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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   126,630
Positions
     4,225     68,052      5,677      9,953      9,118        168     45,077     11,180      6,075      9,249      7,511        939     45,266     17,909
 
Changes from:       October 12, 2010                                 Total Change is:    -9,325
    -1,661     -5,799      1,916       -679       -301        -60    -12,554     -3,304        437      1,358     -2,530         72      1,846        245
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       53.7        4.5        7.9        7.2        0.1       35.6        8.8        4.8        7.3        5.9        0.7       35.7       14.1
 
Number of Traders in Each Category                                    Total Traders:        88
         5         16         10          .          .          .         32         14         19         12          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    57,889
Positions
     5,992     25,844      2,789      1,717        857        440     24,969     15,395      1,670          0        500          0     20,312     10,394
 
Changes from:       October 12, 2010                                 Total Change is:    -4,101
     1,636     -4,865       -168       -107        -19         19     -4,835      1,636       -149          0          0          0       -497       -555
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       44.6        4.8        3.0        1.5        0.8       43.1       26.6        2.9        0.0        0.9        0.0       35.1       18.0
 
Number of Traders in Each Category                                    Total Traders:        50
         5         13          6          .          .          .         18          9          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    99,532
Positions
    12,336     22,057      5,205     12,317     17,654      1,464     37,332     11,282      4,246      2,379     16,227          0     24,254     21,397
 
Changes from:       October 12, 2010                                 Total Change is:    -1,104
     1,195     -3,091      1,747       -952      2,384       -320       -829     -1,453        187        835       -325          0     -2,966       -233
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       22.2        5.2       12.4       17.7        1.5       37.5       11.3        4.3        2.4       16.3        0.0       24.4       21.5
 
Number of Traders in Each Category                                    Total Traders:        90
         8         11         10          6         12          6         33         12         19          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   155,502
Positions
    11,966     80,657      8,394     40,068      5,484      1,272     52,104     12,185      7,522      2,995      5,806         16     31,166     34,166
 
Changes from:       October 12, 2010                                 Total Change is:    -6,335
       714     -4,533       -804       -749       -491        -14     -5,067       -621        643      1,188     -1,217         -8     -2,239        710
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       51.9        5.4       25.8        3.5        0.8       33.5        7.8        4.8        1.9        3.7        0.0       20.0       22.0
 
Number of Traders in Each Category                                    Total Traders:       122
        10         15          9         11          9          4         31         33         22          5          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   288,068
Positions
    57,402    111,172     24,306     23,809     23,188      2,284     48,954     25,145     33,674     20,979      6,055      7,729     68,929     54,514
 
Changes from:       October 12, 2010                                 Total Change is:    26,265
     2,256     24,808      2,123        446     -1,060        -79      5,736     -2,447      2,157      2,784        -16        312     10,530        467
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       38.6        8.4        8.3        8.0        0.8       17.0        8.7       11.7        7.3        2.1        2.7       23.9       18.9
 
Number of Traders in Each Category                                    Total Traders:       181
        21         19         17         17         14          7         38         45         44         16         11         16
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   144,800
Positions
     5,926    103,633      5,651     21,352      4,341        258     68,847      4,476      3,913        957      4,058      1,071     36,825     17,399
 
Changes from:       October 12, 2010                                 Total Change is:    -3,936
     1,019     -4,130        -54       -985        659          0     -7,475     -2,168        382        178        -53        172      2,826      1,254
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       71.6        3.9       14.7        3.0        0.2       47.5        3.1        2.7        0.7        2.8        0.7       25.4       12.0
 
Number of Traders in Each Category                                    Total Traders:        80
         .         17          7          5          4          .         34          9         12          5          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    41,182
Positions
     5,531     24,739      7,207          0          0          0     16,704      6,889      1,658        976         16        606      8,500         67
 
