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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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   136,381
Positions
     2,668     77,802      2,618     10,090      6,729        107     60,882      6,549      3,512      7,809     19,400        412     48,283     19,251
 
Changes from:       January 4, 2011                                  Total Change is:     7,202
     1,142      9,175       -172        -36        312          0      4,400     -2,939       -765       -727         -2        -97      3,456      1,690
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       57.0        1.9        7.4        4.9        0.1       44.6        4.8        2.6        5.7       14.2        0.3       35.4       14.1
 
Number of Traders in Each Category                                    Total Traders:        85
         .         19          6          4          .          .         32         10         11         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    44,817
Positions
       532     21,645        805      1,434      1,484        217     20,777      5,267        363          0      5,000          0     20,689     10,036
 
Changes from:       January 4, 2011                                  Total Change is:    -5,917
    -2,777     -3,846       -339        -24         52        -87     -1,067     -1,805       -907          0          0          0       -715      1,016
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       48.3        1.8        3.2        3.3        0.5       46.4       11.8        0.8        0.0       11.2        0.0       46.2       22.4
 
Number of Traders in Each Category                                    Total Traders:        42
         .         14          4          .          .          .         16          5          4          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    94,138
Positions
    34,144      3,261      5,615      6,663     22,412      1,174     16,489     21,411      3,504      6,500     10,159          0     20,049     26,602
 
Changes from:       January 4, 2011                                  Total Change is:       699
       519      1,498        495       -107       -850         31     -4,667     -4,014     -2,616      5,305      5,571         -2      1,743        586
 
Percent of Open Interest Represented by Each Category of Trader
      36.3        3.5        6.0        7.1       23.8        1.2       17.5       22.7        3.7        6.9       10.8        0.0       21.3       28.3
 
Number of Traders in Each Category                                    Total Traders:        78
        10          5         10          .         14          5         15         23         17          .          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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   117,560
Positions
     7,704     50,599      5,038     33,555      4,452      1,107     38,289     15,843      3,938      2,810      4,047         16     25,104     32,521
 
Changes from:       January 4, 2011                                  Total Change is:   -23,925
       564    -14,296       -341        -43         13        -46    -20,419        794     -2,239      1,910    -10,681          2     -3,314      2,869
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       43.0        4.3       28.5        3.8        0.9       32.6       13.5        3.3        2.4        3.4        0.0       21.4       27.7
 
Number of Traders in Each Category                                    Total Traders:       100
         7         16          9         12          6          4         21         28         18          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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   245,906
Positions
    85,148     22,352     14,823     22,319     23,154      3,363     24,463     76,927     19,334     14,293     16,742      8,829     53,333     60,381
 
Changes from:       January 4, 2011                                  Total Change is:    32,488
    32,410      5,123     -1,652         45        624         97      5,641     22,134     -6,083       -415      5,356        257      2,188      6,631
 
Percent of Open Interest Represented by Each Category of Trader
      34.6        9.1        6.0        9.1        9.4        1.4        9.9       31.3        7.9        5.8        6.8        3.6       21.7       24.6
 
Number of Traders in Each Category                                    Total Traders:       187
        22         15         16         15         19         12         25         59         38         13         19         17
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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   120,611
Positions
     8,192     84,704      4,084     10,626      4,589        207     60,065      6,942      1,704        939      4,749        268     34,526     13,365
 
Changes from:       January 4, 2011                                  Total Change is:    -8,626
     3,409     -6,595        653       -714      1,358          0     -8,941       -878     -2,787       -419         -7       -172        345       -198
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       70.2        3.4        8.8        3.8        0.2       49.8        5.8        1.4        0.8        3.9        0.2       28.6       11.1
 
Number of Traders in Each Category                                    Total Traders:        76
         7         11          6          5          5          .         32          9          7          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    58,964
Positions
    11,523     33,323     14,071          0          0          0     30,772     10,575        843      1,255          0          0        500        152
 
