`Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   112,544
Positions
    44,395     23,176        107     15,298     16,960        143     19,740     34,716      2,316      7,875      6,971         63     22,607     28,092
 
Changes from:       October 8, 2013                                  Total Change is:    -5,788
     1,280     -4,500          6        -19        609         15     -5,314       -682        -31       -141     -3,496         -1     -1,583      2,292
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       20.6        0.1       13.6       15.1        0.1       17.5       30.8        2.1        7.0        6.2        0.1       20.1       25.0
 
Number of Traders in Each Category                                    Total Traders:        79
         8          9          .          5          6          .         17         19          8         10          5          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    50,287
Positions
     7,330     23,896        214          0      1,849          0     20,685     10,533        441        997      5,231          0     20,620      8,123
 
Changes from:       October 8, 2013                                  Total Change is:      -730
     1,259     -2,571       -104          0          0          0      1,355       -463        137        460      2,653          0     -3,837       -382
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       47.5        0.4        0.0        3.7        0.0       41.1       20.9        0.9        2.0       10.4        0.0       41.0       16.2
 
Number of Traders in Each Category                                    Total Traders:        43
         6          9          .          0          .          0         15          6          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   183,979
Positions
     9,191     81,577        858     22,018     27,117      1,277    108,704     31,820      4,127      1,650     11,796         56     36,098     25,351
 
Changes from:       October 8, 2013                                  Total Change is:      -664
     1,192       -654       -712        264       -904       -116        361       -757         73          0      2,652       -302     -1,424         56
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       44.3        0.5       12.0       14.7        0.7       59.1       17.3        2.2        0.9        6.4        0.0       19.6       13.8
 
Number of Traders in Each Category                                    Total Traders:       112
         4         14          .          8         15          5         37         18          9          .         14          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   159,871
Positions
    74,136     19,061         27     27,041     13,134        294     33,112     66,829      2,559      8,971     16,027          0     13,731     41,940
 
Changes from:       October 8, 2013                                  Total Change is:    -6,086
      -398     -2,111        -58       -894       -961         22     -1,662     -2,835        -32     -1,476      2,974         -1     -1,587     -3,084
 
Percent of Open Interest Represented by Each Category of Trader
      46.4       11.9        0.0       16.9        8.2        0.2       20.7       41.8        1.6        5.6       10.0        0.0        8.6       26.2
 
Number of Traders in Each Category                                    Total Traders:       109
         8         11          .          9         12          4         25         28          6          .         14          0
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Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   257,199
Positions
    26,647     83,915      2,991     38,127     54,000      4,702    110,779     35,060      4,593     21,687     18,249      2,320     45,353     51,369
 
Changes from:       October 8, 2013                                  Total Change is:    -6,660
     4,150     -2,906       -916        723     -4,361       -118     -8,195      2,141        141        963       -239       -382     -3,026        -20
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       32.6        1.2       14.8       21.0        1.8       43.1       13.6        1.8        8.4        7.1        0.9       17.6       20.0
 
Number of Traders in Each Category                                    Total Traders:       187
        14         22          6         14         23         12         35         37         13         19         23          4
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Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   124,276
Positions
    66,329      8,520        173        375     36,726        833     22,578     38,294      1,659     10,518     12,249        286     21,525     25,536
 
Changes from:       October 8, 2013                                  Total Change is:     7,201
     2,523        411       -413        222         81          6        656      5,128        -13      1,138      1,673        285      2,797         43
 
Percent of Open Interest Represented by Each Category of Trader
      53.4        6.9        0.1        0.3       29.6        0.7       18.2       30.8        1.3        8.5        9.9        0.2       17.3       20.5
 
Number of Traders in Each Category                                    Total Traders:        84
        11          8          .          .          7          .         21         24          7          .         10          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,120
Positions
    13,732     21,409     13,234          0        316        123      6,339        273      3,183      1,651          0      2,184        674        398
 
Changes from:       October 8, 2013                                  Total Change is:      -232
      -143        -47          0          0       -125         28       -246          0          0          0          0          0        129        -88
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       52.1       32.2        0.0        0.8        0.3       15.4        0.7        7.7        4.0        0.0        5.3        1.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        21
         4         10          9          0          .          .          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   106,314
Positions
    38,487     48,476          0     39,583        581        159     12,088     48,477      1,090      8,978      4,757          0      5,929      2,774
 
Changes from:       October 8, 2013                                  Total Change is:    -1,661
     1,676       -307          0        990          1         -1     -4,652     -1,262        207       -404       -158          0        523       -141
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       45.6        0.0       37.2        0.5        0.1       11.4       45.6        1.0        8.4        4.5        0.0        5.6        2.6
 
Number of Traders in Each Category                                    Total Traders:        91
         5          9          0          6          .          .         25         27          6         10          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,423
Positions
     4,386     12,378      3,419        264          0        197      2,220        386         89      9,232      3,166          0        616        788
 
Changes from:       October 8, 2013                                  Total Change is:       610
       -85      1,074       -184        264       -166       -240        853       -119        -14          0          0          0         16        259
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       60.6       16.7        1.3        0.0        1.0       10.9        1.9        0.4       45.2       15.5        0.0        3.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          .          .          0          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,608
Positions
     1,445     15,312          0        603        207          0     17,945      6,998         15        703        312          0      3,897      1,764
 
Changes from:       October 8, 2013                                  Total Change is:     1,378
         7      2,467          0        141          0          0      1,116       -865         10         15          0          0         89       -234
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       62.2        0.0        2.5        0.8        0.0       72.9       28.4        0.1        2.9        1.3        0.0       15.8        7.2
 
