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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   115,223
Positions
     9,795     58,964      5,637     10,831     11,438        236     35,904     10,110      3,745      7,241      4,405        456     41,378     20,232
 
Changes from:       November 16, 2010                                Total Change is:   -19,408
     2,303    -13,620        741        -19        589         84    -18,370       -414       -878       -573     -6,520       -289     -2,407        899
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       51.2        4.9        9.4        9.9        0.2       31.2        8.8        3.3        6.3        3.8        0.4       35.9       17.6
 
Number of Traders in Each Category                                    Total Traders:        84
         7         15         11          4          .          .         30         11         13         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    43,224
Positions
     5,950     18,285      2,486      1,664        942        348     14,984      7,918      1,288          0        500          0     16,504     11,457
 
Changes from:       November 16, 2010                                Total Change is:    -4,505
        36       -309       -267         -8         50        -50     -3,737     -4,886        351          0          0          0       -830        606
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       42.3        5.8        3.8        2.2        0.8       34.7       18.3        3.0        0.0        1.2        0.0       38.2       26.5
 
Number of Traders in Each Category                                    Total Traders:        39
         6          7          5          .          .          .         13          8          5          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   104,398
Positions
    17,280     21,631      6,516      7,489     21,469      1,229     39,703     14,445      5,652      1,902     11,267          0     24,628     22,190
 
Changes from:       November 16, 2010                                Total Change is:    -4,547
     3,293     -9,745        236        -25     -1,884        -24     -9,492      4,247      1,291        368        666          0       -194        666
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       20.7        6.2        7.2       20.6        1.2       38.0       13.8        5.4        1.8       10.8        0.0       23.6       21.3
 
Number of Traders in Each Category                                    Total Traders:        94
        10         12         11          4         11          5         32         16         15          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   145,133
Positions
    17,872     64,201      9,895     33,178      5,829      1,236     29,454     19,455      7,491     16,846      3,555          5     29,156     33,466
 
Changes from:       November 16, 2010                                Total Change is:    -1,900
       649       -536         81       -370       -752         42     -4,246        846      1,575      3,505        198         -5     -3,131     -3,349
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       44.2        6.8       22.9        4.0        0.9       20.3       13.4        5.2       11.6        2.4        0.0       20.1       23.1
 
Number of Traders in Each Category                                    Total Traders:       110
        11         16          9         11          8          4         26         29         19          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   254,002
Positions
    59,796     54,391     25,957     25,153     21,793      2,604     21,231     47,325     32,797     18,282     11,828      9,971     58,212     47,338
 
Changes from:       November 16, 2010                                Total Change is:    -2,365
     7,924    -11,574      2,205        425      1,251       -198    -11,561      4,161      1,759     -1,002      3,775      2,554     -4,471     -6,298
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       21.4       10.2        9.9        8.6        1.0        8.4       18.6       12.9        7.2        4.7        3.9       22.9       18.6
 
Number of Traders in Each Category                                    Total Traders:       183
        22         19         17         18         15          9         30         57         42          9         13         13
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   129,117
Positions
    18,720     81,316      7,649     19,697      3,264        254     44,033     11,831      3,498        748      2,094        719     33,799     18,491
 
Changes from:       November 16, 2010                                Total Change is:    -3,006
     2,929     -3,693        302       -181       -193          0     -4,288      2,399       -299       -840        -47        -75       -554     -1,400
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       63.0        5.9       15.3        2.5        0.2       34.1        9.2        2.7        0.6        1.6        0.6       26.2       14.3
 
Number of Traders in Each Category                                    Total Traders:        71
         8         12          9          4          4          .         25         11          9          .          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    41,873
Positions
     8,243     24,463      8,988          0          0          0     14,559      7,242        753      1,255          5        137      7,938        285
 