Changes from:       October 12, 2010                                 Total Change is:     1,736
       911       -924      1,082          0          0          0        172      2,063       -458          0          0          0         29        -27
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       60.1       17.5        0.0        0.0        0.0       40.6       16.7        4.0        2.4        0.0        1.5       20.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         7          8          6          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   137,858
Positions
     6,790    107,738        349     20,095        164        220    100,772      9,584         76      2,985     17,855          0      6,571      1,872
 
Changes from:       October 12, 2010                                 Total Change is:    -3,870
        35     -1,927          0       -733         14          0     -2,686     -1,692         76       -336       -813          0       -226        472
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       78.2        0.3       14.6        0.1        0.2       73.1        7.0        0.1        2.2       13.0        0.0        4.8        1.4
 
Number of Traders in Each Category                                    Total Traders:       111
         6         17          .         10          .          .         47         13          .         10          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,031
Positions
     1,961     17,785         31        514        400          0     20,300      7,535          0        527        150          0      3,698      1,130
 
Changes from:       October 12, 2010                                 Total Change is:       594
         1       -566          0        -64       -326          0        907      1,483          0          0          0          0       -250          3
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       65.8        0.1        1.9        1.5        0.0       75.1       27.9        0.0        1.9        0.6        0.0       13.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        40
         .         12          .          .          .          0         13          7          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    46,592
Positions
    17,332     21,522        457      2,938      4,812        533     16,734     11,609      1,674        205        660        329      6,390      4,997
 
Changes from:       October 12, 2010                                 Total Change is:      -506
       500      1,970       -162        128        -87       -108       -461     -1,197       -214        -74       -692         27       -141        -43
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       46.2        1.0        6.3       10.3        1.1       35.9       24.9        3.6        0.4        1.4        0.7       13.7       10.7
 
Number of Traders in Each Category                                    Total Traders:        95
        15         18          6          5          7          .         28         17          8          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    93,184
Positions
    34,664     43,043        914      5,876      9,624      1,066     33,468     23,218      3,347        410      1,320        658     12,780      9,994
 
Changes from:       October 12, 2010                                 Total Change is:    -1,011
     1,001      3,941       -324        255       -173       -215       -922     -2,395       -429       -149     -1,384         54       -283        -86
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       46.2        1.0        6.3       10.3        1.1       35.9       24.9        3.6        0.4        1.4        0.7       13.7       10.7
 
Number of Traders in Each Category                                    Total Traders:        95
        15         18          6          5          7          .         28         17          8          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   964,115
Positions
    26,681    268,683     63,034    428,483    141,050     64,900     88,767    152,973    122,904     17,816     25,946     10,559    140,971    114,066
 
Changes from:       October 12, 2010                                 Total Change is:   -17,116
      -165     -1,195      4,794      5,340     -2,944      2,309     -1,596      6,792    -18,908        506     -1,081     -3,839     -5,557     -3,043
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       27.9        6.5       44.4       14.6        6.7        9.2       15.9       12.7        1.8        2.7        1.1       14.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       552
        27         53         27        112         62         64        106        137        107         26         29         17
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   393,986
Positions
    26,781    164,190     10,178    148,448     44,924     10,486     48,419     29,557     54,082      8,712     10,665      6,897     79,984     63,008
 
Changes from:       October 12, 2010                                 Total Change is:    -5,324
     7,207     12,124        868      3,057     -1,159       -818     -4,662      1,456    -10,290       -350     -1,817     -2,416      2,081     -3,272
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       41.7        2.6       37.7       11.4        2.7       12.3        7.5       13.7        2.2        2.7        1.8       20.3       16.0
 
Number of Traders in Each Category                                    Total Traders:       145
         9         25         10         30         16         18         17         35         43          6          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 2,850,643
Positions
   144,223    667,189    119,555  1,413,153    493,603    259,098    375,386    790,728    170,463     45,903     76,791     17,928    304,934    255,289
 
Changes from:       October 12, 2010                                 Total Change is:   -58,961
    -7,925    -37,662     -9,306     12,509     -7,830     14,540     10,234     21,579    -37,989     -1,484     -2,087     -1,348    -38,192      1,143
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       23.4        4.2       49.6       17.3        9.1       13.2       27.7        6.0        1.6        2.7        0.6       10.7        9.0
 
