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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   138,175
Positions
     3,735     70,431      4,735     10,053      9,813        306     58,373     15,818      9,229      7,437      9,077      1,524     42,784     17,242
 
Changes from:       September 28, 2010                               Total Change is:    22,939
     1,507     10,556        188        904        341         18     16,851      5,411      2,073      1,061      2,089        374        -36      1,889
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       51.0        3.4        7.3        7.1        0.2       42.2       11.4        6.7        5.4        6.6        1.1       31.0       12.5
 
Number of Traders in Each Category                                    Total Traders:        99
         .         15         10          .          4          .         41         19         23         12          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    63,657
Positions
     3,650     31,086      4,610      2,299        841        455     29,129     12,692      2,839          0        500          0     20,675     10,634
 
Changes from:       September 28, 2010                               Total Change is:     4,960
    -1,087      4,547      1,443        -81        -30         31      3,845     -1,785        852          0          0          0        -43       -100
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       48.8        7.2        3.6        1.3        0.7       45.8       19.9        4.5        0.0        0.8        0.0       32.5       16.7
 
Number of Traders in Each Category                                    Total Traders:        54
         .         11          6          .          .          .         23         11          9          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    98,680
Positions
     9,208     24,650      4,150     13,963     14,568      1,198     36,121     11,758      5,968      1,306     15,710         34     26,731     20,644
 
Changes from:       September 28, 2010                               Total Change is:    10,148
    -1,136     11,849       -248         19        575        439     10,203     -3,139      1,060       -276      1,708         34         54     -2,131
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       25.0        4.2       14.2       14.8        1.2       36.6       11.9        6.0        1.3       15.9        0.0       27.1       20.9
 
Number of Traders in Each Category                                    Total Traders:        91
         7         13         10          8         11          4         29         15         18          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   160,538
Positions
     8,575     80,991      8,049     41,856      6,031      1,300     58,377     16,152      8,113      1,641      7,755         43     32,585     32,103
 
Changes from:       September 28, 2010                               Total Change is:    26,950
    -2,568     13,324      2,892      1,426       -149        280     21,594      2,398      1,228       -941      2,548        -15      3,053      4,444
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       50.4        5.0       26.1        3.8        0.8       36.4       10.1        5.1        1.0        4.8        0.0       20.3       20.0
 
Number of Traders in Each Category                                    Total Traders:       119
         9         14         10         13          9          4         32         28         27          .         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   295,326
Positions
    55,225     80,965     30,954     24,553     27,797      3,384     43,090     26,809     48,056     16,839      5,653      9,290     63,935     62,418
 
Changes from:       September 28, 2010                               Total Change is:    26,494
     8,345     10,116      5,614        843     -1,188         64     -4,461     -8,416     11,607       -580      1,902      2,324      2,737      4,471
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       27.4       10.5        8.3        9.4        1.1       14.6        9.1       16.3        5.7        1.9        3.1       21.6       21.1
 
Number of Traders in Each Category                                    Total Traders:       183
        20         18         16         16         16         10         40         50         45         10         13         12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   155,176
Positions
     5,667    106,998      6,812     21,007      3,117        232     77,486      7,966      6,851        711      4,266      1,282     35,127     17,651
 
Changes from:       September 28, 2010                               Total Change is:     4,091
       757      2,440        849      1,387       -430         42     -2,041        583        573       -196       -382        391      2,329         25
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       69.0        4.4       13.5        2.0        0.1       49.9        5.1        4.4        0.5        2.7        0.8       22.6       11.4
 
Number of Traders in Each Category                                    Total Traders:        83
         4         16          8          6          4          .         33         14         14          .          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    37,528
Positions
     4,620     23,637      6,369          0          0          0     15,209      4,640      2,116        827         20        602      7,785        144
 
Changes from:       September 28, 2010                               Total Change is:     1,358
       140      1,823       -159          0          0          0      1,936      1,474     -1,336        827          0          0        -50       -444
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       63.0       17.0        0.0        0.0        0.0       40.5       12.4        5.6        2.2        0.1        1.6       20.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          6          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   139,575
Positions
     6,079    111,307        324     22,050        150        220    101,423     10,394          0      2,966     15,480          0      6,513      1,700
 