Changes from:       November 16, 2010                                Total Change is:       402
        51     -1,050      1,374          0          0          0       -682        499       -260          0          0          0        -81       -161
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       58.4       21.5        0.0        0.0        0.0       34.8       17.3        1.8        3.0        0.0        0.3       19.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          9          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   150,782
Positions
     7,442    120,818        747     20,319        150        187    110,943      8,557        488      2,722     16,528        102      7,832      3,205
 
Changes from:       November 16, 2010                                Total Change is:     3,159
     3,467      2,014       -288        555          0          0     -2,657      1,048        388         75       -199        102      1,517         94
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       80.1        0.5       13.5        0.1        0.1       73.6        5.7        0.3        1.8       11.0        0.1        5.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       108
         7         14          4          8          .          .         44         18          .          7          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    30,969
Positions
     2,011     23,296         59        379          0          0     24,704      6,426          0        586        405          0      3,230        783
 
Changes from:       November 16, 2010                                Total Change is:    -2,454
       121     -1,840        -29       -131       -101          0     -2,337       -480          0          0         89          0        -78        -93
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       75.2        0.2        1.2        0.0        0.0       79.8       20.7        0.0        1.9        1.3        0.0       10.4        2.5
 
Number of Traders in Each Category                                    Total Traders:        45
         4         11          .          .          0          0         14         10          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    52,180
Positions
    21,279     24,001        566      3,669      3,790        706     16,755     15,226      1,619        412        681        295      6,880      5,297
 
Changes from:       November 16, 2010                                Total Change is:     2,724
     2,212        637         19         45       -468        163         83      2,132        142         99         49        -19        -21         68
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       46.0        1.1        7.0        7.3        1.4       32.1       29.2        3.1        0.8        1.3        0.6       13.2       10.2
 
Number of Traders in Each Category                                    Total Traders:        98
        18         14          6          6          7          .         27         21          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   104,359
Positions
    42,558     48,001      1,131      7,338      7,580      1,411     33,509     30,453      3,238        825      1,361        589     13,759     10,594
 
Changes from:       November 16, 2010                                Total Change is:     5,447
     4,424      1,274         39         90       -936        326        166      4,264        284        198         98        -38        -42        137
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       46.0        1.1        7.0        7.3        1.4       32.1       29.2        3.1        0.8        1.3        0.6       13.2       10.2
 
Number of Traders in Each Category                                    Total Traders:        98
        18         14          6          6          7          .         27         21          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,056,455
Positions
    42,691    295,936     88,557    422,858    139,110     67,173    104,476    161,812    148,500     17,597     28,310     13,741    150,862    113,316
 
Changes from:       November 16, 2010                                Total Change is:   -21,830
     5,748      2,713      1,321      3,693      1,219     -1,580      3,050      3,837    -29,066     -2,747        254       -895     -1,355        367
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       28.0        8.4       40.0       13.2        6.4        9.9       15.3       14.1        1.7        2.7        1.3       14.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       564
        31         49         32        117         68         73        116        134        113         28         20         17
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   452,100
Positions
    45,241    205,053     17,981    145,547     48,143      9,681     60,371     40,909     59,235      7,893     10,544      9,093     97,058     51,462
 
Changes from:       November 16, 2010                                Total Change is:    -2,414
     3,541      4,959      1,449        285      2,023        131        -62        -44    -14,616     -1,054        143       -887      8,798      4,427
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       45.4        4.0       32.2       10.6        2.1       13.4        9.0       13.1        1.7        2.3        2.0       21.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       148
        11         25         11         32         17         16         22         30         43          5          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,021,777
Positions
   191,076    658,242    149,053  1,413,539    481,819    260,478    476,887    860,880    189,965     54,390     94,700     17,368    269,020    309,273
 
Changes from:       November 16, 2010                                Total Change is:   -97,082
    12,780     -9,487     -2,383     16,215     -4,840     -7,734     27,318     31,160    -84,008     -3,864      5,156     -4,643    -50,763    -20,302
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       21.8        4.9       46.8       15.9        8.6       15.8       28.5        6.3        1.8        3.1        0.6        8.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       507
        30         43         22         97         61         61        109        127         98         24         16         11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   107,140
Positions
    17,876     28,640      9,593     48,257     38,380      4,873     14,434     21,600        328      1,907          0          0      9,872      3,726
 
