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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   120,631
Positions
     9,196     64,770      6,103     11,557     10,078         43     40,120     11,390      4,200      7,237      6,004        324     41,851     17,719
 
Changes from:       November 30, 2010                                Total Change is:    10,099
       824      7,846         26        456       -947          1     10,026      3,618     -1,251        291      1,661       -240        -34       -616
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       53.7        5.1        9.6        8.4        0.0       33.3        9.4        3.5        6.0        5.0        0.3       34.7       14.7
 
Number of Traders in Each Category                                    Total Traders:        79
         6         16          9          4          .          .         27         11         11         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    44,633
Positions
     6,850     19,607      2,827      1,801        884        315     16,796     10,249        632          0        500          0     15,412      9,619
 
Changes from:       November 30, 2010                                Total Change is:    -2,175
       537      1,121       -874       -454        -33         28        531       -617       -967          0          0          0       -976       -834
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       43.9        6.3        4.0        2.0        0.7       37.6       23.0        1.4        0.0        1.1        0.0       34.5       21.6
 
Number of Traders in Each Category                                    Total Traders:        42
         6          9          5          .          .          .         14          8          4          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    92,595
Positions
    22,592      5,149     13,991      8,413     21,760      1,019     21,912     19,207      3,987      1,746      5,467          0     18,936     22,016
 
Changes from:       November 30, 2010                                Total Change is:    -6,127
     1,251     -6,903      5,010     -2,338      1,018         -1     -4,608      3,469     -3,381       -424     -4,800          0     -1,636       -539
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        5.6       15.1        9.1       23.5        1.1       23.7       20.7        4.3        1.9        5.9        0.0       20.5       23.8
 
Number of Traders in Each Category                                    Total Traders:        85
        11         11         12          4         13          5         19         20         15          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   141,987
Positions
    17,281     60,976     10,336     34,325      6,279      1,389     24,214     18,482      5,684     18,758      3,911         44     29,956     34,887
 
Changes from:       November 30, 2010                                Total Change is:    -6,934
       372     -4,119        119       -326        407        302     -7,675     -2,281     -2,054        -93       -222         44      2,377        870
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       42.9        7.3       24.2        4.4        1.0       17.1       13.0        4.0       13.2        2.8        0.0       21.1       24.6
 
Number of Traders in Each Category                                    Total Traders:       101
        11         17         11         11          8          5         24         21         17          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   236,446
Positions
    69,832     36,551     30,626     23,282     22,958      2,673     17,736     49,000     22,721     12,736      6,482      5,790     51,050     59,643
 
Changes from:       November 30, 2010                                Total Change is:   -56,015
     9,963    -17,763     -1,784     -2,824     -1,161       -495    -15,292      2,137    -19,069     -1,554     -8,426     -7,881    -17,077     -1,571
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       15.5       13.0        9.8        9.7        1.1        7.5       20.7        9.6        5.4        2.7        2.4       21.6       25.2
 
Number of Traders in Each Category                                    Total Traders:       164
        22         16         18         14         16         11         28         46         35          9         13         12
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   132,701
Positions
    11,197     86,268     16,684     18,278      3,156        154     48,733      4,689      4,254        812      2,032        287     32,303     15,178
 
Changes from:       November 30, 2010                                Total Change is:     3,032
    -9,788      8,073      7,590       -581        178          0      9,733     -7,296       -797     -1,056        -95       -303     -1,766     -4,318
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       65.0       12.6       13.8        2.4        0.1       36.7        3.5        3.2        0.6        1.5        0.2       24.3       11.4
 
Number of Traders in Each Category                                    Total Traders:        67
         9         13         10          4          4          .         25          7         10          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    51,680
Positions
    10,091     28,190     10,878          0          0          0     17,095      8,963      2,831      1,255          0          0      9,529        817
 