Changes from:       September 28, 2010                               Total Change is:    15,994
       160     18,002          0       -277          0         80     16,723     -7,183         -2       -471      5,215          0       -219       -118
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       79.7        0.2       15.8        0.1        0.2       72.7        7.4        0.0        2.1       11.1        0.0        4.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       105
         6         17          .         10          .          .         41         16          0          8          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    26,042
Positions
     1,953     17,658         31        650        136          0     19,104      6,351          0        482        280          0      3,822      1,586
 
Changes from:       September 28, 2010                               Total Change is:        77
        40       -345          0         50          0          0       -231        547          0        116       -195          0        102         70
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       67.8        0.1        2.5        0.5        0.0       73.4       24.4        0.0        1.9        1.1        0.0       14.7        6.1
 
Number of Traders in Each Category                                    Total Traders:        37
         .         12          .          .          .          0         10          5          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,554
Positions
    15,804     23,123        753      2,651      4,831        578     21,083     11,852      1,735        140      1,626        329      7,481      5,727
 
Changes from:       September 28, 2010                               Total Change is:     4,780
       384      3,592        146       -486       -128          5      3,720      1,555       -344        -28        539         53      1,328       -638
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       45.7        1.5        5.2        9.6        1.1       41.7       23.4        3.4        0.3        3.2        0.7       14.8       11.3
 
Number of Traders in Each Category                                    Total Traders:        91
        12         20          5          4          6          .         28         15          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   101,108
Positions
    31,609     46,247      1,505      5,301      9,662      1,155     42,166     23,704      3,470        280      3,253        659     14,962     11,453
 
Changes from:       September 28, 2010                               Total Change is:     9,561
       768      7,183        293       -971       -256         10      7,440      3,111       -687        -56      1,077        107      2,657     -1,277
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       45.7        1.5        5.2        9.6        1.1       41.7       23.4        3.4        0.3        3.2        0.7       14.8       11.3
 
Number of Traders in Each Category                                    Total Traders:        91
        12         20          5          4          6          .         28         15          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   962,285
Positions
    23,829    254,910     52,952    418,650    150,470     63,704     89,334    143,191    136,576     16,287     28,406     14,072    146,882    118,005
 
Changes from:       September 28, 2010                               Total Change is:    31,272
    -2,037      3,132      8,290     -5,651     -1,643      2,506      2,702      1,314     15,448      2,205      3,451        779      7,032     -2,003
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       26.5        5.5       43.5       15.6        6.6        9.3       14.9       14.2        1.7        3.0        1.5       15.3       12.3
 
Number of Traders in Each Category                                    Total Traders:       568
        28         52         28        109         66         67         99        149        117         26         39         24
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   391,839
Positions
    15,612    146,807      8,346    146,676     47,642     11,905     51,427     25,518     62,347      8,183     11,732      9,654     77,689     67,888
 
Changes from:       September 28, 2010                               Total Change is:    13,113
     1,769      8,527        648        676       -730       -753      3,743      1,848      4,917        527        236        524      1,061     -2,105
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       37.5        2.1       37.4       12.2        3.0       13.1        6.5       15.9        2.1        3.0        2.5       19.8       17.3
 
Number of Traders in Each Category                                    Total Traders:       154
         7         25         10         31         17         20         23         33         46          7         11         12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,852,231
Positions
   136,983    636,413    127,131  1,375,841    530,108    243,025    363,303    762,135    197,374     41,039     83,891     21,572    345,964    250,582
 
Changes from:       September 28, 2010                               Total Change is:    90,795
     8,694        750     10,483    -25,112      1,955      9,771     28,831     31,368     18,611      8,617     16,302      1,046     29,853        509
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       22.3        4.5       48.2       18.6        8.5       12.7       26.7        6.9        1.4        2.9        0.8       12.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       499
        26         47         23         90         58         54         95        133         97         21         29         15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,925
Positions
    10,563     33,021     10,693     52,138     42,289      5,151     18,069     13,905        110      1,439          0          0     10,762      3,756
 
