MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,429
COMMITMENTS
   2,303    1,613      959   15,759   17,774   19,021   20,346    4,408    3,083

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -4,441)
    -854     -938        7   -2,953   -3,045   -3,800   -3,976     -641     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      6.9      4.1     67.3     75.9     81.2     86.8     18.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       10       14       23       22       49       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,845
COMMITMENTS
  67,686   28,682   42,805   88,349  113,499  198,840  184,986   23,005   36,859

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -20,810)
 -11,860     -905   -3,163   -2,972  -13,801  -17,995  -17,869   -2,815   -2,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     12.9     19.3     39.8     51.2     89.6     83.4     10.4     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      89       73       96       42       63      199      184
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      322,975
COMMITMENTS
 141,934   34,485   33,550  122,421  190,983  297,905  259,018   25,070   63,957

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -15,733)
  -6,565   -4,622   -5,232   -1,770   -5,393  -13,567  -15,247   -2,166     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     10.7     10.4     37.9     59.1     92.2     80.2      7.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     141       54       86       87      180      270      292
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,494
COMMITMENTS
   3,822    3,026    1,020    2,698    3,766    7,540    7,812    1,954    1,682

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:         95)
    -181       -6      113      250       39      182      146      -87      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     31.9     10.7     28.4     39.7     79.4     82.3     20.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28       27       16       22       31       63       67
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,272
COMMITMENTS
  11,961    7,220    2,836   10,115    5,654   24,912   15,710    5,360   14,562

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -671)
     510      262   -1,029     -216      454     -735     -313       64     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     23.9      9.4     33.4     18.7     82.3     51.9     17.7     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      29       37       30       33       36       81       87
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       37,528
COMMITMENTS
   4,974       20      602   24,167   36,762   29,743   37,384    7,785      144

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      1,358)
   2,633     -750        0   -1,225    2,552    1,408    1,802      -50     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      0.1      1.6     64.4     98.0     79.3     99.6     20.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       11       13       16       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,045
COMMITMENTS
  62,909   20,231      102   16,843   85,492   79,854  105,825   40,191   14,220

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     18,785)
  19,831    5,023       -3   -1,114   12,515   18,714   17,535       71    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4     16.9      0.1     14.0     71.2     66.5     88.2     33.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      46       13        3       16       27       65       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,636
COMMITMENTS
  31,693    9,094        5    5,279   38,448   36,977   47,547   19,659    9,089

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      3,184)
   4,038    1,432        5     -918    2,023    3,125    3,460       59     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     16.1      0.0      9.3     67.9     65.3     84.0     34.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      24        6        1        7       18       31       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      139,575
COMMITMENTS
 106,169   20,405        0   26,893  117,470  133,062  137,875    6,513    1,700

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     15,994)
  16,857   -2,316       -2     -642   18,430   16,213   16,112     -219     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.1     14.6      0.0     19.3     84.2     95.3     98.8      4.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      52       16        0       15       25       67       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       86,536
COMMITMENTS
  37,064   27,661        1   23,758   39,982   60,823   67,644   25,713   18,892

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      8,823)
  10,339   -1,258      -16   -1,657   12,348    8,666   11,074      157   -2,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     32.0      0.0     27.5     46.2     70.3     78.2     29.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       24        1       19       23       45       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      142,488
COMMITMENTS
  66,866   17,660      384   44,606   96,417  111,856  114,461   30,632   28,027

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     24,214)
  21,730    1,190      135     -774   19,185   21,091   20,510    3,123    3,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     12.4      0.3     31.3     67.7     78.5     80.3     21.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      40       25        3       20       28       62       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      197,406
COMMITMENTS
  72,979   24,736    2,085   66,364  122,353  141,428  149,174   55,978   48,232

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      7,367)
   2,341  -10,572    1,160    2,255   15,804    5,756    6,392    1,611      975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     12.5      1.1     33.6     62.0     71.6     75.6     28.4     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      64       34       15       30       44       98       90
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,042
COMMITMENTS
  21,339    5,005        0      881   19,451   22,220   24,456    3,822    1,586

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:         77)
    -265      671        0      240     -664      -25        7      102       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.9     19.2      0.0      3.4     74.7     85.3     93.9     14.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        0        6       13       19       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,769,907
COMMITMENTS
 1666170  490,590  1007662  4175266  5354680  6849098  6852932  920,809  916,975