Changes from:       January 4, 2011                                  Total Change is:       128
        44        234        -39          0          0          0        244        -18          0          0          0          0       -121        -49
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       56.5       23.9        0.0        0.0        0.0       52.2       17.9        1.4        2.1        0.0        0.0        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8         10          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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   127,917
Positions
     1,421     96,329        538     16,836          0        133     96,272     14,858        179      4,215     14,522          0      8,323      1,358
 
Changes from:       January 4, 2011                                  Total Change is:     9,131
    -1,145      7,388        299       -545          0         -7     10,030      1,378         89        -80        160          0        490       -176
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       75.3        0.4       13.2        0.0        0.1       75.3       11.6        0.1        3.3       11.4        0.0        6.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       123
         5         16          .          9          0          .         62         14          .         11          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,358
Positions
     3,390     14,136          0        941          0          0     18,756      7,819          0        602      4,524          0      3,669        879
 
Changes from:       January 4, 2011                                  Total Change is:       915
       252        171         -7        446          0        -14       -224        522          0       -136        374          0        598       -131
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       51.7        0.0        3.4        0.0        0.0       68.6       28.6        0.0        2.2       16.5        0.0       13.4        3.2
 
Number of Traders in Each Category                                    Total Traders:        43
         5          7          0          .          0          0         14         11          0          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    44,227
Positions
    14,498     26,291        754      3,491      3,356        507     16,579      7,380      1,073        275        602        409      6,641      3,855
 
Changes from:       January 4, 2011                                  Total Change is:     2,733
       271      4,238        215         13        123         35      2,075     -1,557        -84         12         27         -0        197       -264
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       59.4        1.7        7.9        7.6        1.1       37.5       16.7        2.4        0.6        1.4        0.9       15.0        8.7
 
Number of Traders in Each Category                                    Total Traders:        93
        14         19          5          6          5          .         28         15          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    88,454
Positions
    28,997     52,582      1,507      6,981      6,711      1,014     33,158     14,760      2,145        550      1,205        819     13,282      7,711
 
Changes from:       January 4, 2011                                  Total Change is:     5,467
       542      8,476        431         25        246         69      4,150     -3,113       -169         25         55         -1        394       -527
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       59.4        1.7        7.9        7.6        1.1       37.5       16.7        2.4        0.6        1.4        0.9       15.0        8.7
 
Number of Traders in Each Category                                    Total Traders:        93
        14         19          5          6          5          .         28         15          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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   926,081
Positions
    47,006    305,928     43,909    409,800    123,496     59,520     91,041    148,953    110,400     17,535     25,453     16,806    130,064     91,616
 
Changes from:       January 4, 2011                                  Total Change is:    32,386
     5,306      6,783      7,339     -4,269      3,014       -728     10,688      4,102     15,223     -1,513         92        705       -366     -4,146
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       33.0        4.7       44.3       13.3        6.4        9.8       16.1       11.9        1.9        2.7        1.8       14.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       562
        31         52         34        115         61         63         97        150        122         28         28         21
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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   370,854
Positions
    22,735    159,961     10,733    148,920     34,561      9,067     24,491     37,033     55,340      5,512      8,802     11,414     82,641     43,942
 
Changes from:       January 4, 2011                                  Total Change is:    18,904
    10,169      6,881      3,622        974        -79        -46        128        745      7,962     -1,672      1,140        186     -2,418     -1,506
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       43.1        2.9       40.2        9.3        2.4        6.6       10.0       14.9        1.5        2.4        3.1       22.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       139
         7         23          9         31         13         13         18         33         42          4         10          8
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,776,134
Positions
   181,780    790,258    105,452  1,316,957    457,235    239,701    373,842    600,691    234,209     61,074     84,214     26,003    237,116    238,371
 
Changes from:       January 4, 2011                                  Total Change is:    67,411
    -6,509     17,317        783    -24,466     17,219     -5,160     56,435     20,420     32,673      1,119     -4,921      2,276     10,259    -13,198
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       28.5        3.8       47.4       16.5        8.6       13.5       21.6        8.4        2.2        3.0        0.9        8.5        8.6
 
