MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,776
COMMITMENTS
   3,282    4,932      472   20,086   19,082   23,840   24,486    3,936    3,290

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -3,106)
    -763      183     -225   -1,922   -3,086   -2,910   -3,128     -196       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     17.8      1.7     72.3     68.7     85.8     88.2     14.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8       19       10       29       28       44       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      204,650
COMMITMENTS
  51,548   30,825   40,095   91,149   96,978  182,792  167,898   21,858   36,752

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      5,017)
   2,587    1,291      971    1,427    1,682    4,985    3,944       32    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     15.1     19.6     44.5     47.4     89.3     82.0     10.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      80       82       91       47       62      184      190
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      340,954
COMMITMENTS
 132,389   44,065   52,400  127,864  177,151  312,653  273,616   28,301   67,338

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -2,371)
  -4,645   -8,108      435    2,122    4,955   -2,088   -2,718     -283      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     12.9     15.4     37.5     52.0     91.7     80.3      8.3     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     144       76      105       98      194      307      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,343
COMMITMENTS
   4,073    2,706      866    2,459    4,097    7,398    7,669    1,945    1,674

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        860)
     106      585      238      122     -243      466      580      394      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     29.0      9.3     26.3     43.9     79.2     82.1     20.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      33       16        9       15       25       54       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,400
COMMITMENTS
  16,676    6,637    6,053    9,198    6,816   31,927   19,506    6,473   18,894

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      1,179)
   1,120     -262       -2       63      328    1,181       64       -2    1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     17.3     15.8     24.0     17.8     83.1     50.8     16.9     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      49       29       30       27       41       91       89
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,528
COMMITMENTS
   8,496        0       80   33,423   50,713   41,999   50,793    9,529      735

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      8,127)
   1,717       -5      -57    5,025    7,785    6,685    7,723    1,442      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      0.0      0.2     64.9     98.4     81.5     98.6     18.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        0        1       13       15       19       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      114,999
COMMITMENTS
  47,003   13,281        3   28,147   85,525   75,153   98,809   39,846   16,190

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     14,754)
  16,004    1,437     -934   -1,135   14,582   13,935   15,085      819     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     11.5      0.0     24.5     74.4     65.4     85.9     34.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      37        8        1       18       24       55       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,914
COMMITMENTS
  18,014    9,027        5    9,920   24,795   27,939   33,827   14,975    9,087

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -686)
   1,774      611       -9   -1,727     -248       38      354     -724   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     21.0      0.0     23.1     57.8     65.1     78.8     34.9     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        9        1       10       13       26       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      143,823
COMMITMENTS
  78,102   18,620    1,631   56,856  121,413  136,589  141,664    7,234    2,159

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      9,205)
 -19,097      327    1,007   26,151    7,624    8,061    8,958    1,144      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3     12.9      1.1     39.5     84.4     95.0     98.5      5.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      42       17        4       19       23       65       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       86,269
COMMITMENTS
  14,242   27,162    1,716   52,143   36,262   68,101   65,140   18,168   21,129

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        682)
 -10,167   -2,111      819   10,995    2,043    1,647      751     -965      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     31.5      2.0     60.4     42.0     78.9     75.5     21.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      13       29        8       30       27       49       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      132,233
COMMITMENTS
  47,661   24,373      720   55,384   74,207  103,765   99,300   28,468   32,933

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -836)
  -8,130   -1,412     -377    3,863   -1,379   -4,644   -3,168    3,808    2,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     18.4      0.5     41.9     56.1     78.5     75.1     21.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       25        4       26       28       54       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      198,099
COMMITMENTS
  32,322   47,612    3,554  115,122   92,641  150,998  143,807   47,101   54,292

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -5,831)
 -14,942   -6,900     -299   18,257   -2,226    3,016   -9,425   -8,847    3,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     24.0      1.8     58.1     46.8     76.2     72.6     23.8     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      30       52       17       42       45       84      102
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,595
COMMITMENTS
  22,024    3,763      166    2,185   22,194   24,375   26,123    3,220    1,472

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:         20)
    -958     -774      166      884      392       92     -216      -72      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.8     13.6      0.6      7.9     80.4     88.3     94.7     11.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        9        3        8       14       23       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,170,084
COMMITMENTS
 930,551  631,255  989,975  5405980  5669580  7326506  7290810  843,578  879,274