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    102,366)
  99,559   46,498  -41,434    8,008   82,566   66,133   87,630   36,233   14,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      6.3     13.0     53.7     68.9     88.1     88.2     11.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      58       48       76      118      126      220      213
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      829,851
COMMITMENTS
  73,698   76,889   34,138  584,563  613,416  692,400  724,443  137,451  105,408

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     18,438)
  11,350      229    6,478   -5,663   15,352   12,164   22,059    6,274   -3,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      9.3      4.1     70.4     73.9     83.4     87.3     16.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     100      107       45      208      221      332      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      301,055
COMMITMENTS
  43,139   20,798      710  185,809  219,211  229,658  240,719   71,397   60,336

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      3,785)
   5,079     -479       42   -1,948    7,183    3,173    6,746      612   -2,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      6.9      0.2     61.7     72.8     76.3     80.0     23.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      16       20        6       54       62       73       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,643,979
COMMITMENTS
 290,958  418,617   28,980  1993772  1971024  2313710  2418621  330,269  225,358

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     73,264)
  59,620   31,806    3,911  -18,576   40,847   44,955   76,564   28,309   -3,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     15.8      1.1     75.4     74.5     87.5     91.5     12.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
      94       99       31      177      193      288      306
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,918
COMMITMENTS
  19,957    6,925      109   78,096   98,134   98,162  105,168   10,756    3,750

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        124)
   3,001   -1,535     -406   -3,372    1,693     -777     -248      901      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      6.4      0.1     71.7     90.1     90.1     96.6      9.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15        3        2       45       36       61       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      111,443
COMMITMENTS
  36,090   10,627    8,081   55,811   86,573   99,982  105,281   11,460    6,162

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     28,881)
   5,495   -4,868    6,650   12,352   23,558   24,497   25,339    4,384    3,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      9.5      7.3     50.1     77.7     89.7     94.5     10.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      73       38       10       70       87      148      130
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,467
COMMITMENTS
   7,246        0        0    9,060   15,846   16,306   15,846    3,161    3,621

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      0.0      0.0     46.5     81.4     83.8     81.4     16.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        6       15        8       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      459,878
COMMITMENTS
 180,145   89,058    4,482  233,754  353,635  418,381  447,175   41,497   12,703

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     47,071)
  27,168   11,581   -2,675   16,461   38,558   40,954   47,464    6,117     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     19.4      1.0     50.8     76.9     91.0     97.2      9.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      72       39        8       65       81      141      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,447
COMMITMENTS
  81,871   12,835      156   24,969  113,042  106,996  126,033   32,451   13,414

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      1,801)
     452      949       -1     -121    2,005      330    2,953    1,471   -1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7      9.2      0.1     17.9     81.1     76.7     90.4     23.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      38       12        3       12       23       51       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,389
COMMITMENTS
   6,188    4,089        4   16,524    6,653   22,716   10,746    9,673   21,643

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        971)
  -1,063     -442        4    1,002   -1,141      -57   -1,579    1,028    2,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     12.6      0.0     51.0     20.5     70.1     33.2     29.9     66.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10        8        1       20       11       30       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,795
COMMITMENTS
   5,746    8,731      368   24,239   20,697   30,353   29,796   10,442   10,999

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      5,264)
   2,082    5,150     -116    3,187    2,766    5,153    7,800      111   -2,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     21.4      0.9     59.4     50.7     74.4     73.0     25.6     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        7        1       19       18       30       26
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,517
COMMITMENTS
   3,915    1,562      300   22,898   26,291   27,113   28,153    3,404    2,364

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,182)
    -643      258        0   -1,974   -2,255   -2,617   -1,997      435     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      5.1      1.0     75.0     86.2     88.8     92.3     11.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4        1       16       24       22       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       30,527
COMMITMENTS
   7,853    1,281        0   16,182   27,191   24,035   28,472    6,492    2,055

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      1,246)
     479     -253     -129      864    1,606    1,214    1,224       32       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      4.2      0.0     53.0     89.1     78.7     93.3     21.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        1        0       17       14       29       15
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,999
COMMITMENTS
   3,445    6,008       71    9,473    7,281   12,989   13,360    1,010      639

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        709)
     773      261       71      117      467      961      799     -252      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     42.9      0.5     67.7     52.0     92.8     95.4      7.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        5        1        5        3       17        8
 

Updated October 8, 2010