Number of Traders in Each Category                                    Total Traders:       508
        32         48         30         96         56         56         97        134        106         24         21         16
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    97,549
Positions
    19,847     31,990        991     48,459     32,687      5,035     10,901     23,426        804      1,112          0          0     10,400      2,617
 
Changes from:       January 4, 2011                                  Total Change is:      -353
       622        451          0         -1        -97        -25        185       -903        292       -731          0          0       -695        -71
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       32.8        1.0       49.7       33.5        5.2       11.2       24.0        0.8        1.1        0.0        0.0       10.7        2.7
 
Number of Traders in Each Category                                    Total Traders:        93
         8         11          .         32         14         11         13         14          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    85,294
Positions
     7,321     51,621      3,335     28,004      7,473      2,098     26,805      8,902      5,869      2,580        843        294      8,988      4,859
 
Changes from:       January 4, 2011                                  Total Change is:      -851
      -278     -2,564       -267      1,476        -43         -4       -854        750       -177         50        166        125       -923      1,162
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       60.5        3.9       32.8        8.8        2.5       31.4       10.4        6.9        3.0        1.0        0.3       10.5        5.7
 
Number of Traders in Each Category                                    Total Traders:       249
        19         34          9         44         16         13         72         39         21         16          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
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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    13,168
Positions
     2,827     11,794          0      1,949          0          0      4,579          0          0        246          0          0      3,567      1,374
 
Changes from:       January 4, 2011                                  Total Change is:       -43
        17       -226          0        214          0          0       -491          0          0          0          0          0        217        183
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       89.6        0.0       14.8        0.0        0.0       34.8        0.0        0.0        1.9        0.0        0.0       27.1       10.4
 
Number of Traders in Each Category                                    Total Traders:        20
         5          9          0          .          0          0          .          0          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   360,629
Positions
    30,218    206,884      8,926    130,273     37,365     10,492    132,587     65,966      7,889     12,425      4,970        714     27,105     17,424
 
Changes from:       January 4, 2011                                  Total Change is:    -4,043
     2,277     -7,939     -5,085      6,310       -213        -19     -5,348        217      2,649      1,002      1,583       -129     -5,700      4,892
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       57.4        2.5       36.1       10.4        2.9       36.8       18.3        2.2        3.4        1.4        0.2        7.5        4.8
 
Number of Traders in Each Category                                    Total Traders:       247
        20         32          6         43         16         13         70         41         19         15         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   327,604
Positions
    87,826     51,194     17,654    122,285    113,708     19,223     52,643     91,770      7,647      1,396     10,553          8     18,923     15,847
 
Changes from:       January 4, 2011                                  Total Change is:     9,199
     4,450      1,383      2,309      3,568      3,620     -3,406      1,854      1,238        531        117      2,620          4       -228        899
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       15.6        5.4       37.3       34.7        5.9       16.1       28.0        2.3        0.4        3.2        0.0        5.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       237
        15         21          .         54         38         20         42         54         19          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,603
Positions
    10,667      5,406        203     11,936        200          0      3,134     14,053          0      2,889      1,270          0     10,774     18,471
 
Changes from:       January 4, 2011                                  Total Change is:       -92
       357        502         43        580          0          0       -231        -32         -2     -1,383        208          0        544       -811
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       13.7        0.5       30.1        0.5        0.0        7.9       35.5        0.0        7.3        3.2        0.0       27.2       46.6
 
Number of Traders in Each Category                                    Total Traders:        57
        13          6          4         10          .          0          7         13          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,051
Positions
     7,121     17,053      2,055     12,583      6,683        655     12,489      2,617        241      2,224      3,970          0     12,683     16,777
 
Changes from:       January 4, 2011                                  Total Change is:     1,879
    -2,391      4,268         66        -59        108          0      2,238     -1,709       -179        709       -222          0      1,495       -453
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       34.1        4.1       25.1       13.4        1.3       25.0        5.2        0.5        4.4        7.9        0.0       25.3       33.5
 