Changes from:       November 30, 2010                                Total Change is:     8,193
     2,499      4,323       -308          0          0          0      2,578      1,715      2,204          0         -5       -137      1,356        400
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       54.5       21.0        0.0        0.0        0.0       33.1       17.3        5.5        2.4        0.0        0.0       18.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10         11          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   143,823
Positions
    13,194    100,594      7,483     22,069        150          0     78,447      6,468     13,148      2,045     13,618        203      7,234      2,159
 
Changes from:       November 30, 2010                                Total Change is:     9,205
     4,750    -10,726      7,091        244          0          0    -16,890      2,653     12,434        229     -2,697        203      1,144        247
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       69.9        5.2       15.3        0.1        0.0       54.5        4.5        9.1        1.4        9.5        0.1        5.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        98
         7         15          4          8          .          0         38         14          5          5          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    27,595
Positions
     2,137     19,926        689        460          0          0     20,475      5,104         28        586        376          0      3,220      1,472
 
Changes from:       November 30, 2010                                Total Change is:        20
       227        -96        594        335          0          0     -1,092       -968         28          0        226          0        -72        236
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       72.2        2.5        1.7        0.0        0.0       74.2       18.5        0.1        2.1        1.4        0.0       11.7        5.3
 
Number of Traders in Each Category                                    Total Traders:        40
         5         11          5          .          0          0         12          7          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,945
Positions
    18,285     25,515        941      3,593      3,204        363     17,252     11,741      2,034        385        334        402      6,690      5,412
 
Changes from:       November 30, 2010                                Total Change is:      -194
    -3,729      1,794        439        310       -732          4      2,514       -991        498       -167       -559         91       -153       -739
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       51.1        1.9        7.2        6.4        0.7       34.5       23.5        4.1        0.8        0.7        0.8       13.4       10.8
 
Number of Traders in Each Category                                    Total Traders:        98
        14         18          5          6          7          .         33         14         13          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    99,890
Positions
    36,571     51,029      1,882      7,185      6,407        725     34,504     23,481      4,068        770        669        804     13,381     10,824
 
Changes from:       November 30, 2010                                Total Change is:      -387
    -7,458      3,588        879        620     -1,463          8      5,027     -1,981        995       -335     -1,117        182       -305     -1,478
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       51.1        1.9        7.2        6.4        0.7       34.5       23.5        4.1        0.8        0.7        0.8       13.4       10.8
 
Number of Traders in Each Category                                    Total Traders:        98
        14         18          5          6          7          .         33         14         13          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,121,798
Positions
    50,566    321,675     98,709    419,066    125,282     65,783    100,743    154,775    180,880     17,103     27,120     27,963    160,985    119,611
 
Changes from:       November 30, 2010                                Total Change is:    59,765
     6,789     21,690      5,214     -4,081    -15,589     -2,934       -977      4,411     30,273        489        620     11,503     13,488      4,576
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       28.7        8.8       37.4       11.2        5.9        9.0       13.8       16.1        1.5        2.4        2.5       14.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       575
        37         47         39        121         58         70        113        144        128         25         30         25
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   477,658
Positions
    49,540    216,147     20,316    140,984     42,720      9,430     67,354     47,132     63,846      9,053      8,811     17,596     99,539     51,659
 
Changes from:       November 30, 2010                                Total Change is:    31,473
     4,393     13,737        644     -3,303     -3,857       -227      8,740      4,148      6,515      2,966        809      4,821      6,925      4,884
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       45.3        4.3       29.5        8.9        2.0       14.1        9.9       13.4        1.9        1.8        3.7       20.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       153
        11         26         13         30         15         17         19         36         48          5         11         11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 3,220,699
Positions
   209,602    732,111    187,496  1,417,529    439,924    254,646    488,542    859,810    263,572     58,359    109,655     33,724    307,228    339,760
 
Changes from:       November 30, 2010                                Total Change is:   141,457
    25,801     53,589      9,029     -6,488    -61,254    -10,940     11,951     61,850     58,256      5,725     17,161     15,305     32,818     -1,538
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       22.7        5.8       44.0       13.7        7.9       15.2       26.7        8.2        1.8        3.4        1.0        9.5       10.5
 
