```
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   119,949
Positions
     6,461     55,833      6,289      9,380      9,896         67     37,777     14,220      6,798      8,311      7,077        811     44,055     18,958
 
Changes from:       October 26, 2010                                 Total Change is:     4,011
     2,126       -992        435        347        242       -350      1,416      3,637       -132         93       -402         -4         80      1,576
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       46.5        5.2        7.8        8.3        0.1       31.5       11.9        5.7        6.9        5.9        0.7       36.7       15.8
 
Number of Traders in Each Category                                    Total Traders:        87
         7         15         11          .          .          .         29         15         18         13          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    52,020
Positions
     5,297     21,178      2,546      1,742        942        318     21,361     13,786      1,556          0        500          0     19,201     11,195
 
Changes from:       October 26, 2010                                 Total Change is:    -1,715
       -65     -1,990        -65         23         79       -114     -1,608       -726        241          0          0          0       -126        860
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       40.7        4.9        3.3        1.8        0.6       41.1       26.5        3.0        0.0        1.0        0.0       36.9       21.5
 
Number of Traders in Each Category                                    Total Traders:        47
         5         11          6          .          .          .         15         11          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   102,272
Positions
    15,959     21,538      5,731      8,526     20,298      1,039     37,988     15,351      4,588      2,387     10,650          0     26,055     23,076
 
Changes from:       October 26, 2010                                 Total Change is:     6,219
     3,392      4,639        -79     -3,086        998       -176      5,326      5,618       -148        627     -6,033          0        364      1,400
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       21.1        5.6        8.3       19.8        1.0       37.1       15.0        4.5        2.3       10.4        0.0       25.5       22.6
 
Number of Traders in Each Category                                    Total Traders:        90
        10         11         10          6         11          5         27         17         18          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   158,558
Positions
    13,852     86,745      8,745     37,626      5,390      1,150     50,006     12,199      9,321      5,557      4,331         10     32,290     30,667
 
Changes from:       October 26, 2010                                 Total Change is:     2,031
     2,165      5,762        114     -2,967       -105       -135        840     -1,054        965        272       -877         -7        784     -2,631
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       54.7        5.5       23.7        3.4        0.7       31.5        7.7        5.9        3.5        2.7        0.0       20.4       19.3
 
Number of Traders in Each Category                                    Total Traders:       124
        10         16          9         13          9          4         31         33         23          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   285,225
Positions
    53,820     87,984     29,087     25,664     19,916      2,150     43,736     34,211     39,083     17,779      6,650      8,906     65,000     57,239
 
Changes from:       October 26, 2010                                 Total Change is:     3,357
    -2,202     -9,855      2,426      1,729     -1,276       -151     -1,574      5,064      2,285     -1,501      1,817        632      1,713      2,415
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       30.8       10.2        9.0        7.0        0.8       15.3       12.0       13.7        6.2        2.3        3.1       22.8       20.1
 
Number of Traders in Each Category                                    Total Traders:       185
        20         17         17         18         15          6         39         49         47         13         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   140,157
Positions
     7,737     92,399      7,205     20,977      3,416        184     62,156      6,365      5,721        626      4,224      1,113     34,438     19,530
 
Changes from:       October 26, 2010                                 Total Change is:       105
     1,139     -6,851      1,137       -562       -410        -74     -2,308      2,905      1,731       -213         80        137       -880      1,452
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       65.9        5.1       15.0        2.4        0.1       44.3        4.5        4.1        0.4        3.0        0.8       24.6       13.9
 
Number of Traders in Each Category                                    Total Traders:        75
         5         16          7          5          4          .         25         13         11          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,997
Positions
     7,166     24,825      7,507          0          0          0     14,827      6,240      1,388      1,255         16        606      8,248        415
 
Changes from:       October 26, 2010                                 Total Change is:     1,420
       902        287        811          0          0          0       -207         98       -119        139          0          0       -106        343
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       60.6       18.3        0.0        0.0        0.0       36.2       15.2        3.4        3.1        0.0        1.5       20.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          8          0          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   135,871
