MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,570
COMMITMENTS
   3,289    1,646      985   15,790   18,735   20,064   21,366    4,506    3,204

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,141)
     986       33       26       31      961    1,043    1,020       98      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      6.7      4.0     64.3     76.3     81.7     87.0     18.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       10       12       23       24       48       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      214,639
COMMITMENTS
  65,084   27,721   42,340   84,995  109,031  192,419  179,092   22,220   35,547

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -7,206)
  -2,602     -961     -465   -3,354   -4,468   -6,421   -5,894     -785   -1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     12.9     19.7     39.6     50.8     89.6     83.4     10.4     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      83       79       93       42       62      187      185
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      318,427
COMMITMENTS
 138,118   37,300   33,886  120,260  186,622  292,264  257,808   26,163   60,619

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -4,548)
  -3,816    2,815      336   -2,161   -4,361   -5,641   -1,210    1,093   -3,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     11.7     10.6     37.8     58.6     91.8     81.0      8.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     140       59       84       80      187      258      305
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,056
COMMITMENTS
   3,954    3,347      772    3,019    4,094    7,745    8,213    2,311    1,843

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        562)
     132      321     -248      321      328      205      401      357      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     33.3      7.7     30.0     40.7     77.0     81.7     23.0     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       26       14       18       27       60       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,050
COMMITMENTS
  10,499    9,043    2,717   10,068    4,322   23,284   16,082    5,766   12,968

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -1,222)
  -1,462    1,823     -119      -47   -1,332   -1,628      372      406   -1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     31.1      9.4     34.7     14.9     80.2     55.4     19.8     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      27       42       27       33       34       76       88
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,446
COMMITMENTS
   6,446       16      606   23,923   38,730   30,975   39,352    8,471       94

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,918)
   1,472       -4        4     -244    1,968    1,232    1,968      686      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      0.0      1.5     60.6     98.2     78.5     99.8     21.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       11       13       16       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,851
COMMITMENTS
  63,283   19,497      101   19,986   89,438   83,370  109,036   40,481   14,815

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      3,806)
     374     -734       -1    3,143    3,946    3,516    3,211      290      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     15.7      0.1     16.1     72.2     67.3     88.0     32.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      44        8        3       21       23       67       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,722
COMMITMENTS
  31,504   11,557        2    6,229   36,081   37,735   47,640   19,987   10,082

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,086)
    -189    2,463       -3      950   -2,367      758       93      328      993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     20.0      0.0     10.8     62.5     65.4     82.5     34.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      23        6        1        9       18       32       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      141,728
COMMITMENTS
 108,857   22,639        0   26,074  117,689  134,931  140,328    6,797    1,400

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      2,153)
   2,688    2,234        0     -819      219    1,869    2,453      284     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8     16.0      0.0     18.4     83.0     95.2     99.0      4.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      58       16        0       15       26       73       42
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       92,868
COMMITMENTS
  39,870   31,804      199   26,610   40,769   66,679   72,772   26,189   20,096

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      6,332)
   2,806    4,143      198    2,852      787    5,856    5,128      476    1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     34.2      0.2     28.7     43.9     71.8     78.4     28.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      28       22        6       20       21       51       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      146,581
COMMITMENTS
  66,463   18,178      157   48,326   98,217  114,946  116,552   31,635   30,029

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      4,093)
    -403      518     -227    3,720    1,800    3,090    2,091    1,003    2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     12.4      0.1     33.0     67.0     78.4     79.5     21.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      43       23        3       20       30       65       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      197,836
COMMITMENTS
  68,718   27,207    2,883   73,180  122,239  144,781  152,329   53,055   45,507

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        430)
  -4,261    2,471      798    6,816     -114    3,353    3,155   -2,923   -2,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     13.8      1.5     37.0     61.8     73.2     77.0     26.8     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      61       30       14       32       40       96       82
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,437
COMMITMENTS
  21,276    4,703        0    1,213   20,607   22,489   25,310    3,948    1,127

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        395)
     -63     -302        0      332    1,156      269      854      126     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.5     17.8      0.0      4.6     77.9     85.1     95.7     14.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        7        0        5       13       18       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,781,612
COMMITMENTS
 1650967  549,458  977,142  4206322  5344831  6834431  6871431  947,181  910,181