Changes from:       September 28, 2010                               Total Change is:       111
      -241      2,264        184     -3,139     -1,566      1,096      1,712     -1,835       -406         17          0          0        887        373
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       30.3        9.8       47.9       38.8        4.7       16.6       12.8        0.1        1.3        0.0        0.0        9.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        86
         5          9          .         32         13         11         16          8          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   112,819
Positions
    10,837     41,891     14,120     20,650     18,129      3,047     39,688     14,452     11,344      1,346      3,195        187     11,600      6,454
 
Changes from:       September 28, 2010                               Total Change is:    28,992
    -4,983      6,894     13,401        796        296         94      6,307     -4,104      9,026        -81       -245         28      4,405      3,603
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       37.1       12.5       18.3       16.1        2.7       35.2       12.8       10.1        1.2        2.8        0.2       10.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       248
        21         31         11         36         19         11         65         51         21         13         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    19,481
Positions
     7,635     13,950          3        236        300          0      8,432      1,593          0          0          0          0      3,175      3,635
 
Changes from:       September 28, 2010                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       71.6        0.0        1.2        1.5        0.0       43.3        8.2        0.0        0.0        0.0        0.0       16.3       18.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .         12          .          .          .          0          4          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   466,689
Positions
    82,192    205,889      4,401    102,346     89,420     14,961    203,667    111,680      9,331      6,728     15,973        937     42,126     14,097
 
Changes from:       September 28, 2010                               Total Change is:    47,557
     3,095     30,906        805      3,074        256        193     36,761     18,900     -2,258       -403     -1,226        140      6,149       -159
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       44.1        0.9       21.9       19.2        3.2       43.6       23.9        2.0        1.4        3.4        0.2        9.0        3.0
 
Number of Traders in Each Category                                    Total Traders:       246
        22         29          6         35         19         10         65         51         17         13         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   396,460
Positions
   173,529     46,492      2,802    122,179    152,340     20,688     52,564    140,064      5,881      2,649     10,726         13     16,155     17,454
 
Changes from:       September 28, 2010                               Total Change is:    -1,478
    -6,873        110          6     -5,650     -3,891      4,653      4,203      2,240        567         78     -4,288         11      1,525       -888
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       11.7        0.7       30.8       38.4        5.2       13.3       35.3        1.5        0.7        2.7        0.0        4.1        4.4
 
Number of Traders in Each Category                                    Total Traders:       248
        18         19          .         54         41         24         39         63         19          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    32,389
Positions
     9,965      4,824        805      8,656      1,129        151      2,348      2,425         36        755      1,376          0      9,673     21,643
 
Changes from:       September 28, 2010                               Total Change is:       971
      -825        -56        518       -350     -1,550         40         24       -549         36        500        -18          0      1,028      2,550
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       14.9        2.5       26.7        3.5        0.5        7.2        7.5        0.1        2.3        4.2        0.0       29.9       66.8
 
Number of Traders in Each Category                                    Total Traders:        45
        14          6          .          8          .          .          6          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    40,795
Positions
    14,265     17,169        586      5,567      1,726        713      8,305      8,508        368        549        726          0     10,442     10,999
 
Changes from:       September 28, 2010                               Total Change is:     5,264
       478      2,411        394        278       -254        245      3,848      4,636       -116         26        484          0        111     -2,536
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       42.1        1.4       13.6        4.2        1.7       20.4       20.9        0.9        1.3        1.8        0.0       25.6       27.0
 
Number of Traders in Each Category                                    Total Traders:        50
        11         12          .          7          .          .          8          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    30,517
Positions
         0      1,535          0     21,514     17,299      3,758      1,841      5,341          0          0        220          0      3,404      2,364
 
