MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,504
COMMITMENTS
   4,325    2,456      943   17,023   19,550   22,291   22,949    4,213    3,555

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      1,934)
   1,036      810      -42    1,233      815    2,227    1,583     -293      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      9.3      3.6     64.2     73.8     84.1     86.6     15.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       10       14       28       24       54       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      202,437
COMMITMENTS
  59,347   30,279   39,292   85,252   99,033  183,891  168,604   18,546   33,833

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    -12,202)
  -5,737    2,558   -3,048      257   -9,998   -8,528  -10,488   -3,674   -1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     15.0     19.4     42.1     48.9     90.8     83.3      9.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      77       77       76       39       55      167      170
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      315,182
COMMITMENTS
 140,751   40,483   33,840  116,119  181,205  290,710  255,528   24,472   59,654

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -3,245)
   2,633    3,183      -46   -4,141   -5,417   -1,554   -2,280   -1,691     -965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     12.8     10.7     36.8     57.5     92.2     81.1      7.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     140       61       84       80      180      257      297
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,891
COMMITMENTS
   4,115    2,713      874    2,885    4,694    7,874    8,281    2,017    1,610

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -165)
     161     -634      102     -134      600      129       68     -294     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     27.4      8.8     29.2     47.5     79.6     83.7     20.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       24       11       18       29       56       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,039
COMMITMENTS
   9,974    9,660    3,754   11,347    4,344   25,075   17,758    4,964   12,281

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:        989)
    -525      617    1,037    1,279       22    1,791    1,676     -802     -687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     32.2     12.5     37.8     14.5     83.5     59.1     16.5     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      25       39       29       37       33       80       87
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,182
COMMITMENTS
   7,556       16      606   24,520   40,493   32,682   41,115    8,500       67

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      1,736)
   1,110        0        0      597    1,763    1,707    1,763       29      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      0.0      1.5     59.5     98.3     79.4     99.8     20.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        1       11       13       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      112,791
COMMITMENTS
  47,852   17,112      145   22,985   80,111   70,982   97,368   41,809   15,423

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    -11,060)
 -15,431   -2,385       44    2,999   -9,327  -12,388  -11,668    1,328      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     15.2      0.1     20.4     71.0     62.9     86.3     37.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      39        9        4       22       21       63       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,022
COMMITMENTS
  24,908   13,673        3    9,487   30,720   34,398   44,396   19,624    9,626

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -3,700)
  -6,596    2,116        1    3,258   -5,361   -3,337   -3,244     -363     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     25.3      0.0     17.6     56.9     63.7     82.2     36.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17        7        1       12       18       29       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      137,858
COMMITMENTS
 104,557   22,432       46   26,684  113,508  131,287  135,986    6,571    1,872

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -3,870)
  -4,300     -207       46      610   -4,181   -3,644   -4,342     -226      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.8     16.3      0.0     19.4     82.3     95.2     98.6      4.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      57       17        1       19       22       77       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       90,068
COMMITMENTS
  34,708   28,912      146   31,962   40,875   66,816   69,933   23,252   20,135

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -2,800)
  -5,162   -2,892      -53    5,352      106      137   -2,839   -2,937       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     32.1      0.2     35.5     45.4     74.2     77.6     25.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      32       18        6       21       20       55       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      139,496
COMMITMENTS
  62,554   16,698       89   47,485   91,956  110,128  108,743   29,368   30,753

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -7,085)
  -3,909   -1,480      -68     -841   -6,261   -4,818   -7,809   -2,267      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     12.0      0.1     34.0     65.9     78.9     78.0     21.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      43       26        1       19       30       63       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      219,761
COMMITMENTS
  74,855   28,107    2,304   80,283  143,118  157,442  173,529   62,319   46,232

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     21,925)
   6,137      900     -579    7,103   20,879   12,661   21,200    9,264      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     12.8      1.0     36.5     65.1     71.6     79.0     28.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      57       35       18       35       40       97       89
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,031
COMMITMENTS
  21,477    6,146        0    1,856   19,755   23,333   25,901    3,698    1,130

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:        594)
     201    1,443        0      643     -852      844      591     -250        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.5     22.7      0.0      6.9     73.1     86.3     95.8     13.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        9        0        6       12       20       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,980,361
COMMITMENTS
 1598558  618,890  1023987  4436160  5406677  7058705  7049554  921,656  930,807