Changes from:       November 16, 2010                                Total Change is:     1,251
       337     -2,004        -58        399       -476        -36      1,215      3,908       -232        474          0          0       -848        148
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       26.7        9.0       45.0       35.8        4.5       13.5       20.2        0.3        1.8        0.0        0.0        9.2        3.5
 
Number of Traders in Each Category                                    Total Traders:        88
         6          8          .         32         13         11         13         11          .          5          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   112,099
Positions
    12,317     36,240     22,416     22,239     16,776      2,868     27,269     11,770     13,887      2,134      3,822        211      8,759      4,110
 
Changes from:       November 16, 2010                                Total Change is:   -13,266
     1,387     -5,245         37     -1,584        -58        -19     -7,811     -1,476     -2,987       -598        903        -19     -1,672     -4,402
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       32.3       20.0       19.8       15.0        2.6       24.3       10.5       12.4        1.9        3.4        0.2        7.8        3.7
 
Number of Traders in Each Category                                    Total Traders:       250
        22         32         12         39         17         10         68         45         31         14         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    28,130
Positions
    13,556     21,280        797        221        280          0      9,480      3,753          0        492        889          0      3,584      1,131
 
Changes from:       November 16, 2010                                Total Change is:    -2,355
     1,014     -2,367          0         -9          0          0     -3,396       -466          0       -491        889          0        527       -411
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       75.6        2.8        0.8        1.0        0.0       33.7       13.3        0.0        1.7        3.2        0.0       12.7        4.0
 
Number of Traders in Each Category                                    Total Traders:        30
         7         11          .          .          .          0          5          .          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   419,844
Positions
    94,410    175,404      7,488    110,088     82,482     14,340    146,885     98,024     11,492      8,212     14,665      1,056     25,874     14,893
 
Changes from:       November 16, 2010                                Total Change is:   -54,556
     1,421    -14,834        629     -7,873       -292        -93    -36,572    -19,551       -437       -537         72        -97    -10,998    -19,954
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       41.8        1.8       26.2       19.6        3.4       35.0       23.3        2.7        2.0        3.5        0.3        6.2        3.5
 
Number of Traders in Each Category                                    Total Traders:       243
        21         29          6         38         16         10         69         46         26         13         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   406,532
Positions
   164,758     70,155      5,629    120,680    146,087     21,837     63,689    122,950      7,837      1,432     16,515          0     20,670     15,521
 
Changes from:       November 16, 2010                                Total Change is:     4,742
    -2,124      8,368       -307        158      2,871       -948      4,625     -3,027      1,869       -409     -2,723        -12      1,890     -1,349
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       17.3        1.4       29.7       35.9        5.4       15.7       30.2        1.9        0.4        4.1        0.0        5.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       259
        18         21          .         58         40         25         41         67         22          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    45,144
Positions
    11,509      6,812      1,384     15,754        749        104      3,236     15,198        159      1,766        623          0     11,232     20,115
 
Changes from:       November 16, 2010                                Total Change is:     4,354
        45        181       -309      2,561         -7        -88        415      3,018        106       -194          0          0      1,818      1,453
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       15.1        3.1       34.9        1.7        0.2        7.2       33.7        0.4        3.9        1.4        0.0       24.9       44.6
 
Number of Traders in Each Category                                    Total Traders:        64
        15         10          5         12          .          .          6         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    50,318
Positions
    11,618     22,057      3,380      5,540      2,647        419     15,086      6,810      1,324      1,655        239          0     11,296     13,442
 
