Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   104,809
Positions
     4,275     56,535      1,727      9,380      9,896         67     38,600     12,496      1,639      8,273      6,529          0     40,848     15,920
 
Changes from:       October 26, 2010                                 Total Change is:     2,540
      -289        193        -58        347        242       -350      2,210      1,605        324        165       -527          0        191      1,111
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       53.9        1.6        8.9        9.4        0.1       36.8       11.9        1.6        7.9        6.2        0.0       39.0       15.2
 
Number of Traders in Each Category                                    Total Traders:        83
         6         15          4          .          .          .         32         11          4         12          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,129
Positions
     5,066     21,524        994      1,742        942        318     21,508     13,425          1          0        500          0     18,500     10,425
 
Changes from:       October 26, 2010                                 Total Change is:    -1,939
      -156     -2,117        -18         23         79       -114     -1,577       -629         -1          0          0          0        -96        861
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       44.7        2.1        3.6        2.0        0.7       44.7       27.9        0.0        0.0        1.0        0.0       38.4       21.7
 
Number of Traders in Each Category                                    Total Traders:        44
         5         11          .          .          .          .         15          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    91,819
Positions
    14,810     21,895      1,418      8,428     20,053        943     38,547     15,407        222      2,387     10,650          0     25,064     21,231
 
Changes from:       October 26, 2010                                 Total Change is:     5,208
     2,595      4,598        -60     -3,184        993       -137      5,232      5,003       -204        627     -6,033          0        339      1,048
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       23.8        1.5        9.2       21.8        1.0       42.0       16.8        0.2        2.6       11.6        0.0       27.3       23.1
 
Number of Traders in Each Category                                    Total Traders:        86
        10         10          .          5         10          .         30         13         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   140,062
Positions
    10,939     89,363      2,293     37,626      5,034      1,150     51,119     11,044        777      5,567      3,427          0     30,591     26,974
 
Changes from:       October 26, 2010                                 Total Change is:       212
       258      5,322        395     -2,967        -97       -135      1,243     -1,327        107        265     -1,032          0      1,046     -3,021
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       63.8        1.6       26.9        3.6        0.8       36.5        7.9        0.6        4.0        2.4        0.0       21.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       113
         8         18          4         13          7          4         32         25          8          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   206,972
Positions
    47,509     91,212      3,561     25,688     19,432      2,119     45,948     34,132      2,884     20,091      6,473        335     58,837     46,824
 
Changes from:       October 26, 2010                                 Total Change is:    -2,131
    -3,573     -8,757        796      1,719       -980       -148     -1,995      4,579         23     -1,456      1,155         72      2,431      1,129
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       44.1        1.7       12.4        9.4        1.0       22.2       16.5        1.4        9.7        3.1        0.2       28.4       22.6
 
Number of Traders in Each Category                                    Total Traders:       158
        20         16          6         18         14          6         40         31         13         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   125,968
Positions
     6,927     94,674      1,348     20,977      2,838        184     63,359      6,292         11      1,156      4,153          0     32,006     16,468
 
Changes from:       October 26, 2010                                 Total Change is:    -2,502
     1,000     -5,593       -263       -562        -17        -74     -1,405      2,576        -27         38         13          0     -1,209        883
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       75.2        1.1       16.7        2.3        0.1       50.3        5.0        0.0        0.9        3.3        0.0       25.4       13.1
 
Number of Traders in Each Category                                    Total Traders:        73
         .         18          .          5          .          .         27         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,997
Positions
     7,166     24,825      7,507          0          0          0     14,827      6,240      1,388      1,255         16        606      8,248        415
 
Changes from:       October 26, 2010                                 Total Change is:     1,420
       902        287        811          0          0          0       -207         98       -119        139          0          0       -106        343
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       60.6       18.3        0.0        0.0        0.0       36.2       15.2        3.4        3.1        0.0        1.5       20.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          8          0          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   135,871
Positions
     6,212    107,008        352     19,092        150         48     98,975      8,638         16      4,397     17,968          0      6,779      1,691
 