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    198,749)
 -52,409   69,432   46,845  229,838   61,846  224,274  178,123  -25,525   20,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      7.8     12.8     55.6     67.7     88.5     88.3     11.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      64       48       80      122      131      230      224
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      854,075
COMMITMENTS
  71,744   77,980   36,759  614,601  635,726  723,104  750,465  130,971  103,610

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     10,115)
   3,042      868    1,302   13,066   10,127   17,410   12,297   -7,295   -2,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      9.1      4.3     72.0     74.4     84.7     87.9     15.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     104       98       42      207      217      325      343
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      316,147
COMMITMENTS
  45,374   17,636      568  197,043  241,529  242,985  259,733   73,162   56,414

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      9,597)
     989   -3,229     -139    8,436   16,550    9,286   13,182      311   -3,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      5.6      0.2     62.3     76.4     76.9     82.2     23.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      16       17        6       52       63       71       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,689,641
COMMITMENTS
 273,142  443,011   39,666  2087788  1970984  2400596  2453661  289,045  235,980

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,590)
    -709    9,510   18,179   23,149  -32,114   40,619   -4,425  -38,029    7,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     16.5      1.5     77.6     73.3     89.3     91.2     10.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
      94       94       30      180      192      285      305
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,640
COMMITMENTS
  17,216    7,616      590   79,466   96,119   97,272  104,325   10,368    3,315

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      1,120)
    -965      515      449    2,164    1,095    1,648    2,059     -528     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      7.1      0.5     73.8     89.3     90.4     96.9      9.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14        4        1       44       36       58       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      109,183
COMMITMENTS
  25,979    8,265    8,588   62,772   85,196   97,339  102,050   11,844    7,133

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:        335)
  -2,730   -1,379      129    1,504      726   -1,097     -524    1,432      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      7.6      7.9     57.5     78.0     89.2     93.5     10.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      73       41       13       77       78      154      128
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,767
COMMITMENTS
   7,341        0        0   11,934   18,441   19,275   18,441    3,492    4,326

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,523)
     367        0        0    1,851    1,704    2,218    1,704      305      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      0.0      0.0     52.4     81.0     84.7     81.0     15.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0        7       14       10       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      432,080
COMMITMENTS
 129,895   78,032    6,234  254,190  333,777  390,319  418,043   41,761   14,037

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    -10,939)
 -13,650   -5,058   -1,189   -1,734   -4,891  -16,573  -11,138    5,634      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     18.1      1.4     58.8     77.2     90.3     96.8      9.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      73       41       10       72       73      146      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      133,257
COMMITMENTS
  71,661   12,480      172   26,588  105,534   98,421  118,186   34,836   15,071

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -5,280)
  -8,036      474       20      110   -7,060   -7,906   -6,566    2,626    1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8      9.4      0.1     20.0     79.2     73.9     88.7     26.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      37       12        3       13       21       52       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,911
COMMITMENTS
   7,092    6,865        4   16,738    7,928   23,834   14,797    9,077   18,114

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -1,207)
    -477      715        0      588      789      111    1,504   -1,318   -2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     20.9      0.0     50.9     24.1     72.4     45.0     27.6     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        8        1       24       13       37       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,098
COMMITMENTS
   7,361   10,395      503   23,120   20,269   30,984   31,167    8,114    7,931

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,298)
   1,160    1,657       98    1,516      478    2,774    2,233     -476       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     26.6      1.3     59.1     51.8     79.2     79.7     20.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        8        1       17       19       28       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,406
COMMITMENTS
   4,701    1,379      300   22,657   27,691   27,658   29,370    3,748    2,036

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -298)
     782     -436        0   -1,166      362     -384      -74       86     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      4.4      1.0     72.1     88.2     88.1     93.5     11.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        3        1       18       25       25       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       33,087
COMMITMENTS
   7,137    1,281        0   19,096   30,599   26,233   31,880    6,854    1,207

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,314)
    -769     -204        0    2,687    3,272    1,918    3,068      396     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      3.9      0.0     57.7     92.5     79.3     96.4     20.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        1        0       19       16       32       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,874
COMMITMENTS
   4,225    4,736        0    9,430    9,310   13,655   14,046    1,219      828

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -868)
      89   -1,547        0     -597      855     -508     -692     -360     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     31.8      0.0     63.4     62.6     91.8     94.4      8.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        4        0        5        2       18        6
 

Updated October 22, 2010