Changes from:       September 28, 2010                               Total Change is:    -2,182
         0       -896          0     -2,556       -596        -73         12       -382          0          0        -50          0        435       -185
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        5.0        0.0       70.5       56.7       12.3        6.0       17.5        0.0        0.0        0.7        0.0       11.2        7.7
 
Number of Traders in Each Category                                    Total Traders:        43
         0          .          0         17         14          8          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    30,527
Positions
     1,951     11,128          0     14,420      4,439        701      3,839     12,204          0      3,124          0          0      6,492      2,055
 
Changes from:       September 28, 2010                               Total Change is:     1,246
      -465          9          0      2,429         37         13     -1,030      1,390          0        267       -225          0         32         22
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       36.5        0.0       47.2       14.5        2.3       12.6       40.0        0.0       10.2        0.0        0.0       21.3        6.7
 
Number of Traders in Each Category                                    Total Traders:        40
         4          5          0         11          5          4          7          .          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   776,072
Positions
    19,331    157,628     34,581    350,684    150,760     60,671     58,555    134,518     57,173     22,032     36,172     10,442    162,604    134,127
 
Changes from:       September 28, 2010                               Total Change is:   -10,805
     1,159      3,669       -205        131     -3,107    -13,095      6,580     -6,106     -5,095     -1,617     11,771      4,162     -2,826     -2,799
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       20.3        4.5       45.2       19.4        7.8        7.5       17.3        7.4        2.8        4.7        1.3       21.0       17.3
 
Number of Traders in Each Category                                    Total Traders:       173
        10         19         21         47         26         40         29         27         41          5         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   226,362
Positions
         0     97,039        575    164,782          0     10,865      2,000     84,085        105          0          0          0     48,036     33,694
 
Changes from:       September 28, 2010                               Total Change is:      -811
         0     -1,213     -2,617      4,313     -2,100       -378     -2,302      2,389       -980          0          0          0      1,153      4,088
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       42.9        0.3       72.8        0.0        4.8        0.9       37.1        0.0        0.0        0.0        0.0       21.2       14.9
 
Number of Traders in Each Category                                    Total Traders:        44
         0          8          .         25          0         10          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   757,975
Positions
    65,014     75,711     16,598    174,180    222,316     90,087    247,112     56,302     26,136     22,468    150,453      5,895    110,485    114,477
 
Changes from:       September 28, 2010                               Total Change is:    14,224
    -3,184     -4,325        702    -30,537     10,638      5,188     44,197     -5,196      2,040        330      6,062        634     -5,145     -1,518
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       10.0        2.2       23.0       29.3       11.9       32.6        7.4        3.4        3.0       19.8        0.8       14.6       15.1
 
Number of Traders in Each Category                                    Total Traders:       217
        18         24         11         36         43         39         46         22         23          5         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,276,400
Positions
    65,252    367,396    254,657    776,781    345,556    180,643    184,610    385,668    262,789    130,860     49,077    100,241    320,567    330,372
 
Changes from:       September 28, 2010                               Total Change is:   169,746
    -2,489     25,684     36,519    -38,637     -6,585      4,415     12,550     16,477     58,216     46,871     -2,006     50,620      1,681    -13,592
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       16.1       11.2       34.1       15.2        7.9        8.1       16.9       11.5        5.7        2.2        4.4       14.1       14.5
 
Number of Traders in Each Category                                    Total Traders:       286
        32         34         49         39         56         60         47         56         74         15          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,069,544
Positions
    81,629    136,105     58,416    192,420    334,942    124,005    275,909     57,799     57,055     40,993     41,385     10,281    228,835    249,555
 
Changes from:       September 28, 2010                               Total Change is:    16,546
     5,813      6,049        539    -30,940     -5,986    -15,187     38,679     11,416     16,393      7,674      2,812      2,737     -9,164     -2,227
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       12.7        5.5       18.0       31.3       11.6       25.8        5.4        5.3        3.8        3.9        1.0       21.4       23.3
 