Changes from:       October 26, 2010                                 Total Change is:    -1,028
    -1,144      1,573          3        491          0       -172        627     -2,173          7        239       -137          0     -1,079       -129
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       78.8        0.3       14.1        0.1        0.0       72.8        6.4        0.0        3.2       13.2        0.0        5.0        1.2
 
Number of Traders in Each Category                                    Total Traders:       112
         9         16          .          9          .          .         49         12          .          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,353
Positions
     1,759     21,249         41        432        127          0     21,980      5,584          0        537        150          0      3,604      1,202
 
Changes from:       October 26, 2010                                 Total Change is:     1,599
      -108      3,126          0        -42       -130          0      1,749     -1,529          0          0          0          0          0        132
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       74.9        0.1        1.5        0.4        0.0       77.5       19.7        0.0        1.9        0.5        0.0       12.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        35
         .         12          .          .          .          0         11          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    48,467
Positions
    16,172     23,485        632      3,379      4,353        603     19,420     12,053        486        275      1,332         26      7,476      5,501
 
Changes from:       October 26, 2010                                 Total Change is:       413
         4       -797        120       -115       -243         97        206        338        -39        -85        140         26        201        772
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       48.5        1.3        7.0        9.0        1.2       40.1       24.9        1.0        0.6        2.7        0.1       15.4       11.3
 
Number of Traders in Each Category                                    Total Traders:        95
        14         19          4          5          7          .         30         15          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    96,934
Positions
    32,344     46,969      1,263      6,757      8,705      1,205     38,840     24,105        972        550      2,663         51     14,952     11,001
 
Changes from:       October 26, 2010                                 Total Change is:       826
         7     -1,593        240       -229       -485        193        411        676        -78       -170        279         51        401      1,543
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       48.5        1.3        7.0        9.0        1.2       40.1       24.9        1.0        0.6        2.7        0.1       15.4       11.3
 
Number of Traders in Each Category                                    Total Traders:        95
        14         19          4          5          7          .         30         15          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   879,024
Positions
    26,446    294,924     72,856    419,410    135,406     65,383    104,264    137,142     52,751     18,821     28,714      1,492    117,601     90,356
 
Changes from:       October 26, 2010                                 Total Change is:     9,344
     1,576      5,185     12,185     -9,325       -703      3,151      6,095     -1,952      2,544      2,341        586        573     -9,796    -12,225
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       33.6        8.3       47.7       15.4        7.4       11.9       15.6        6.0        2.1        3.3        0.2       13.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       530
        27         52         21        118         63         65        102        121         64         23         24          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   337,046
Positions
    38,509    189,022      8,120    148,699     46,010      7,745     55,772     27,647      1,338      8,430      9,587        621     67,812     46,956
 
Changes from:       October 26, 2010                                 Total Change is:     6,567
     8,016     13,384        964     -1,500        542        211      1,119        951        148        177         27        621     -3,189    -10,281
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       56.1        2.4       44.1       13.7        2.3       16.5        8.2        0.4        2.5        2.8        0.2       20.1       13.9
 
Number of Traders in Each Category                                    Total Traders:       134
        11         25          5         31         16         15         14         29          7          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,709,889
Positions
   139,057    728,884    124,307  1,376,653    470,076    265,093    464,845    769,856     34,683     52,073     95,755      4,235    248,943    217,000
 
Changes from:       October 26, 2010                                 Total Change is:    13,886
    15,620      6,826      8,285    -34,179     -1,282      9,757     40,875      1,479     -4,015     10,695      2,670       -116    -33,036     -9,718
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       26.9        4.6       50.8       17.3        9.8       17.2       28.4        1.3        1.9        3.5        0.2        9.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       484
        25         47         10        100         56         55        102        112         45         20         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,832
Positions
    14,738     33,236     10,013     48,052     38,385      5,034     14,906     16,260        513      1,473          0          0     11,103      2,391
 