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     11,705)
 -15,203   58,868  -30,520   31,056   -9,849  -14,667   18,499   26,372   -6,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      7.1     12.6     54.1     68.7     87.8     88.3     12.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      64       43       77      121      131      225      218
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      843,960
COMMITMENTS
  68,702   77,112   35,458  601,535  625,599  705,694  738,168  138,266  105,792

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     14,109)
  -4,996      223    1,319   16,971   12,183   13,294   13,725      815      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      9.1      4.2     71.3     74.1     83.6     87.5     16.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     103      105       39      206      209      331      332
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      306,550
COMMITMENTS
  44,385   20,865      707  188,607  224,979  233,699  246,551   72,851   59,999

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      5,495)
   1,246       67       -3    2,798    5,768    4,041    5,832    1,454     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      6.8      0.2     61.5     73.4     76.2     80.4     23.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      20       20        6       54       63       77       86
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,687,051
COMMITMENTS
 273,851  433,501   21,487  2064639  2003098  2359977  2458086  327,074  228,965

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     43,072)
 -17,107   14,884   -7,493   70,867   32,074   46,267   39,465   -3,195    3,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     16.1      0.8     76.8     74.5     87.8     91.5     12.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
      97       96       23      179      184      289      290
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,520
COMMITMENTS
  18,181    7,101      141   77,302   95,024   95,624  102,266   10,896    4,254

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -2,398)
  -1,776      176       32     -794   -3,110   -2,538   -2,902      140      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      6.7      0.1     72.6     89.2     89.8     96.0     10.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14        3        2       42       34       57       38
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      108,848
COMMITMENTS
  28,709    9,644    8,459   61,268   84,471   98,435  102,573   10,412    6,275

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -2,595)
  -7,381     -983      378    5,457   -2,102   -1,547   -2,708   -1,048      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      8.9      7.8     56.3     77.6     90.4     94.2      9.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      66       40       15       82       79      155      127
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,244
COMMITMENTS
   6,974        0        0   10,083   16,737   17,057   16,737    3,187    3,507

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        777)
    -272        0        0    1,023      891      751      891       26     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      0.0      0.0     49.8     82.7     84.3     82.7     15.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0        7       15       10       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      443,019
COMMITMENTS
 143,545   83,090    7,423  255,924  338,668  406,892  429,181   36,127   13,838

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:    -16,859)
 -36,600   -5,968    2,941   22,170  -14,967  -11,489  -17,994   -5,370    1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     18.8      1.7     57.8     76.4     91.8     96.9      8.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      66       40       12       76       73      146      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      138,537
COMMITMENTS
  79,697   12,006      152   26,478  112,594  106,327  124,752   32,210   13,785

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:       -910)
  -2,174     -829       -4    1,509     -448     -669   -1,281     -241      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5      8.7      0.1     19.1     81.3     76.7     90.0     23.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      35       13        2       11       22       47       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,118
COMMITMENTS
   7,569    6,150        4   16,150    7,139   23,723   13,293   10,395   20,825

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,729)
   1,381    2,061        0     -374      486    1,007    2,547      722     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     18.0      0.0     47.3     20.9     69.5     39.0     30.5     61.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       10        1       19       10       34       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,800
COMMITMENTS
   6,201    8,738      405   21,604   19,791   28,210   28,934    8,590    7,866

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -3,995)
     455        7       37   -2,635     -906   -2,143     -862   -1,852   -3,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     23.7      1.1     58.7     53.8     76.7     78.6     23.3     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        8        1       17       18       27       26
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,704
COMMITMENTS
   3,919    1,815      300   23,823   27,329   28,042   29,444    3,662    2,260

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,187)
       4      253        0      925    1,038      929    1,291      258     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      5.7      0.9     75.1     86.2     88.4     92.9     11.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        1       17       26       23       31
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       30,773
COMMITMENTS
   7,906    1,485        0   16,409   27,327   24,315   28,812    6,458    1,961

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        246)
      53      204        0      227      136      280      340      -34      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      4.8      0.0     53.3     88.8     79.0     93.6     21.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        2        0       18       15       31       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,742
COMMITMENTS
   4,136    6,283        0   10,027    8,455   14,163   14,738    1,579    1,004

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,743)
     691      275      -71      554    1,174    1,174    1,378      569      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     39.9      0.0     63.7     53.7     90.0     93.6     10.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        4        0        6        4       19        8
 

Updated October 15, 2010