Number of Traders in Each Category                                    Total Traders:       164
        13         18         20         24         36         37         33         25         33          5         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,276,759
Positions
   149,306    226,265    261,737     17,154          0      2,281     88,127     31,566    491,699     17,888        690    210,362     38,205     52,159
 
Changes from:       September 28, 2010                               Total Change is:   -42,373
     7,699    -15,843    -21,343    -17,481          0   -200,706    -26,901     -3,343     -1,470     15,850     -1,598    202,761       -781       -830
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       17.7       20.5        1.3        0.0        0.2        6.9        2.5       38.5        1.4        0.1       16.5        3.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       113
        29         24         42          6          0          4         29         19         40          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,812,918
Positions
 1,544,700  3,187,601  2,550,755    842,204    236,113    217,784  1,461,456    302,400  4,219,225    190,246    308,811    793,201    993,347    997,026
 
Changes from:       September 28, 2010                               Total Change is:   204,257
   -48,159     45,815     26,635     22,365     40,386   -523,386     75,931    -23,988    122,872     -9,035      2,284    483,887     53,146     29,752
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       24.9       19.9        6.6        1.8        1.7       11.4        2.4       32.9        1.5        2.4        6.2        7.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       276
        29         62         88          9         14         19         81         50        105         10         16         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,163
Positions
     2,297      4,881      1,300        973        814         22      1,372      3,810         58      4,800        175          0        341        103
 
Changes from:       September 28, 2010                               Total Change is:        52
      -185        -18          0         58         49        -49        109         34         58          0          0          0         61        -22
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       43.7       11.6        8.7        7.3        0.2       12.3       34.1        0.5       43.0        1.6        0.0        3.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        30
         .          4          .          .          5          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    39,080
Positions
    32,942     24,492      1,933      1,624      1,262         77      2,144      5,180          0          0      6,059          0        360         77
 
Changes from:       September 28, 2010                               Total Change is:     3,229
       911      5,154      1,108        619         58          0        514     -2,971          0          0         -8          0         77       -112
 
Percent of Open Interest Represented by Each Category of Trader
      84.3       62.7        4.9        4.2        3.2        0.2        5.5       13.3        0.0        0.0       15.5        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          4          .          6          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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    35,015
Positions
    14,927      7,389        147        416        828        740     13,055     18,863        892      1,829      2,107          1      3,007      4,047
 
Changes from:       September 28, 2010                               Total Change is:     1,533
     2,248       -176         25         15        428         -2       -532        274         37       -504        571          0        245        375
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       21.1        0.4        1.2        2.4        2.1       37.3       53.9        2.5        5.2        6.0        0.0        8.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        83
         7          .          .          .          .          .         17         34          8         10          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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   115,035
Positions
    81,675     39,525      5,569        671        190      2,125        925     37,806      8,060        637      4,458      2,126     13,247     15,176
 
Changes from:       September 28, 2010                               Total Change is:       468
      -799      1,417     -1,869          0       -185        171        389       -764      1,212         68        479        258      1,038       -251
 
Percent of Open Interest Represented by Each Category of Trader
      71.0       34.4        4.8        0.6        0.2        1.8        0.8       32.9        7.0        0.6        3.9        1.8       11.5       13.2
 
Number of Traders in Each Category                                    Total Traders:        62
         5         10         12          .          .          5          .         28         13          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     4,561
Positions
       532      2,159          0      1,615         67         41      1,197      2,212          0        880         45          0        296         37
 
Changes from:       September 28, 2010                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       47.3        0.0       35.4        1.5        0.9       26.2       48.5        0.0       19.3        1.0        0.0        6.5        0.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,999
Positions
       489     11,145         71     11,030          0          0      1,399      2,144          0          0          0          0      1,010        639
 
Changes from:       September 28, 2010                               Total Change is:       709
         3        199         71        125          0          0        762        529          0          0          0          0       -252        -90
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       79.6        0.5       78.8        0.0        0.0       10.0       15.3        0.0        0.0        0.0        0.0        7.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          .          8          0          0          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 8, 2010