Changes from:       October 26, 2010                                 Total Change is:    -2,873
     2,061     -2,488          0     -3,590       -767       -285     -1,636        558        435         23          0          0        119       -326
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       31.4        9.5       45.4       36.3        4.8       14.1       15.4        0.5        1.4        0.0        0.0       10.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        86
         6          9          .         28         12         10         16         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   113,462
Positions
     9,559     39,485     19,153     24,903     17,530      2,155     32,628     13,089     11,161      1,722      3,052        365     11,816      7,471
 
Changes from:       October 26, 2010                                 Total Change is:    -2,152
    -2,256     -2,326       -200      1,244        120       -113       -727        633        -30          4        219         24        -98       -479
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       34.8       16.9       21.9       15.5        1.9       28.8       11.5        9.8        1.5        2.7        0.3       10.4        6.6
 
Number of Traders in Each Category                                    Total Traders:       245
        18         32         10         40         19         10         66         46         15         11         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,873
Positions
    10,958     18,018          3        245        280          0      9,661      2,289          0        341          0          0      3,665      4,283
 
Changes from:       October 26, 2010                                 Total Change is:        38
      -121        123         -4          0          0          0        246        205          0          0          0          0        -83       -286
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       72.4        0.0        1.0        1.1        0.0       38.8        9.2        0.0        1.4        0.0        0.0       14.7       17.2
 
Number of Traders in Each Category                                    Total Traders:        24
         4         11          .          .          .          0          4          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   442,944
Positions
    84,128    198,460      4,625    123,288     86,251     10,777    167,546    106,707      3,098      8,609     16,967        120     40,753     15,939
 
Changes from:       October 26, 2010                                 Total Change is:   -10,952
   -10,208    -11,777     -1,449      6,219        598       -563     -6,084        921      1,070         18      1,093        120        -75       -965
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       44.8        1.0       27.8       19.5        2.4       37.8       24.1        0.7        1.9        3.8        0.0        9.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       243
        19         30          5         40         18         10         66         46          9         11         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   399,980
Positions
   164,724     62,704      1,727    120,003    146,076     21,356     65,598    128,935      6,302      1,840     17,530          0     18,430     15,350
 
Changes from:       October 26, 2010                                 Total Change is:    -2,826
    -2,778      2,649        175     -4,058       -979        182      3,413     -8,495         -3       -532      2,981          0        775        664
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       15.7        0.4       30.0       36.5        5.3       16.4       32.2        1.6        0.5        4.4        0.0        4.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       248
        18         19          .         54         39         23         37         68         14          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    33,779
Positions
    11,993      5,787      1,431      5,884        919        329      4,150      6,357        175        630        623          0      9,187     18,158
 
Changes from:       October 26, 2010                                 Total Change is:      -632
       593       -106         17       -589       -259        325       -565        612         67          0       -270          0       -480     -1,018
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       17.1        4.2       17.4        2.7        1.0       12.3       18.8        0.5        1.9        1.8        0.0       27.2       53.8
 
Number of Traders in Each Category                                    Total Traders:        51
        16          6          5          8          .          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    46,805
Positions
    23,908     18,652        667      4,882      2,588        708      6,983     11,875        134        470        312          8      9,045     11,861
 
Changes from:       October 26, 2010                                 Total Change is:     2,834
     4,886        546        -81     -1,180        972         38         45       -586       -562       -266         75          8        -54      2,424
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       39.9        1.4       10.4        5.5        1.5       14.9       25.4        0.3        1.0        0.7        0.0       19.3       25.3
 
Number of Traders in Each Category                                    Total Traders:        55
        15         11          .          6          .          .          8         11          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    30,083
Positions
         0      2,863          0     19,577     16,350      3,756      2,834      5,011          0        281          0          0      3,635      2,103
 