Number of Traders in Each Category                                    Total Traders:       494
        24         50         19         95         53         52        106        122         91         21         23         12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   107,648
Positions
    12,806     33,018     10,233     51,773     39,920      5,293     15,367     15,277        591      1,210          0          0     10,375      3,316
 
Changes from:       October 12, 2010                                 Total Change is:     1,116
       315        895       -230      1,769       -979         57       -717      1,867        448          5          0          0       -532       -943
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       30.7        9.5       48.1       37.1        4.9       14.3       14.2        0.5        1.1        0.0        0.0        9.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        85
         4          8          .         32         12         11         17         10          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   110,365
Positions
    13,426     40,445     16,447     22,611     17,372      2,572     29,472     11,346     11,896      1,440      2,435        532     11,969      7,319
 
Changes from:       October 12, 2010                                 Total Change is:      -140
      -113        597      2,033      1,004       -317       -348     -3,974     -2,060       -367        211       -410        -25      1,440        757
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       36.6       14.9       20.5       15.7        2.3       26.7       10.3       10.8        1.3        2.2        0.5       10.8        6.6
 
Number of Traders in Each Category                                    Total Traders:       249
        22         31         12         42         17         10         64         45         23         12         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    22,780
Positions
     9,981     16,054          3        272        300          0      8,678      2,084          0        341          0          0      3,505      4,339
 
Changes from:       October 12, 2010                                 Total Change is:     2,523
     1,591      1,704          0         14          0          0        613          0          0          0          0          0        305        819
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       70.5        0.0        1.2        1.3        0.0       38.1        9.1        0.0        1.5        0.0        0.0       15.4       19.0
 
Number of Traders in Each Category                                    Total Traders:        23
         4         11          .          .          .          0          4          .          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   437,927
Positions
    94,974    199,704      4,472    111,696     85,361     12,861    154,174     96,517      9,274      7,202     13,882        956     42,317     14,900
 
Changes from:       October 12, 2010                                 Total Change is:   -13,316
     2,087      5,074       -442      4,949     -1,585     -1,740    -21,365     -8,730     -3,406      1,056     -2,048       -127      5,671       -313
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       45.6        1.0       25.5       19.5        2.9       35.2       22.0        2.1        1.6        3.2        0.2        9.7        3.4
 
Number of Traders in Each Category                                    Total Traders:       246
        23         29          8         41         16         10         65         44         19         12         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   396,082
Positions
   170,117     56,368      2,317    122,957    149,173     20,777     54,400    132,817      6,145      2,413     13,799          8     16,948     14,677
 
Changes from:       October 12, 2010                                 Total Change is:       742
    -2,729      4,889        -32      3,847     -1,161       -435        533     -2,151       -153         34      1,496         -3       -321     -1,709
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       14.2        0.6       31.0       37.7        5.2       13.7       33.5        1.6        0.6        3.5        0.0        4.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       248
        17         20          .         52         40         24         34         70         20          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    32,911
Positions
    10,462      5,248      1,385      7,021      1,168         69      4,124      5,329        143        630      1,455          0      9,077     18,114
 
Changes from:       October 12, 2010                                 Total Change is:    -1,207
     1,785        547        159     -1,928          0       -385        572        648         33       -125        502          0     -1,318     -2,711
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       15.9        4.2       21.3        3.5        0.2       12.5       16.2        0.4        1.9        4.4        0.0       27.6       55.0
 
Number of Traders in Each Category                                    Total Traders:        51
        15          6          5          9          .          .          9          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    39,098
Positions
    16,031     15,819        603      5,926      1,624        655      6,504     11,217        503        742        726         20      8,114      7,931
 
Changes from:       October 12, 2010                                 Total Change is:     2,298
     1,029       -541         41        215        -64          0      1,403      2,699         98        -12          0          0       -476         65
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       40.5        1.5       15.2        4.2        1.7       16.6       28.7        1.3        1.9        1.9        0.1       20.8       20.3
 