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     86,494)
 163,075   -7,704  -53,496  -32,779  155,819   76,800   94,619    9,694   -8,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      7.7     12.1     66.2     69.4     89.7     89.2     10.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      59       41       80      120      128      217      216
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      980,643
COMMITMENTS
  75,408   79,933   69,095  685,937  724,090  830,439  873,117  150,204  107,526

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     39,500)
  -2,062   -2,373   17,533    9,888   20,862   25,360   36,022   14,140    3,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      8.2      7.0     69.9     73.8     84.7     89.0     15.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     111      109       60      234      213      374      353
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      384,778
COMMITMENTS
  62,391   21,690    8,004  222,030  310,923  292,425  340,617   92,353   44,161

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     20,134)
   9,299   -1,374    3,990     -461   12,973   12,828   15,589    7,306    4,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      5.6      2.1     57.7     80.8     76.0     88.5     24.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      19       19        8       58       68       78       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,979,326
COMMITMENTS
 333,297  559,426   37,240  2319535  2065834  2690072  2662500  289,254  316,826

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     96,831)
   2,652   54,458    8,261   51,746   39,447   62,659  102,166   34,172   -5,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     18.8      1.2     77.9     69.3     90.3     89.4      9.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      503)
     101      104       45      201      186      325      312
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,340
COMMITMENTS
  15,658    6,814      327   82,131   97,985   98,116  105,126   10,224    3,214

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        768)
    -683     -646     -739    3,018    1,908    1,596      523     -828      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      6.3      0.3     75.8     90.4     90.6     97.0      9.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16        5        1       49       35       65       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      110,065
COMMITMENTS
  23,284    9,870    8,352   66,676   85,624   98,312  103,846   11,753    6,220

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      3,017)
   1,027     -698      206      575    3,952    1,808    3,460    1,209     -443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      9.0      7.6     60.6     77.8     89.3     94.3     10.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      80       30       12       88       77      172      116
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,544
COMMITMENTS
   8,421    1,573        0   13,013   24,995   21,434   26,568    6,110      976

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        897)
     967       32        0      256      959    1,223      991     -326      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      5.7      0.0     47.2     90.7     77.8     96.5     22.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        0        8       16       14       19
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      412,606
COMMITMENTS
 113,404   80,572    2,671  268,314  303,145  384,389  386,388   28,217   26,218

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     10,599)
   5,537    1,586   -4,208    1,595   14,967    2,924   12,345    7,675   -1,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     19.5      0.6     65.0     73.5     93.2     93.6      6.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      76       31        9       84       70      163      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      127,012
COMMITMENTS
  53,550   10,198      522   41,937  102,478   96,009  113,198   31,003   13,814

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      9,710)
   8,756   -7,953      -70      666   19,693    9,352   11,670      358   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2      8.0      0.4     33.0     80.7     75.6     89.1     24.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       10        4       15       22       44       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       63,587
COMMITMENTS
  10,060   13,042      477   27,152   16,963   37,689   30,482   25,898   33,105

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     17,991)
    -346   -1,953      429    3,843    5,791    3,926    4,267   14,065   13,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     20.5      0.8     42.7     26.7     59.3     47.9     40.7     52.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       10        2       26       19       43       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,504
COMMITMENTS
  14,072    4,857    1,917   26,476   33,400   42,465   40,174   17,039   19,330

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      6,483)
      -3      419      803    2,872   -1,720    3,672     -498    2,811    6,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      8.2      3.2     44.5     56.1     71.4     67.5     28.6     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13        8        3       22       24       36       34
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,966
COMMITMENTS
   3,559    1,298      300   20,954   25,131   24,813   26,729    4,153    2,237

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        -47)
    -327      -35        0      828     -442      501     -477     -548      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      4.5      1.0     72.3     86.8     85.7     92.3     14.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        1       18       24       23       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       39,484
COMMITMENTS
  13,332    1,772       16   18,836   35,928   32,184   37,716    7,300    1,768

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      1,972)
   3,291      195       16   -2,009    1,817    1,298    2,028      674      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      4.5      0.0     47.7     91.0     81.5     95.5     18.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17        3        2       22       18       40       22
 

Updated December 10, 2010