Number of Traders in Each Category                                    Total Traders:       514
        35         42         30        100         52         60        109        134        110         22         20         16
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,343
Positions
    15,870     28,426     11,520     48,821     35,033      4,999     14,882     24,819        329      1,697          0          0     10,225      3,216
 
Changes from:       November 30, 2010                                Total Change is:       768
    -1,742      1,242      1,649        917     -3,684        296      1,277      1,757       -738        -62          0          0       -829        246
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       26.2       10.6       45.1       32.3        4.6       13.7       22.9        0.3        1.6        0.0        0.0        9.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        92
         6          8          .         35         12         11         16         11          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   111,775
Positions
    14,939     41,705     18,425     22,330     15,996      2,260     25,952      8,946     13,402      2,268      4,289        282     11,917      6,471
 
Changes from:       November 30, 2010                                Total Change is:     3,248
       555      4,336        833      1,347       -366       -331       -535       -968        186        -52       -122         66      1,180       -385
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       37.3       16.5       20.0       14.3        2.0       23.2        8.0       12.0        2.0        3.8        0.3       10.7        5.8
 
Number of Traders in Each Category                                    Total Traders:       245
        22         31         13         40         16          9         74         33         29         16         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    27,567
Positions
    11,296     20,351        644        225        280          0      8,777      4,404          0        492        889          0      6,133        999
 
Changes from:       November 30, 2010                                Total Change is:       895
       345        952          6         15          0          0        857         33          0          0          0          0       -328        -96
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       73.8        2.3        0.8        1.0        0.0       31.8       16.0        0.0        1.8        3.2        0.0       22.2        3.6
 
Number of Traders in Each Category                                    Total Traders:        31
         7         11          .          .          .          0          4          5          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   421,043
Positions
    97,821    186,376      9,302    110,524     78,579     11,301    143,233     80,068      9,651      8,879     16,998      1,410     28,922     27,359
 
Changes from:       November 30, 2010                                Total Change is:    11,768
     3,942     19,815      1,242      6,659     -1,831     -1,656     -1,961         -8     -4,068       -261       -611        330      7,540     -1,445
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       44.3        2.2       26.3       18.7        2.7       34.0       19.0        2.3        2.1        4.0        0.3        6.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       239
        22         27          9         40         15          9         74         34         24         15         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   406,437
Positions
   157,239     75,014     12,181    126,936    144,274     19,077     63,750    116,856      7,703      1,319     15,037         58     18,175     16,238
 
Changes from:       November 30, 2010                                Total Change is:     4,630
    -2,897      1,612      4,767      7,021     -2,394     -2,843     -3,637       -611      1,814        -38       -425         58        386      2,653
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       18.5        3.0       31.2       35.5        4.7       15.7       28.8        1.9        0.3        3.7        0.0        4.5        4.0
 
Number of Traders in Each Category                                    Total Traders:       258
        18         21          4         56         40         21         42         66         24          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    63,587
Positions
    14,276      9,382      5,108     13,718        451         25      2,106     14,032        861      1,595        623          0     25,898     33,105
 
Changes from:       November 30, 2010                                Total Change is:    17,991
     1,285      1,667      3,761       -654       -278        -48       -418     -1,678        843       -843          0          0     14,065     13,724
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       14.8        8.0       21.6        0.7        0.0        3.3       22.1        1.4        2.5        1.0        0.0       40.7       52.1
 
Number of Traders in Each Category                                    Total Traders:        57
        14         11          9         10          .          .          5         11          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    59,504
Positions
    12,979     22,756      6,699      7,577      1,531        655     11,303      5,871      2,337        915        325          0     17,039     19,330
 
Changes from:       November 30, 2010                                Total Change is:     6,483
     2,334     -6,004      3,088      1,651       -291        236     -3,897      1,588        785       -525        100          0      2,811      6,981
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       38.2       11.3       12.7        2.6        1.1       19.0        9.9        3.9        1.5        0.5        0.0       28.6       32.5
 
