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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,249
COMMITMENTS
   3,860    4,094      723   20,537   21,303   25,120   26,120    4,129    3,129

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,593)
    -479      786      -92    1,717    1,107    1,146    1,801      447     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     14.0      2.5     70.2     72.8     85.9     89.3     14.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       17       14       30       27       52       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      197,468
COMMITMENTS
  44,737   29,459   40,350   92,191   94,708  177,278  164,517   20,190   32,951

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      4,216)
     465   -3,044    2,714     -414    2,939    2,765    2,609    1,451    1,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     14.9     20.4     46.7     48.0     89.8     83.3     10.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      70       74       87       45       60      173      185
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      332,090
COMMITMENTS
 127,952   43,285   50,048  127,335  174,895  305,335  268,228   26,755   63,862

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     17,791)
  -1,285    4,596   10,567    7,477    1,315   16,759   16,478    1,032    1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     13.0     15.1     38.3     52.7     91.9     80.8      8.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     147       57      110       85      189      283      323
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,104
COMMITMENTS
   4,005    1,625    1,157    2,492    4,914    7,654    7,696    1,450    1,408

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -474)
     -91       19     -287       20     -299     -358     -567     -116       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     17.8     12.7     27.4     54.0     84.1     84.5     15.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      31       16       14       17       30       58       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,377
COMMITMENTS
  12,281    6,853    4,718    9,666    5,733   26,665   17,304    5,712   15,073

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,188)
   1,879      -74      701     -158      878    2,422    1,505      766    1,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     21.2     14.6     29.9     17.7     82.4     53.4     17.6     46.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      37       31       27       29       38       84       84
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,873
COMMITMENTS
   7,107        5      137   26,691   41,446   33,935   41,588    7,938      285

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        402)
    -322        0        0      805      563      483      563      -81     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      0.0      0.3     63.7     99.0     81.0     99.3     19.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        1        1       13       15       19       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      105,442
COMMITMENTS
  36,797   14,298      151   30,250   72,936   67,198   87,385   38,244   18,057

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -19,145)
 -21,593   -5,651      -29    4,926  -14,548  -16,696  -20,228   -2,449    1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     13.6      0.1     28.7     69.2     63.7     82.9     36.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      35        9        5       24       20       62       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,065
COMMITMENTS
  14,709    6,198        0    9,602   23,003   24,311   29,201   15,754   10,864

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -4,514)
  -3,296   -4,004        0     -536   -1,356   -3,832   -5,360     -682      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     15.5      0.0     24.0     57.4     60.7     72.9     39.3     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        8        0       10       12       21       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,782
COMMITMENTS
 111,116   23,870      448   31,386  123,259  142,950  147,577    7,832    3,205

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,159)
  -4,423    1,548      448    5,617    1,069    1,642    3,065    1,517       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.7     15.8      0.3     20.8     81.7     94.8     97.9      5.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      50       21        2       19       22       71       45
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       93,914
COMMITMENTS
  35,839   25,642      665   34,087   46,798   70,591   73,105   23,323   20,809

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -5,083)
  -9,838    3,736      346    4,684   -9,836   -4,808   -5,754     -275      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     27.3      0.7     36.3     49.8     75.2     77.8     24.8     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      29       23        5       26       26       57       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      129,620
COMMITMENTS
  51,161   23,969      872   51,366   74,625  103,399   99,466   26,221   30,154

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,081)
   3,566     -768      435   -3,000    1,372    1,001    1,039   -3,082   -3,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     18.5      0.7     39.6     57.6     79.8     76.7     20.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      28       29        5       25       26       57       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      187,189
COMMITMENTS
  43,670   51,963    5,108   90,172   91,128  138,950  148,199   48,239   38,990

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -8,409)
 -11,038    5,861      340    8,116   -8,483   -2,582   -2,282   -5,827   -6,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     27.8      2.7     48.2     48.7     74.2     79.2     25.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      40       55       20       38       41       90      104
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,969
COMMITMENTS
  26,095    5,026        0    1,644   25,160   27,739   30,186    3,230      783

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,454)
  -2,820     -444        0      444   -1,917   -2,376   -2,361      -78      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.3     16.2      0.0      5.3     81.2     89.6     97.5     10.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       12        0        6       12       22       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,204,151
COMMITMENTS
 954,826  545,759  1020709  5331878  5724816  7307413  7291284  896,738  912,867

