.1       59.8        8.4        4.8        9.2        5.9        0.0        1.0        0.0       11.9        7.6
 
Number of Traders in Each Category                                    Total Traders:        43
         0          .          0         17         14          7          6          .          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    28,852
Positions
       445     10,812      1,277     13,143      2,873        722      4,500     10,179        313      2,557        429          0      5,895      2,247
 
Changes from:       September 7, 2010                                Total Change is:     2,383
      -551        979      1,026       -122        493         16        678     -1,009        313        527        225          0        496        340
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       37.5        4.4       45.6       10.0        2.5       15.6       35.3        1.1        8.9        1.5        0.0       20.4        7.8
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          .         13          4          5          9          4          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   780,032
Positions
    22,770    150,494     30,947    333,169    153,840     73,441     53,001    135,512     69,086     28,262     22,752     11,321    158,036    132,641
 
Changes from:       September 7, 2010                                Total Change is:   -20,701
     3,202     22,396     -6,842     -8,306     -3,136      5,034     -1,423    -12,724     -7,129         27     -6,691     -2,657     -2,607     -8,952
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       19.3        4.0       42.7       19.7        9.4        6.8       17.4        8.9        3.6        2.9        1.5       20.3       17.0
 
Number of Traders in Each Category                                    Total Traders:       175
        10         23         22         47         24         36         33         25         45          5          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   221,176
Positions
     3,556     90,202      1,824    152,057      4,555     10,092      4,760     77,890      5,728          0          0          0     43,159     30,885
 
Changes from:       September 7, 2010                                Total Change is:     1,551
     1,520      3,323        274        548      2,020        688          0     -1,296     -2,069          0          0          0        590     -1,389
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       40.8        0.8       68.7        2.1        4.6        2.2       35.2        2.6        0.0        0.0        0.0       19.5       14.0
 
Number of Traders in Each Category                                    Total Traders:        50
         .          6          .         25          .         11          .         12          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   727,502
Positions
    66,097     57,257     13,373    225,656    193,855     67,156    178,290    107,031     26,025     36,188    138,793      5,311    109,407    118,701
 
Changes from:       September 7, 2010                                Total Change is:    33,067
     9,716      7,934     -3,605     11,280        -80     -5,586     27,936     25,150       -548     -1,011     -3,936        839     -5,954     12,899
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        7.9        1.8       31.0       26.6        9.2       24.5       14.7        3.6        5.0       19.1        0.7       15.0       16.3
 
Number of Traders in Each Category                                    Total Traders:       208
        19         21         14         34         42         36         35         28         21          8         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 2,135,969
Positions
    51,586    269,059    231,033    756,649    361,702    218,117    175,518    372,830    255,057     87,213     34,981     59,877    300,918    333,313
 
Changes from:       September 7, 2010                                Total Change is:  -100,889
       737    -14,444     23,296    -73,534    -10,275      2,682    -13,244    -34,933    -41,882     10,830     -1,321     -4,667     -5,107    -19,346
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       12.6       10.8       35.4       16.9       10.2        8.2       17.5       11.9        4.1        1.6        2.8       14.1       15.6
 
Number of Traders in Each Category                                    Total Traders:       273
        29         35         53         39         51         55         48         50         70         15          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   980,481
Positions
    48,362    117,033     39,660    269,708    324,759    115,450    205,223     43,131     50,036     28,007     42,803      8,958    215,076    238,650
 
Changes from:       September 7, 2010                                Total Change is:   -53,698
     1,942     -4,376     -4,051    -11,858    -18,272       -783    -20,560     -2,551    -14,048      3,308       -560        -74     -7,575     -8,984
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       11.9        4.0       27.5       33.1       11.8       20.9        4.4        5.1        2.9        4.4        0.9       21.9       24.3
 