Number of Traders in Each Category                                    Total Traders:        57
        11         18          6          7          .          .          9          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    28,966
Positions
       337      4,432          0     16,967     13,599      3,932      2,327      4,766          0      1,250          0          0      4,153      2,237
 
Changes from:       November 30, 2010                                Total Change is:       -47
       337      2,322          0       -324     -3,020        149       -416         72          0        755          0          0       -548        430
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       15.3        0.0       58.6       46.9       13.6        8.0       16.5        0.0        4.3        0.0        0.0       14.3        7.7
 
Number of Traders in Each Category                                    Total Traders:        43
         .          .          0         16         15          8          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    39,484
Positions
     2,287     13,986        667     15,965      5,493        642      7,988     16,899         19      4,606          0         10      7,300      1,768
 
Changes from:       November 30, 2010                                Total Change is:     1,972
      -748         59        550        453         35         12        802      1,362          0        219          0         10        674        -56
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       35.4        1.7       40.4       13.9        1.6       20.2       42.8        0.0       11.7        0.0        0.0       18.5        4.5
 
Number of Traders in Each Category                                    Total Traders:        53
         4          6          .         13          8          5         11          4          .          7          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   660,955
Positions
    18,492     96,987     47,274    282,593    147,401     52,838     50,828     93,872     42,427     25,168     17,142      6,900    134,437    156,116
 
Changes from:       November 30, 2010                                Total Change is:   -30,796
      -682        660    -19,894    -15,174     -3,750      6,368      5,800    -13,873        792      2,964     -7,253      3,620    -14,591      2,534
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       14.7        7.2       42.8       22.3        8.0        7.7       14.2        6.4        3.8        2.6        1.0       20.3       23.6
 
Number of Traders in Each Category                                    Total Traders:       145
         6         17         17         40         25         37         16         30         32          4          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   316,596
Positions
         0    117,745     15,712    224,774          0     13,323          0    121,771      1,107          0      1,953          0     61,680     44,985
 
Changes from:       November 30, 2010                                Total Change is:   -16,800
         0     -1,315    -17,674     -2,409          0        759          0      2,365        735          0      1,953          0      1,789     -3,623
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.2        5.0       71.0        0.0        4.2        0.0       38.5        0.3        0.0        0.6        0.0       19.5       14.2
 
Number of Traders in Each Category                                    Total Traders:        48
         0         10          4         25          0         11          0         12          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   697,079
Positions
    42,206     56,683     14,763    277,124    245,223     66,877    102,693     53,219     72,578     11,137     80,152      4,542    105,159    103,043
 
Changes from:       November 30, 2010                                Total Change is:    -5,403
    -3,065      1,527       -251     -8,392      6,151     -3,236     10,305    -18,210     12,451    -14,239        549     -1,123      2,147     -3,261
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        8.1        2.1       39.8       35.2        9.6       14.7        7.6       10.4        1.6       11.5        0.7       15.1       14.8
 
Number of Traders in Each Category                                    Total Traders:       174
        11         23         14         32         35         32         30         23         22          5         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,736,443
Positions
   119,435    221,222    208,069    501,548    397,298    149,105    132,479    145,042    213,743     85,184     25,272     31,583    295,296    345,109
 
Changes from:       November 30, 2010                                Total Change is:    88,625
    12,501     17,718     22,757     24,341     43,828     -6,928     25,651    -35,695     41,486     -6,137     -3,500       -467    -24,578      9,427
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       12.7       12.0       28.9       22.9        8.6        7.6        8.4       12.3        4.9        1.5        1.8       17.0       19.9
 
Number of Traders in Each Category                                    Total Traders:       254
        36         25         50         38         48         51         46         39         64         15          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,105,577
Positions
    25,177    117,608     40,736    293,058    367,709    145,117    270,935     58,782     71,928     44,466     42,947      6,808    207,352    253,942
 
Changes from:       November 30, 2010                                Total Change is:    -1,339
    -9,236      3,683     -4,521     54,284     11,194    -13,681    -35,453        759      4,050        114     -5,264     -2,014      5,117      4,454
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       10.6        3.7       26.5       33.3       13.1       24.5        5.3        6.5        4.0        3.9        0.6       18.8       23.0
 