Positions
     6,212    107,008        352     19,092        150         48     98,975      8,638         16      4,397     17,968          0      6,779      1,691
 
Changes from:       October 26, 2010                                 Total Change is:    -1,028
    -1,144      1,573          3        491          0       -172        627     -2,173          7        239       -137          0     -1,079       -129
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       78.8        0.3       14.1        0.1        0.0       72.8        6.4        0.0        3.2       13.2        0.0        5.0        1.2
 
Number of Traders in Each Category                                    Total Traders:       112
         9         16          .          9          .          .         49         12          .          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,353
Positions
     1,759     21,249         41        432        127          0     21,980      5,584          0        537        150          0      3,604      1,202
 
Changes from:       October 26, 2010                                 Total Change is:     1,599
      -108      3,126          0        -42       -130          0      1,749     -1,529          0          0          0          0          0        132
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       74.9        0.1        1.5        0.4        0.0       77.5       19.7        0.0        1.9        0.5        0.0       12.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        35
         .         12          .          .          .          0         11          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,130
Positions
    16,177     23,483        644      3,379      4,353        603     19,403     11,952      1,683        278      1,355        382      7,581      5,676
 
Changes from:       October 26, 2010                                 Total Change is:       528
         4       -795        119       -115       -243         97        279        396        -38        -82        150         49        214        793
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       46.8        1.3        6.7        8.7        1.2       38.7       23.8        3.4        0.6        2.7        0.8       15.1       11.3
 
Number of Traders in Each Category                                    Total Traders:        96
        14         19          6          5          7          .         29         16          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   100,260
Positions
    32,354     46,967      1,288      6,757      8,705      1,205     38,807     23,905      3,365        557      2,709        764     15,163     11,352
 
Changes from:       October 26, 2010                                 Total Change is:     1,055
         7     -1,591        239       -229       -485        193        558        792        -77       -163        299         99        428      1,586
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       46.8        1.3        6.7        8.7        1.2       38.7       23.8        3.4        0.6        2.7        0.8       15.1       11.3
 
Number of Traders in Each Category                                    Total Traders:        96
        14         19          6          5          7          .         29         16          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,012,331
Positions
    26,582    293,780     82,383    418,470    133,749     69,037    104,818    135,908    152,179     19,304     31,024     12,933    126,625    101,339
 
Changes from:       October 26, 2010                                 Total Change is:    14,889
     1,511      5,733     11,860     -9,399       -975      3,354      5,631     -2,447      8,342      2,630        555      1,177    -10,216    -12,709
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       29.0        8.1       41.3       13.2        6.8       10.4       13.4       15.0        1.9        3.1        1.3       12.5       10.0
 
Number of Traders in Each Category                                    Total Traders:       564
        26         54         32        118         64         70        103        137        103         26         36         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   426,091
Positions
    40,400    188,454     13,226    147,805     44,747     10,751     60,587     32,740     63,134      8,428     11,347      8,357     73,401     53,334
 
Changes from:       October 26, 2010                                 Total Change is:     6,389
     7,406     13,101      1,018     -1,542        365        291      2,116      1,977       -205        143       -115        872     -3,711    -10,916
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       44.2        3.1       34.7       10.5        2.5       14.2        7.7       14.8        2.0        2.7        2.0       17.2       12.5
 
Number of Traders in Each Category                                    Total Traders:       151
        12         24         10         31         16         19         17         36         44          5         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,931,204
Positions
   139,189    734,910    137,502  1,376,878    468,566    267,875    454,538    749,224    211,841     54,577     98,582     22,682    266,123    240,023
 
Changes from:       October 26, 2010                                 Total Change is:    42,500
    15,165      7,800      9,566    -34,173     -1,589     10,204     34,167     -5,526     26,139     12,189      3,106      1,765    -32,522     -8,965
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       25.1        4.7       47.0       16.0        9.1       15.5       25.6        7.2        1.9        3.4        0.8        9.1        8.2
 
Number of Traders in Each Category                                    Total Traders:       503