Number of Traders in Each Category                                    Total Traders:       151
        10         18         16         23         36         38         33         15         30          7          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 1,261,443
Positions
   131,528    219,562    271,305     38,607          0    197,772     98,784     36,835    468,902      7,322      4,840      9,565     37,658     52,662
 
Changes from:       September 7, 2010                                Total Change is:    17,312
    11,504      2,619      5,701     -1,798          0        845       -439       -697      3,538       -606        308        402     -1,836      4,596
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       17.4       21.5        3.1        0.0       15.7        7.8        2.9       37.2        0.6        0.4        0.8        3.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       119
        30         21         45          5          0          4         30         20         41          6          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,426,157
Positions
 1,688,472  2,959,201  2,325,309    749,802    136,310    576,173  1,158,356    324,848  3,520,316    187,683    318,537    301,111    918,935    964,353
 
Changes from:       September 7, 2010                                Total Change is:-2,996,854
  -108,595   -310,804   -723,987   -195,808   -114,288   -279,293   -121,527    -12,982 -1,436,101    -18,481    -19,646    -85,977    -27,085    -13,777
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       25.9       20.4        6.6        1.2        5.0       10.1        2.8       30.8        1.6        2.8        2.6        8.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       266
        33         57         88          8         13         20         68         51        100          8         17         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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     9,884
Positions
     1,491      4,960      1,300        884        549        222      1,011      2,652          0      4,800        175          0        176         26
 
Changes from:       September 7, 2010                                Total Change is:    -7,388
    -1,822        180     -4,911        -46       -312          0        -63     -1,364       -436          0       -420          0       -110       -125
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       50.2       13.2        8.9        5.6        2.2       10.2       26.8        0.0       48.6        1.8        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        27
         .          4          .          .          5          .          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    33,802
Positions
    30,749     17,884        140      1,016      1,127         77      1,670      8,295          0          0      6,067          0        150        212
 
Changes from:       September 7, 2010                                Total Change is:    -7,104
    -5,479     -4,551     -1,646        -10        171          0        333       -715       -260          0         29          0        -42       -132
 
Percent of Open Interest Represented by Each Category of Trader
      91.0       52.9        0.4        3.0        3.3        0.2        4.9       24.5        0.0        0.0       17.9        0.0        0.4        0.6
 
Number of Traders in Each Category                                    Total Traders:        30
         4          5          .          .          4          .          4          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    25,099
Positions
    11,252      7,706        131        802          0        807      6,682     11,681        807        543      1,039          1      4,075      2,927
 
Changes from:       September 7, 2010                                Total Change is:       661
       -30     -5,659        -42        125          0         82        839      5,566       -199        140        199       -291         37      1,005
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       30.7        0.5        3.2        0.0        3.2       26.6       46.5        3.2        2.2        4.1        0.0       16.2       11.7
 
Number of Traders in Each Category                                    Total Traders:        68
         7          .          .          4          0          .         20         26          8          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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   125,941
Positions
    79,493     41,423     14,325        764        115        886      1,231     39,533      8,337        771      3,023      1,964     18,170     16,335
 
Changes from:       September 7, 2010                                Total Change is:    16,645
     4,866     -4,189      4,809        123          9        313        339      5,084        433        -43        865      1,364      4,441      7,957
 
Percent of Open Interest Represented by Each Category of Trader
      63.1       32.9       11.4        0.6        0.1        0.7        1.0       31.4        6.6        0.6        2.4        1.6       14.4       13.0
 
Number of Traders in Each Category                                    Total Traders:        61
         4         13         11          .          .          .          .         26         18          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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    15,831
Positions
       497     11,862        961     10,905          0          0      1,205      1,176        404          0          0          0      1,859      1,428
 
Changes from:       September 7, 2010                                Total Change is:     1,898
      -214        -59        959       -372          0          0         50        -53        404          0          0          0      1,071        647
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       74.9        6.1       68.9        0.0        0.0        7.6        7.4        2.6        0.0        0.0        0.0       11.7        9.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          8          0          0          6          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated September 17, 2010