Changes from:       October 26, 2010                                 Total Change is:    -1,520
         0     -1,156          0     -2,308        206       -172        449       -162          0        281       -216          0        230        -20
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        9.5        0.0       65.1       54.3       12.5        9.4       16.7        0.0        0.9        0.0        0.0       12.1        7.0
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          0         17         15          8          4          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    34,603
Positions
     3,014     11,801         80     15,276      5,076        707      4,362     14,733          0      3,537          0          0      7,627      2,206
 
Changes from:       October 26, 2010                                 Total Change is:       342
       131        107          0       -586         85        -43        503        170          0        232          0          0        105         23
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       34.1        0.2       44.1       14.7        2.0       12.6       42.6        0.0       10.2        0.0        0.0       22.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        43
         5          4          .         11          6          4          8          4          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   675,492
Positions
    25,818    120,192      7,566    318,420    145,359     73,294     62,618    137,769     26,205     17,789     31,302      5,151    138,631    128,654
 
Changes from:       October 26, 2010                                 Total Change is:     7,866
    -5,959     -8,134      1,671      3,600      7,121         33      2,716       -577     12,063       -236      3,484         35     -6,057     -7,830
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       17.8        1.1       47.1       21.5       10.9        9.3       20.4        3.9        2.6        4.6        0.8       20.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       157
         9         16          9         44         22         35         28         26         15          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   253,816
Positions
     2,396     96,556      6,247    176,290          0      9,136      1,835    103,302      1,589      3,200          0          0     53,123     36,986
 
Changes from:       October 26, 2010                                 Total Change is:    14,931
     2,396      3,855      1,752      2,309          0       -808        100      7,818      1,165       -700          0          0      8,717      1,149
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       38.0        2.5       69.5        0.0        3.6        0.7       40.7        0.6        1.3        0.0        0.0       20.9       14.6
 
Number of Traders in Each Category                                    Total Traders:        47
         .          9          .         22          0         12          .         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   718,350
Positions
    47,906     67,226      6,870    206,917    234,644     92,799    194,820     60,930     22,718     24,908    125,222      5,785    115,627    102,156
 
Changes from:       October 26, 2010                                 Total Change is:    -6,713
   -17,241      5,740      1,174      6,598      6,253      5,529     -9,928     -3,040      1,726      1,624    -17,359      2,290      1,515     -9,026
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        9.4        1.0       28.8       32.7       12.9       27.1        8.5        3.2        3.5       17.4        0.8       16.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       207
        12         25          8         36         43         40         41         23         19          6         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,550,472
Positions
    80,082    326,357     59,878    495,605    287,296    196,046    218,098    271,383     51,103    149,743     25,980     14,391    285,526    318,038
 
Changes from:       October 26, 2010                                 Total Change is:    35,513
   -24,806     20,631      7,184    -15,084    -24,078     23,799     24,793    -11,683     13,743     17,012     -4,241      1,020    -12,148      9,138
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       21.0        3.9       32.0       18.5       12.6       14.1       17.5        3.3        9.7        1.7        0.9       18.4       20.5
 
Number of Traders in Each Category                                    Total Traders:       274
        32         34         19         39         46         49         50         54         44         15          4         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,078,696
Positions
    58,778    142,243     26,100    183,687    388,767    138,569    403,887     74,546     21,178     49,461     42,142         19    197,017    245,132
 
Changes from:       October 26, 2010                                 Total Change is:    27,091
   -74,586     -9,675     13,729     16,595     12,544      9,245     81,445      5,036      7,771     -9,666     -1,252         19    -17,461    -10,326
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       13.2        2.4       17.0       36.0       12.8       37.4        6.9        2.0        4.6        3.9        0.0       18.3       22.7
 
Number of Traders in Each Category                                    Total Traders:       172
        14         19          9         21         41         33         37         24         24          8          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   558,298
Positions
   120,740    216,024    191,018      1,500      1,492      1,353    121,633     27,229     71,117     16,536      1,345        981     33,420     47,739
 