        24         49         22        100         57         58         99        124         88         22         28         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,845
Positions
    14,738     33,236     10,013     48,052     38,385      5,034     14,906     16,260        520      1,473          0          0     11,110      2,398
 
Changes from:       October 26, 2010                                 Total Change is:    -2,872
     2,061     -2,488          0     -3,590       -767       -285     -1,636        556        436         23          0          0        118       -325
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       31.4        9.5       45.4       36.3        4.8       14.1       15.4        0.5        1.4        0.0        0.0       10.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        86
         6          9          .         28         12         10         16         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   115,237
Positions
     9,559     39,498     19,259     24,903     17,530      2,155     32,862     13,153     12,176      1,730      3,129        601     11,993      7,735
 
Changes from:       October 26, 2010                                 Total Change is:    -1,901
    -2,256     -2,327       -187      1,244        120       -113       -667        671        117         40        259         -7        -72       -434
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       34.3       16.7       21.6       15.2        1.9       28.5       11.4       10.6        1.5        2.7        0.5       10.4        6.7
 
Number of Traders in Each Category                                    Total Traders:       247
        18         32         11         40         19         10         66         47         23         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,890
Positions
    10,958     18,018          3        245        280          0      9,661      2,289          0        341          0          0      3,682      4,300
 
Changes from:       October 26, 2010                                 Total Change is:        41
      -121        123         -4          0          0          0        246        205          0          0          0          0        -80       -283
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       72.4        0.0        1.0        1.1        0.0       38.8        9.2        0.0        1.4        0.0        0.0       14.8       17.3
 
Number of Traders in Each Category                                    Total Traders:        24
         4         11          .          .          .          0          4          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   451,733
Positions
    84,118    198,514      5,167    123,288     86,251     10,777    168,713    107,030      8,169      8,649     17,351      1,301     41,551     17,173
 
Changes from:       October 26, 2010                                 Total Change is:    -9,712
   -10,218    -11,792     -1,376      6,219        598       -563     -5,788      1,108      1,808        201      1,294        -35         39       -755
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       43.9        1.1       27.3       19.1        2.4       37.3       23.7        1.8        1.9        3.8        0.3        9.2        3.8
 
Number of Traders in Each Category                                    Total Traders:       245
        19         30          7         40         18         10         66         47         18         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   401,244
Positions
   164,728     62,704      1,727    120,003    146,076     21,356     65,650    128,965      7,289      1,906     17,531          5     18,580     15,591
 
Changes from:       October 26, 2010                                 Total Change is:    -2,758
    -2,774      2,649        175     -4,058       -979        182      3,435     -8,533         77       -542      2,982        -10        758        700
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       15.6        0.4       29.9       36.4        5.3       16.4       32.1        1.8        0.5        4.4        0.0        4.6        3.9
 
Number of Traders in Each Category                                    Total Traders:       251
        18         19          .         54         39         23         37         70         21          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    33,779
Positions
    11,993      5,787      1,431      5,884        919        329      4,150      6,357        175        630        623          0      9,187     18,158
 
Changes from:       October 26, 2010                                 Total Change is:      -632
       593       -106         17       -589       -259        325       -565        612         67          0       -270          0       -480     -1,018
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       17.1        4.2       17.4        2.7        1.0       12.3       18.8        0.5        1.9        1.8        0.0       27.2       53.8
 
Number of Traders in Each Category                                    Total Traders:        51
        16          6          5          8          .          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    46,805
Positions
    23,908     18,652        667      4,882      2,588        708      6,983     11,875        134        470        312          8      9,045     11,861
 
Changes from:       October 26, 2010                                 Total Change is:     2,834
     4,886        546        -81     -1,180        972         38         45       -586       -562       -266         75          8        -54      2,424
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       39.9        1.4       10.4        5.5        1.5       14.9       25.4        0.3        1.0        0.7        0.0       19.3       25.3
 
Number of Traders in Each Category                                    Total Traders:        55
        15         11          .          6          .          .          8         11          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    30,083