Changes from:       November 16, 2010                                Total Change is:     2,776
      -807      3,236      1,868       -375      1,031       -165      1,099     -4,085        786        -59         -4        -66        495        175
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       43.8        6.7       11.0        5.3        0.8       30.0       13.5        2.6        3.3        0.5        0.0       22.4       26.7
 
Number of Traders in Each Category                                    Total Traders:        58
        10         16          4          5          .          .         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    30,202
Positions
         0      3,198          0     18,580     16,618      3,806      2,505      4,868          0        495          0          0      4,816      1,712
 
Changes from:       November 16, 2010                                Total Change is:      -182
         0       -870          0        104      1,157       -216       -434       -101          0          0          0          0        364       -152
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       10.6        0.0       61.5       55.0       12.6        8.3       16.1        0.0        1.6        0.0        0.0       15.9        5.7
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          0         16         16          8          4          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    37,216
Positions
     2,663     13,419        137     14,879      5,691        691      7,042     16,001          8      4,351          0          0      7,445      1,269
 
Changes from:       November 16, 2010                                Total Change is:      -485
      -177        113         20        -15        -12        -24        122       -305          8        215          0          0       -634       -285
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       36.1        0.4       40.0       15.3        1.9       18.9       43.0        0.0       11.7        0.0        0.0       20.0        3.4
 
Number of Traders in Each Category                                    Total Traders:        52
         5          6          .         12          8          4         11          4          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   737,698
Positions
    22,822    100,991     61,090    299,407    155,958     45,586     39,525    101,634     83,128     23,711     18,442     12,041    150,389    158,829
 
Changes from:       November 16, 2010                                Total Change is:   -27,697
    -1,772    -40,028     10,468     -4,698      1,269     -1,538    -19,030      8,008      4,662      3,361        -60     -5,070    -14,082     -5,409
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       13.7        8.3       40.6       21.1        6.2        5.4       13.8       11.3        3.2        2.5        1.6       20.4       21.5
 
Number of Traders in Each Category                                    Total Traders:       174
        11         24         29         42         28         41         24         34         43          5          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   345,574
Positions
         0    108,238     31,202    227,645      2,572     11,168          0    136,891      5,722          0          0          0     69,837     49,781
 
Changes from:       November 16, 2010                                Total Change is:    28,431
       -34      4,103     16,031      5,364       -777        356          0      1,811       -928     -1,725          0          0      9,367      7,834
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.3        9.0       65.9        0.7        3.2        0.0       39.6        1.7        0.0        0.0        0.0       20.2       14.4
 
Number of Traders in Each Category                                    Total Traders:        52
         0         11          7         25          .         14          0         15          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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   786,499
Positions
    53,478     59,182     35,062    275,633    236,060     74,536    116,588     78,903     97,102     17,547     84,685      5,358    111,196    115,612
 
Changes from:       November 16, 2010                                Total Change is:    56,026
    10,993       -552     21,615    -18,726     -3,040      6,294        760     -7,402     33,807      1,804      1,598     -1,321        800      5,026
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        7.5        4.5       35.0       30.0        9.5       14.8       10.0       12.3        2.2       10.8        0.7       14.1       14.7
 
Number of Traders in Each Category                                    Total Traders:       202
        17         19         18         38         42         41         39         25         30          6         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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 2,022,937
Positions
   125,622    234,618    324,501    463,064    354,080    193,067    158,623    205,157    276,044    113,581     25,468     77,744    290,691    332,257
 
Changes from:       November 16, 2010                                Total Change is:  -104,587
    10,761     -5,533     26,627    -27,816      1,842    -22,757    -32,973    -87,951     -8,030    -36,101      3,482      3,533    -17,832    -15,802
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       11.6       16.0       22.9       17.5        9.5        7.8       10.1       13.6        5.6        1.3        3.8       14.4       16.4
 
Number of Traders in Each Category                                    Total Traders:       289
        42         31         65         42         46         60         61         43         84         18          6         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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 1,275,856
Positions
    50,119    111,607     61,397    180,318    386,615    166,965    425,478     89,405    111,697     55,407     46,045     18,349    206,125    283,776
 