Number of Traders in Each Category                                    Total Traders:        49
        10         10          .          7          .          .          8         10          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,406
Positions
         0      2,955          0     21,502     17,488      3,893      2,263      5,034          0          0          0          0      3,748      2,036
 
Changes from:       October 12, 2010                                 Total Change is:      -298
         0        612          0       -365        808       -426        407     -1,068          0          0          0          0         86       -224
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        9.4        0.0       68.5       55.7       12.4        7.2       16.0        0.0        0.0        0.0        0.0       11.9        6.5
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          0         20         14          8          4          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    33,087
Positions
     2,792     11,966         80     15,384      4,976        736      3,976     14,122          0      3,265          0          0      6,854      1,207
 
Changes from:       October 12, 2010                                 Total Change is:     2,314
       298        903         30      1,168        638         -4        285      1,501          0        141          0          0        396       -754
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       36.2        0.2       46.5       15.0        2.2       12.0       42.7        0.0        9.9        0.0        0.0       20.7        3.6
 
Number of Traders in Each Category                                    Total Traders:        44
         5          5          .         12          6          4          8          .          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   793,337
Positions
    25,614    151,210     40,010    332,225    161,908     75,102     77,834    134,918     53,315     18,431     23,715      9,192    161,614    143,969
 
Changes from:       October 12, 2010                                 Total Change is:     2,420
       577    -12,400      8,065     -8,504      8,935      9,888         -7      6,014        611        226    -21,549        380     -8,818      2,474
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       19.1        5.0       41.9       20.4        9.5        9.8       17.0        6.7        2.3        3.0        1.2       20.4       18.1
 
Number of Traders in Each Category                                    Total Traders:       184
        13         21         25         44         25         40         41         26         45          5          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   241,628
Positions
         0     96,772      1,103    178,616          0     10,384          0     94,304        774      3,900          0          0     46,850     38,291
 
Changes from:       October 12, 2010                                 Total Change is:     8,684
         0     -1,311       -678      5,462          0        570     -2,000      6,513        710      3,900          0          0        721      2,880
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       40.1        0.5       73.9        0.0        4.3        0.0       39.0        0.3        1.6        0.0        0.0       19.4       15.8
 
Number of Traders in Each Category                                    Total Traders:        46
         0          8          .         26          0         13          0         11          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   777,703
Positions
    62,410     80,616     13,775    192,484    209,757     92,300    229,063     63,566     45,927     24,560    146,628      6,148    111,036    118,987
 
Changes from:       October 12, 2010                                 Total Change is:     4,118
   -13,519      6,468       -352     -2,008    -20,061      9,571      2,493      2,992     12,255        618     -2,601       -123     -4,817     -4,031
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       10.4        1.8       24.8       27.0       11.9       29.5        8.2        5.9        3.2       18.9        0.8       14.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       220
        18         28         12         36         42         37         44         24         24          6         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 2,258,344
Positions
    91,127    304,289    302,759    539,005    328,378    218,828    243,505    311,081    302,417    109,528     46,291    104,635    346,540    339,665
 
Changes from:       October 12, 2010                                 Total Change is:   -55,149
    18,446    -42,860     24,553   -169,972     -1,443     15,249     55,263    -62,361     21,973    -20,566     -1,737        923     -1,016     -9,445
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       13.5       13.4       23.9       14.5        9.7       10.8       13.8       13.4        4.8        2.0        4.6       15.3       15.0
 
Number of Traders in Each Category                                    Total Traders:       306
        32         39         63         43         53         61         50         65         81         15          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,209,152
Positions
    62,713    147,278     93,788    168,665    366,708    152,402    325,482     65,286     82,830     73,383     41,710     10,900    238,988    248,249
 
Changes from:       October 12, 2010                                 Total Change is:    68,792
   -25,508     19,461      8,653    -15,492     27,623     18,686     36,282     -7,814     13,558     25,957        343     -1,600      8,257    -10,117
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       12.2        7.8       13.9       30.3       12.6       26.9        5.4        6.9        6.1        3.4        0.9       19.8       20.5
 