Number of Traders in Each Category                                    Total Traders:       160
        12         22         24         21         38         33         27         24         27          8          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   951,505
Positions
   108,435    195,545    248,531      6,361          0      1,659    106,213     22,963    329,500     28,398     13,218     88,478     33,929     51,610
 
Changes from:       November 30, 2010                                Total Change is:  -314,755
       863    -30,944    -57,151        696     -1,055        309    -29,502       -805   -121,859     -1,779      2,575   -100,710     -5,620     -5,115
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       20.6       26.1        0.7        0.0        0.2       11.2        2.4       34.6        3.0        1.4        9.3        3.6        5.4
 
Number of Traders in Each Category                                    Total Traders:       107
        33         19         40          4          0          .         28         16         34          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,545,920
Positions
 1,959,751  3,014,595  2,932,588  1,327,265    408,448    177,485    864,108    298,549  4,562,471     61,994    447,191    755,968    904,289    948,624
 
Changes from:       November 30, 2010                                Total Change is:    27,798
   -84,822    180,389    -30,630     30,992    -68,906     28,671    244,905    -61,167     21,752   -153,722      7,120    -28,895       -452    -20,535
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       22.3       21.6        9.8        3.0        1.3        6.4        2.2       33.7        0.5        3.3        5.6        6.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       278
        42         51         91         12         12         19         74         51        112         11         19         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    21,362
Positions
    10,733     13,851      1,811      1,067      1,091        123        918      1,957      1,791      4,800        568          0        119        170
 
Changes from:       November 30, 2010                                Total Change is:     2,257
       971        334        499         45        131         60        152        405        534          0        303          0         -4         -9
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       64.8        8.5        5.0        5.1        0.6        4.3        9.2        8.4       22.5        2.7        0.0        0.6        0.8
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          5          .          .          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    64,308
Positions
    49,312     37,402      9,041      2,019      1,421         59        627      7,705      3,027          0      5,503          0        223        150
 
Changes from:       November 30, 2010                                Total Change is:     6,134
     4,667      4,612        584         46       -413          0        -50        125      1,154          0          2          0       -267         70
 
Percent of Open Interest Represented by Each Category of Trader
      76.7       58.2       14.1        3.1        2.2        0.1        1.0       12.0        4.7        0.0        8.6        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          4          .          4          8          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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    35,407
Positions
    14,818      7,718        353        976        297        820      9,432     19,464      2,055      1,042      1,351        189      5,721      3,158
 
Changes from:       November 30, 2010                                Total Change is:      -115
      -584        672         91       -299        -15         52        462     -1,724       -182       -240        698        189        396        103
 
Percent of Open Interest Represented by Each Category of Trader
      41.9       21.8        1.0        2.8        0.8        2.3       26.6       55.0        5.8        2.9        3.8        0.5       16.2        8.9
 
Number of Traders in Each Category                                    Total Traders:        68
         5          .          5          4          .          .         22         17          8          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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   149,232
Positions
    65,746     25,167     31,527      5,125        363      5,479        893     43,685     20,252        854      3,485      4,620     14,736     14,654
 
Changes from:       November 30, 2010                                Total Change is:     1,933
       197       -281      2,017        400        -93        472       -501      1,424      2,214       -291        -88        997     -3,572     -4,729
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       16.9       21.1        3.4        0.2        3.7        0.6       29.3       13.6        0.6        2.3        3.1        9.9        9.8
 
Number of Traders in Each Category                                    Total Traders:        93
         6         14         16          6          .          6          7         36         33          4          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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     5,547
Positions
       917      2,770          0      2,346          0          0      1,237      2,683         37        880          0          0        130         57
 
Changes from:       November 30, 2010                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       49.9        0.0       42.3        0.0        0.0       22.3       48.4        0.7       15.9        0.0        0.0        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          0          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 10, 2010