Positions
         0      2,863          0     19,577     16,350      3,756      2,834      5,011          0        281          0          0      3,635      2,103
 
Changes from:       October 26, 2010                                 Total Change is:    -1,520
         0     -1,156          0     -2,308        206       -172        449       -162          0        281       -216          0        230        -20
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        9.5        0.0       65.1       54.3       12.5        9.4       16.7        0.0        0.9        0.0        0.0       12.1        7.0
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          0         17         15          8          4          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    34,603
Positions
     3,014     11,801         80     15,276      5,076        707      4,362     14,733          0      3,537          0          0      7,627      2,206
 
Changes from:       October 26, 2010                                 Total Change is:       342
       131        107          0       -586         85        -43        503        170          0        232          0          0        105         23
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       34.1        0.2       44.1       14.7        2.0       12.6       42.6        0.0       10.2        0.0        0.0       22.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        43
         5          4          .         11          6          4          8          4          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   770,287
Positions
    24,004    110,565     39,993    322,311    147,770     78,118     56,201    140,279     65,928     17,790     31,689      8,642    157,300    147,304
 
Changes from:       October 26, 2010                                 Total Change is:    20,064
    -5,283    -13,383     11,430      3,757      7,848      1,394     -1,359     -1,465     15,568       -378      3,892        181     -5,245     -5,400
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       14.4        5.2       41.8       19.2       10.1        7.3       18.2        8.6        2.3        4.1        1.1       20.4       19.1
 
Number of Traders in Each Category                                    Total Traders:       169
        12         14         23         45         24         39         30         30         39          5          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   255,785
Positions
     2,034     96,481      7,019    176,311          0      9,195      1,835    103,023      2,328      3,200          0          0     53,863     37,739
 
Changes from:       October 26, 2010                                 Total Change is:    15,228
     2,034      3,780      2,524      2,319          0       -749        100      8,050        994       -700          0          0      8,706        628
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       37.7        2.7       68.9        0.0        3.6        0.7       40.3        0.9        1.3        0.0        0.0       21.1       14.8
 
Number of Traders in Each Category                                    Total Traders:        47
         .         10          4         22          0         12          .         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   763,082
Positions
    48,019     65,290     12,022    206,917    235,734     92,909    188,933     58,242     61,522     24,908    124,613      8,149    119,702    104,599
 
Changes from:       October 26, 2010                                 Total Change is:    -2,990
   -16,683      5,472      1,711      6,598      6,801      5,503    -13,601     -5,284      6,357      1,624    -17,261      2,613      2,887     -8,903
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        8.6        1.6       27.1       30.9       12.2       24.8        7.6        8.1        3.3       16.3        1.1       15.7       13.7
 
Number of Traders in Each Category                                    Total Traders:       212
        15         23         13         36         43         40         44         24         25          6         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 2,147,112
Positions
    87,504    318,058    268,453    527,083    306,858    233,252    196,097    272,580    287,988    139,472     26,000     90,245    317,018    343,679
 
Changes from:       October 26, 2010                                 Total Change is:   144,254
    -5,434     28,998     28,743    -14,827    -20,124     22,446     13,854    -12,307     72,162     13,731     -3,798     17,143     -3,564     10,991
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       14.8       12.5       24.5       14.3       10.9        9.1       12.7       13.4        6.5        1.2        4.2       14.8       16.0
 
Number of Traders in Each Category                                    Total Traders:       298
        33         35         56         42         47         60         57         59         81         20          5         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,191,314
Positions
    58,335    135,673     64,371    166,436    394,727    158,186    402,072     58,583     69,733     51,071     41,214     10,169    210,942    258,659
 
Changes from:       October 26, 2010                                 Total Change is:    46,407
   -78,216    -14,605     23,300      9,064     14,128     15,328     79,012     -4,974     22,121    -11,220     -1,630      2,819    -15,802    -10,081
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       11.4        5.4       14.0       33.1       13.3       33.8        4.9        5.9        4.3        3.5        0.9       17.7       21.7
 
Number of Traders in Each Category                                    Total Traders:       172
        17         16         23         21         41         35         42         19         35          8          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,192,799