Changes from:       November 16, 2010                                Total Change is:     5,040
   -49,434        488     14,507      3,221    -78,481     25,530    -25,045    -19,220     25,635       -117       -372      6,275      4,468     30,679
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        8.7        4.8       14.1       30.3       13.1       33.3        7.0        8.8        4.3        3.6        1.4       16.2       22.2
 
Number of Traders in Each Category                                    Total Traders:       175
        15         19         31         20         38         36         33         30         35         11          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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 1,245,609
Positions
   112,288    204,819    305,934      6,746      1,137      1,549    103,548     26,909    460,691     27,829      3,353    184,912     42,113     56,305
 
Changes from:       November 16, 2010                                Total Change is:    19,012
    -2,512     -2,172     14,049       -566       -580       -561      8,437        709     -4,366     -1,727      2,632      3,699      2,559      5,602
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       16.4       24.6        0.5        0.1        0.1        8.3        2.2       37.0        2.2        0.3       14.8        3.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       111
        35         20         43          4          .          4         27         18         34          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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 is13,460,707
Positions
 1,859,889  2,832,286  3,030,977  1,267,147    557,161    176,875    813,885    297,530  4,409,103    187,044    421,155    756,808    958,980    978,812
 
Changes from:       November 16, 2010                                Total Change is:   330,889
  -106,083    180,193     66,878     61,682    -47,397     -9,760    101,560     11,295     86,923      3,974    -64,105     81,259     44,457     25,604
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       21.0       22.5        9.4        4.1        1.3        6.0        2.2       32.8        1.4        3.1        5.6        7.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       281
        40         57         94         10         13         19         78         47        106         12         17         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    17,263
Positions
     8,779     12,651      1,301        905        975         67        818      1,447        449      4,800        205          0        144        168
 
Changes from:       November 16, 2010                                Total Change is:     1,486
     1,777      1,140          0         -1          0        -18        -29        545       -197          0        -40          0        -46         56
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       73.3        7.5        5.2        5.6        0.4        4.7        8.4        2.6       27.8        1.2        0.0        0.8        1.0
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    50,701
Positions
    41,340     30,038      6,184      1,638      1,574         59        460      6,154        699          0      5,676          0        321        317
 
Changes from:       November 16, 2010                                Total Change is:     3,969
     3,162      3,634        648        -11       -400          0       -269       -410        402          0         38          0         37         57
 
Percent of Open Interest Represented by Each Category of Trader
      81.5       59.2       12.2        3.2        3.1        0.1        0.9       12.1        1.4        0.0       11.2        0.0        0.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          4          .          .          7          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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    34,670
Positions
    14,917      7,046        245      1,275        511        820      9,119     20,591      1,407      1,704        812         72      5,109      3,165
 
Changes from:       November 16, 2010                                Total Change is:     1,002
      -554       -329         33         66       -196        -68      1,365      2,032        -81        200       -251         41         -1       -179
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       20.3        0.7        3.7        1.5        2.4       26.3       59.4        4.1        4.9        2.3        0.2       14.7        9.1
 
Number of Traders in Each Category                                    Total Traders:        81
         7          .          .          5          .          .         24         20          7         15          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   149,160
Positions
    74,435     31,225     28,563      1,265        863      4,928      1,908     41,941     17,608      1,266      3,294      3,420     15,767     17,318
 
Changes from:       November 16, 2010                                Total Change is:   -18,583
    -2,630    -18,127     -1,038     -2,272        421        692       -664      8,343     -9,777         59      1,287       -141     -2,812       -243
 
Percent of Open Interest Represented by Each Category of Trader
      49.9       20.9       19.1        0.8        0.6        3.3        1.3       28.1       11.8        0.8        2.2        2.3       10.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        90
         4         14         13          .          .          5          9         37         29          6          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated November 29, 2010