Changes from:       October 26, 2010                                 Total Change is:   -54,729
   -12,185    -34,267    -10,481       -824      1,322       -505    -18,577       -865     -8,422     -2,022        265         39     -1,752     -1,815
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       38.7       34.2        0.3        0.3        0.2       21.8        4.9       12.7        3.0        0.2        0.2        6.0        8.6
 
Number of Traders in Each Category                                    Total Traders:       103
        26         25         35          .          4          .         24         13         26          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,388,202
Positions
 1,711,213  2,999,929  1,622,537  1,115,463    514,505     49,396  1,501,993    567,738  1,066,056    219,065    471,745    160,122    942,357    936,174
 
Changes from:       October 26, 2010                                 Total Change is:   220,308
   -16,531    126,068     25,215    100,446     12,405     -5,818    122,526     16,388     18,782      1,413     36,056      2,006    -27,731    -10,794
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       35.8       19.3       13.3        6.1        0.6       17.9        6.8       12.7        2.6        5.6        1.9       11.2       11.2
 
Number of Traders in Each Category                                    Total Traders:       254
        36         56         85         11          8         12         59         52         82          9         14         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    14,434
Positions
     5,864      9,062      1,300        981        841         14        979      2,631        251      4,800        233          0        245        102
 
Changes from:       October 26, 2010                                 Total Change is:       -11
       359        -71          0         33          0          0       -348         13          0          0         40          0        -55          7
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       62.8        9.0        6.8        5.8        0.1        6.8       18.2        1.7       33.3        1.6        0.0        1.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          .          .          5          .          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    46,000
Positions
    38,948     27,964      3,061      1,602      1,098        136      1,800      7,362          0          0      6,130          0        453        249
 
Changes from:       October 26, 2010                                 Total Change is:     1,648
       954       -524        802        -26       -269          0       -246      1,520          0          0        100          0        164         19
 
Percent of Open Interest Represented by Each Category of Trader
      84.7       60.8        6.7        3.5        2.4        0.3        3.9       16.0        0.0        0.0       13.3        0.0        1.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          5          .          .          .          .          4          8          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    40,266
Positions
    19,594      7,565        129        360        727      1,083     10,364     25,684        500      3,533      1,098         92      4,611      3,388
 
Changes from:       October 26, 2010                                 Total Change is:     1,681
      -454        142          0         27        -35         91      1,405      1,514       -160        559         38         92        121         -1
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       18.8        0.3        0.9        1.8        2.7       25.7       63.8        1.2        8.8        2.7        0.2       11.5        8.4
 
Number of Traders in Each Category                                    Total Traders:        85
         9          4          .          4          .          .         14         30          .         15          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   144,288
Positions
    77,068     45,933     21,039      2,131        440      2,884      1,382     32,947     19,172        904      2,232      4,549     15,159     15,092
 
Changes from:       October 26, 2010                                 Total Change is:    15,999
    -2,518        760     10,770      1,651       -293        642        362      1,155      5,671         89       -849      1,925     -2,593     -3,782
 
Percent of Open Interest Represented by Each Category of Trader
      53.4       31.8       14.6        1.5        0.3        2.0        1.0       22.8       13.3        0.6        1.5        3.2       10.5       10.5
 
Number of Traders in Each Category                                    Total Traders:        77
         4         13         12          4          .          5          5         33         27          4          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 2, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,878
Positions
       473     13,537          0     11,215          0          0      1,834        664          0          0          0          0      1,356        677
 
Changes from:       October 26, 2010                                 Total Change is:      -269
        -9        152         -3         92          0          0       -427       -363          0          0          0          0         78        -55
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       91.0        0.0       75.4        0.0        0.0       12.3        4.5        0.0        0.0        0.0        0.0        9.1        4.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          9          0          0          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated November 5, 2010