Positions
   125,528    203,701    269,207      3,670      1,305      2,090     87,131     27,013    459,619     29,692          0    179,391     36,470     50,473
 
Changes from:       October 26, 2010                                 Total Change is:  -133,151
   -15,982    -35,076    -14,055       -945      1,305       -590    -15,356       -612    -49,548     -2,036          0    -33,036     -1,605     -1,540
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       17.1       22.6        0.3        0.1        0.2        7.3        2.3       38.5        2.5        0.0       15.0        3.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       111
        34         21         43          4          .          4         27         18         36          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 is13,893,649
Positions
 1,607,095  3,032,861  2,939,719  1,111,386    547,450    112,164  1,480,427    297,218  4,493,548    193,994    519,740    954,021  1,001,297    996,930
 
Changes from:       October 26, 2010                                 Total Change is:   601,244
   -55,932    107,851    102,785     94,268     11,326     -5,179    143,505      4,587    216,581     -1,229     44,698    132,587    -26,141    -13,992
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       21.8       21.2        8.0        3.9        0.8       10.7        2.1       32.3        1.4        3.7        6.9        7.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       286
        36         59         93         11         11         18         78         53        105          9         21         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    14,434
Positions
     5,864      9,062      1,300        981        841         14        979      2,631        251      4,800        233          0        245        102
 
Changes from:       October 26, 2010                                 Total Change is:       -11
       359        -71          0         33          0          0       -348         13          0          0         40          0        -55          7
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       62.8        9.0        6.8        5.8        0.1        6.8       18.2        1.7       33.3        1.6        0.0        1.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          .          .          5          .          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    46,000
Positions
    38,948     27,964      3,061      1,602      1,098        136      1,800      7,362          0          0      6,130          0        453        249
 
Changes from:       October 26, 2010                                 Total Change is:     1,648
       954       -524        802        -26       -269          0       -246      1,520          0          0        100          0        164         19
 
Percent of Open Interest Represented by Each Category of Trader
      84.7       60.8        6.7        3.5        2.4        0.3        3.9       16.0        0.0        0.0       13.3        0.0        1.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          5          .          .          .          .          4          8          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    40,847
Positions
    19,641      7,565        153        360        727      1,083     10,335     25,684        941      3,533      1,123         92      4,708      3,478
 
Changes from:       October 26, 2010                                 Total Change is:     1,694
      -441        142         -4         27        -35         91      1,420      1,519       -166        559         45         92        115         10
 
Percent of Open Interest Represented by Each Category of Trader
      48.1       18.5        0.4        0.9        1.8        2.7       25.3       62.9        2.3        8.7        2.7        0.2       11.5        8.5
 
Number of Traders in Each Category                                    Total Traders:        89
         9          4          .          4          .          .         15         30          5         16          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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   144,288
Positions
    77,068     45,933     21,039      2,131        440      2,884      1,382     32,947     19,172        904      2,232      4,549     15,159     15,092
 
Changes from:       October 26, 2010                                 Total Change is:    15,989
    -2,518        760     10,770      1,651       -293        642        362      1,165      5,661         89       -849      1,925     -2,593     -3,792
 
Percent of Open Interest Represented by Each Category of Trader
      53.4       31.8       14.6        1.5        0.3        2.0        1.0       22.8       13.3        0.6        1.5        3.2       10.5       10.5
 
Number of Traders in Each Category                                    Total Traders:        77
         4         13         12          4          .          5          5         33         27          4          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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    14,878
Positions
       473     13,537          0     11,215          0          0      1,834        664          0          0          0          0      1,356        677
 
Changes from:       October 26, 2010                                 Total Change is:      -269
        -9        152         -3         92          0          0       -427       -363          0          0          0          0         78        -55
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       91.0        0.0       75.4        0.0        0.0       12.3        4.5        0.0        0.0        0.0        0.0        9.1        4.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          9          0          0          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated November 5, 2010