Number of Traders in Each Category                                    Total Traders:       176
        10         22         22         23         37         38         46         21         38          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,326,111
Positions
   137,361    227,480    288,320     17,276          0      2,650     99,168     30,482    512,111     17,653          0    212,069     39,502     52,998
 
Changes from:       October 12, 2010                                 Total Change is:    12,964
   -14,286     -3,755      9,615     -1,210          0       -121     10,607        801      3,274        281       -570        517      4,287      3,203
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       17.2       21.7        1.3        0.0        0.2        7.5        2.3       38.6        1.3        0.0       16.0        3.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       115
        31         24         45          6          0          4         30         19         40          5          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,079,825
Positions
 1,686,433  2,895,365  2,751,773    894,759    488,362    232,954  1,376,510    289,005  4,221,371    192,422    471,201    736,051    987,553    993,743
 
Changes from:       October 12, 2010                                 Total Change is:   110,022
   135,236   -189,230    139,260     38,924    207,886    -13,395    -48,946    -23,983   -115,189      6,968    100,342     -9,446    -23,390     13,778
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       22.1       21.0        6.8        3.7        1.8       10.5        2.2       32.3        1.5        3.6        5.6        7.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       286
        36         58         91          9         14         18         76         55        108         10         20         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,513
Positions
     3,754      7,262      1,300        968        814         22      1,301      2,776         58      4,800        205          0        310         76
 
Changes from:       October 12, 2010                                 Total Change is:       419
       577      2,135          0         10          0          0       -144     -1,716          0          0          0          0        -24          0
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       58.0       10.4        7.7        6.5        0.2       10.4       22.2        0.5       38.4        1.6        0.0        2.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          .          .          5          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    42,757
Positions
    36,579     29,075      2,084      1,625      1,328         77      2,026      3,953          0          0      6,061          0        366        179
 
Changes from:       October 12, 2010                                 Total Change is:     1,743
     1,699      1,403        149          1       -228          0       -203        366          0          0          0          0         97         53
 
Percent of Open Interest Represented by Each Category of Trader
      85.6       68.0        4.9        3.8        3.1        0.2        4.7        9.2        0.0        0.0       14.2        0.0        0.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          5          .          .          4          .          4          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    38,247
Positions
    18,734      7,824        165        269        810        927      9,450     23,062      1,034      3,260        909          0      4,408      3,515
 
Changes from:       October 12, 2010                                 Total Change is:     2,888
     1,769        370         19        -30       -105        265     -1,655      2,253        264      1,503        121          0        752       -300
 
Percent of Open Interest Represented by Each Category of Trader
      49.0       20.5        0.4        0.7        2.1        2.4       24.7       60.3        2.7        8.5        2.4        0.0       11.5        9.2
 
Number of Traders in Each Category                                    Total Traders:        89
         8          5          .          .          .          .         14         32          7         17          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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   134,943
Positions
    86,213     44,803     11,335        671        686      2,723      2,051     40,052     14,032        792      3,743      3,608     13,518     13,961
 
Changes from:       October 12, 2010                                 Total Change is:     5,095
    -1,664      3,473      2,028          0         11        180      1,833     -3,395      2,763         12       -298        473       -531       -141
 
Percent of Open Interest Represented by Each Category of Trader
      63.9       33.2        8.4        0.5        0.5        2.0        1.5       29.7       10.4        0.6        2.8        2.7       10.0       10.3
 
Number of Traders in Each Category                                    Total Traders:        77
         4         13         14          .          .          6          7         31         23          .          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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    14,874
Positions
       488     13,321          0     11,128          0          0      2,039        725          0          0          0          0      1,219        828
 
Changes from:       October 12, 2010                                 Total Change is:      -868
         0      1,672       -558        -44          0          0         94     -1,806          0          0          0          0       -360       -176
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       89.6        0.0       74.8        0.0        0.0       13.7        4.9        0.0        0.0        0.0        0.0        8.2        5.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          9          0          0          8          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 22, 2010