Number of Traders in Each Category                                    Total Traders:        57
        12         14          .          8          .          .         11          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,131
Positions
         0      4,189        128     14,047     10,936      4,228      4,037      5,676          0      1,003          0          0      3,688      1,974
 
Changes from:       January 4, 2011                                  Total Change is:      -232
         0       -255         27         10       -326        301       -497         34          0          0          0          0        -73        -13
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.4        0.5       51.8       40.3       15.6       14.9       20.9        0.0        3.7        0.0        0.0       13.6        7.3
 
Number of Traders in Each Category                                    Total Traders:        41
         0          4          .         16         12          8          4          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    37,979
Positions
     4,272     16,105        231     15,621      5,945      1,003      6,489     13,192         38      2,803          0          0      7,522      1,465
 
Changes from:       January 4, 2011                                  Total Change is:       -85
       222        111          5       -199       -210        177         67       -290         38       -438          0          0         43         84
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       42.4        0.6       41.1       15.7        2.6       17.1       34.7        0.1        7.4        0.0        0.0       19.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        50
         4          7          .         13          8          5          8          4          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   609,964
Positions
    26,921     75,400     18,687    295,302    176,391     50,726     24,187     65,324     38,680     20,803     25,478      3,585    131,074    155,695
 
Changes from:       January 4, 2011                                  Total Change is:    13,607
     7,902     -4,113       -163     -1,390     18,575       -168    -11,927    -11,784      6,763        400       -575       -168     12,356      5,239
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       12.4        3.1       48.4       28.9        8.3        4.0       10.7        6.3        3.4        4.2        0.6       21.5       25.5
 
Number of Traders in Each Category                                    Total Traders:       151
         9         17         13         44         27         37         18         27         29          4          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   308,099
Positions
        48    119,016      4,465    226,616      7,378     16,336          0    111,939        320          0      1,953          0     60,313     46,691
 
Changes from:       January 4, 2011                                  Total Change is:      -630
        48     -1,778      3,112     -5,356       -340        908          0     -3,286        140          0          0          0        518        614
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.6        1.4       73.6        2.4        5.3        0.0       36.3        0.1        0.0        0.6        0.0       19.6       15.2
 
Number of Traders in Each Category                                    Total Traders:        57
         .         11          .         29          .         14          0         12          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   716,111
Positions
    32,364    102,421      9,992    338,017    216,152     74,873     88,291     94,318     27,454     45,198     57,115      4,298     95,623    129,488
 
Changes from:       January 4, 2011                                  Total Change is:    45,422
    -2,976     23,329      3,242     -9,471    -21,063      7,778     18,554     12,034      4,986     11,460      9,647        801     11,049      4,668
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       14.3        1.4       47.2       30.2       10.5       12.3       13.2        3.8        6.3        8.0        0.6       13.4       18.1
 
Number of Traders in Each Category                                    Total Traders:       188
         8         29         16         33         37         36         24         34         24          8         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,776,443
Positions
    95,606    141,522    205,355    509,275    367,465    228,810    152,972    201,199    214,103     34,415     24,033     49,717    286,190    344,239
 
Changes from:       January 4, 2011                                  Total Change is:    21,756
   -16,155    -34,067      8,730    -28,444    -19,588     18,060     26,436     -5,138     16,647    -22,371      9,740      4,993     13,862     22,380
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        8.0       11.6       28.7       20.7       12.9        8.6       11.3       12.1        1.9        1.4        2.8       16.1       19.4
 
Number of Traders in Each Category                                    Total Traders:       259
        24         37         49         36         54         56         37         52         62         10          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,160,208
Positions
    65,436     95,350     42,932    182,213    434,277    157,680    380,700     49,806     71,007     72,224     49,449      6,325    181,693    253,382
 