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    131,463)
  87,635  -11,188   -8,920    8,200  130,891   86,915  110,783   44,548   20,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      6.7     12.4     65.0     69.8     89.1     88.9     10.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      58       41       80      122      130      221      219
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      936,881
COMMITMENTS
  79,605   92,002   51,970  665,560  689,956  797,135  833,928  139,746  102,953

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     15,643)
  -6,611    6,901    3,255   19,449    3,795   16,093   13,951     -450    1,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      9.8      5.5     71.0     73.6     85.1     89.0     14.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     103      106       47      220      219      348      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      369,603
COMMITMENTS
  56,436   26,822    1,904  221,549  296,375  279,889  325,101   89,714   44,502

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     20,227)
   3,307    3,570    1,089    6,909   10,686   11,305   15,345    8,922    4,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      7.3      0.5     59.9     80.2     75.7     88.0     24.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      18       19        7       54       63       76       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,836,389
COMMITMENTS
 340,245  550,299   25,930  2220056  1967906  2586231  2544135  250,158  292,254

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -22,921)
 -25,191   41,052  -13,569   62,701  -34,455   23,941   -6,972  -46,862  -15,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     19.4      0.9     78.3     69.4     91.2     89.7      8.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
      94      101       30      193      191      303      306
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,135
COMMITMENTS
  17,382    7,626      325   79,560   95,459   97,267  103,410    9,868    3,725

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,262)
   2,713       58     -232     -380    1,286    2,101    1,112     -839      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      7.1      0.3     74.3     89.1     90.8     96.5      9.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15        5        1       45       37       60       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      110,771
COMMITMENTS
  23,300   11,441    9,170   69,706   86,224  102,176  106,835    8,595    3,937

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -12,757)
  -8,509      391   -1,465   -1,196   -7,365  -11,170   -8,439   -1,588   -4,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     10.3      8.3     62.9     77.8     92.2     96.4      7.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      67       41       16       91       78      167      128
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       28,106
COMMITMENTS
   8,639    1,520        0   15,907   25,479   24,546   26,999    3,560    1,107

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,354)
  -2,553    1,198        0     -329   -3,142   -2,882   -1,944      528     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      5.4      0.0     56.6     90.7     87.3     96.1     12.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        3        0       10       13       15       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      413,327
COMMITMENTS
 113,894   90,193    5,262  268,994  303,723  388,150  399,178   25,177   14,149

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -52,017)
 -38,980  -13,236    1,878   -4,336  -21,117  -41,438  -32,475  -10,579  -19,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     21.8      1.3     65.1     73.5     93.9     96.6      6.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      66       41       12       83       72      154      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,998
COMMITMENTS
  46,935   18,464      169   40,091   83,467   87,195  102,100   30,803   15,898

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -3,112)
  -5,527    2,204     -338    3,527   -3,227   -2,338   -1,361     -774   -1,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     15.6      0.1     34.0     70.7     73.9     86.5     26.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27       16        4       14       18       43       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,144
COMMITMENTS
  11,433   14,415       79   22,400   10,535   33,912   25,029   11,232   20,115

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      4,354)
   1,746    2,401       79      711      421    2,536    2,901    1,818    1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     31.9      0.2     49.6     23.3     75.1     55.4     24.9     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       13        1       25       18       40       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,318
COMMITMENTS
  13,290    7,149    1,087   24,645   28,640   39,022   36,876   11,296   13,442

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      2,776)
   2,312   -3,281      549     -580    5,333    2,281    2,601      495      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     14.2      2.2     49.0     56.9     77.6     73.3     22.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14        9        2       19       22       34       32
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,202
COMMITMENTS
   3,705    1,571      300   21,381   26,619   25,386   28,490    4,816    1,712

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -182)
    -417      -85        0     -129       55     -546      -30      364     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      5.2      1.0     70.8     88.1     84.1     94.3     15.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        4        1       17       24       23       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       37,216
COMMITMENTS
   9,999    1,896        8   19,764   34,043   29,771   35,947    7,445    1,269

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -485)
     -89     -114        4      234      -90      149     -200     -634     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      5.1      0.0     53.1     91.5     80.0     96.6     20.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15        3        1       22       18       37       22
```

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Updated November 29, 2010