Changes from:       January 4, 2011                                  Total Change is:    68,467
    27,894        109      4,407    -12,819     50,548        674     34,649      5,342      2,369      5,954      1,095        371      4,967      3,552
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        8.2        3.7       15.7       37.4       13.6       32.8        4.3        6.1        6.2        4.3        0.5       15.7       21.8
 
Number of Traders in Each Category                                    Total Traders:       172
        17         14         19         25         39         38         34         25         27          8         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   795,316
Positions
   106,168    182,615    260,374      5,826      1,846      1,848     94,029     22,179    222,712     28,495     14,454     44,255     31,608     45,032
 
Changes from:       January 4, 2011                                  Total Change is:    44,714
    14,198     19,555      7,208       -234        -50         30      9,407      3,977      8,809      1,542     -1,249      1,452      2,302      4,983
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       23.0       32.7        0.7        0.2        0.2       11.8        2.8       28.0        3.6        1.8        5.6        4.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       106
        25         25         38          .          .          .         18         21         31          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,273,065
Positions
 1,802,511  2,736,457  2,576,608  1,425,134    418,436    274,070    624,877    373,048  3,902,063     32,163    304,587    795,951    839,688    891,846
 
Changes from:       January 4, 2011                                  Total Change is:   440,435
     5,302    -31,465    141,108     27,126    -66,938     66,065     -6,560     72,104    197,373    -24,190     20,406     41,868     -7,656        -85
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       22.3       21.0       11.6        3.4        2.2        5.1        3.0       31.8        0.3        2.5        6.5        6.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       273
        36         55         89          9         12         18         71         51        103         11         16         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,110
Positions
     5,772      6,025        209      1,426      1,124        142      1,575      5,753          0      4,800        508          0        186        349
 
Changes from:       January 4, 2011                                  Total Change is:       326
      -452        205         93         12          1          8        529       -137          0          0         30          0        136        126
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       42.7        1.5       10.1        8.0        1.0       11.2       40.8        0.0       34.0        3.6        0.0        1.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        32
         .          4          .          .          5          .          .         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    42,554
Positions
    36,570     22,686      1,202      1,940      1,814        130      2,630     10,811          0          0      5,473          0         82        438
 
Changes from:       January 4, 2011                                  Total Change is:    -1,462
    -1,063        639      1,202       -175       -198         74     -1,507     -3,413          0          0          0          0          7        234
 
Percent of Open Interest Represented by Each Category of Trader
      85.9       53.3        2.8        4.6        4.3        0.3        6.2       25.4        0.0        0.0       12.9        0.0        0.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          .          .          5          .          .          9          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,854
Positions
    10,809     14,160         17      1,276        180        627     13,933     16,672      2,184      1,912        972         15      6,081      2,028
 
Changes from:       January 4, 2011                                  Total Change is:     8,749
       -67     11,345       -192        202         -8       -100      5,129     -2,812      1,279        589       -161         -6      1,914       -597
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       38.4        0.0        3.5        0.5        1.7       37.8       45.2        5.9        5.2        2.6        0.0       16.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        83
         4          5          .          4          .          .         23         25         10         13          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   148,916
Positions
    64,994     33,100     28,864      3,223        555      3,853      3,373     38,687     19,694      1,645      3,905      4,437     18,833     15,821
 
Changes from:       January 4, 2011                                  Total Change is:      -179
    -6,853     -2,216      3,982      1,172         41        200      2,036        926      1,005        841        -30       -396     -2,165     -3,690
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       22.2       19.4        2.2        0.4        2.6        2.3       26.0       13.2        1.1        2.6        3.0       12.6       10.6
 
Number of Traders in Each Category                                    Total Traders:        89
         9         14         18          4          4          5         11         30         27          5          .         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     5,065
Positions
       970      3,388          0      2,204          0          0        715      1,538         37        871         88          0        268         14
 
Changes from:       January 4, 2011                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       66.9        0.0       43.5        0.0        0.0       14.1       30.4        0.7       17.2        1.7        0.0        5.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          .          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated January 14, 2011