Number of Traders in Each Category                                    Total Traders:        59
         .          9          0          .          .          0         24         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,766
Positions
    14,616     36,367      3,693      6,377        922        496     16,069      7,611      5,600      5,394        913        219      9,303      5,946
 
Changes from:       October 8, 2013                                  Total Change is:    11,470
     3,807     -1,802      3,550      1,914       -199        316     -4,793      3,095      5,469      1,162        151         91        -45        800
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       58.9        6.0       10.3        1.5        0.8       26.0       12.3        9.1        8.7        1.5        0.4       15.1        9.6
 
Number of Traders in Each Category                                    Total Traders:       103
        23          9          4          7          4          .         25         16          9         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    11,559
Positions
     5,659      6,430          0      1,300          0          0      1,478      4,370          0      1,399        322          0      1,723        437
 
Changes from:       October 8, 2013                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      49.0       55.6        0.0       11.2        0.0        0.0       12.8       37.8        0.0       12.1        2.8        0.0       14.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        20
         5          4          0          .          0          0          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   100,413
Positions
    24,799     66,759        501     10,153      1,844        992     40,233     17,534        148      8,035      1,226        392     15,160     11,017
 
Changes from:       October 8, 2013                                  Total Change is:      -179
     3,180     -9,579        214      1,228       -397        632     -1,490      8,501       -114       -429       -297        136     -3,536        725
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       66.5        0.5       10.1        1.8        1.0       40.1       17.5        0.1        8.0        1.2        0.4       15.1       11.0
 
Number of Traders in Each Category                                    Total Traders:        97
        21          9          .          6          4          .         25         19          .          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   695,078
Positions
    32,187    212,807     14,433    296,794    118,777     45,372    105,935    146,007     28,483     48,949     43,896      5,166    117,760     80,137
 
Changes from:       October 8, 2013                                  Total Change is:    -6,845
    -1,763     -3,191      3,320     -2,252     -2,364     -1,788      6,250        -12     -5,838     -3,664      1,409      1,449     -2,559        171
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       30.6        2.1       42.7       17.1        6.5       15.2       21.0        4.1        7.0        6.3        0.7       16.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       554
        34         33         21        107         61         63        110         94         73         57         57         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   157,023
Positions
     8,353     62,097      2,298     66,427     25,257      1,013     11,841     15,175        820     13,905      8,045        997     51,369     41,321
 
Changes from:       October 8, 2013                                  Total Change is:     1,610
     1,204      3,378        810       -996       -715        -14        608     -2,800         10       -119        946          2        105         -7
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       39.5        1.5       42.3       16.1        0.6        7.5        9.7        0.5        8.9        5.1        0.6       32.7       26.3
 
Number of Traders in Each Category                                    Total Traders:        91
         .         14          4         15          8          7         19         19          6          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,690,273
Positions
   151,610    785,990     28,231  1,168,072    483,840    205,557    530,394    714,083     78,392    185,133    189,169     10,931    331,953    194,080
 
Changes from:       October 8, 2013                                  Total Change is:   -42,276
    -7,447    -25,457      5,164     -5,794     -7,758     -9,356     19,731      5,458    -20,762     -9,972     10,065       -518    -13,322        888
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       29.2        1.0       43.4       18.0        7.6       19.7       26.5        2.9        6.9        7.0        0.4       12.3        7.2
 
Number of Traders in Each Category                                    Total Traders:       537
        36         31         17        102         58         58        109         90         60         52         58         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   108,386
Positions
     2,579     51,809         72     57,616     40,847      2,922     30,202      6,196        678      2,158      2,618          0     12,159      3,244
 
Changes from:       October 8, 2013                                  Total Change is:     1,171
    -1,165      4,260         16      2,768     -1,926       -190     -1,312        192     -1,061      1,275       -248          0        840        128
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       47.8        0.1       53.2       37.7        2.7       27.9        5.7        0.6        2.0        2.4        0.0       11.2        3.0
 
Number of Traders in Each Category                                    Total Traders:        92
         .         16          .         33         12         13         16          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    73,979
Positions
     1,720     58,599        115     34,418      4,488        708     28,772      5,037         62      1,905      1,754         58      6,221      3,158
 
Changes from:       October 8, 2013                                  Total Change is:    -1,647
      -569        222         32        582       -203        -94       -971       -900        -88       -431       -490        -44        -64        -83
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       79.2        0.2       46.5        6.1        1.0       38.9        6.8        0.1        2.6        2.4        0.1        8.4        4.3
 
Number of Traders in Each Category                                    Total Traders:       203
        14         23          5         31         16          8         63         25          6         16         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   369,896
Positions
     8,601    292,994        577    172,091     22,440      3,542    143,859     25,186        308      9,524      8,769        291     31,103     15,789
 
Changes from:       October 8, 2013                                  Total Change is:    -8,233
    -2,845      1,112        161      2,910     -1,015       -469     -4,855     -4,499       -440     -2,156     -2,452       -218       -321       -413
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       79.2        0.2       46.5        6.1        1.0       38.9        6.8        0.1        2.6        2.4        0.1        8.4        4.3
 
Number of Traders in Each Category                                    Total Traders:       203
        14         23          5         31         16          8         63         25          6         16         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   330,892
Positions
    64,027     97,870     14,958    133,395     90,175     19,615     58,791     80,128      7,741      7,756      6,745        232     24,377     13,428
 
Changes from:       October 8, 2013                                  Total Change is:     3,135
     4,256      7,507     -1,248     -1,254     -2,804       -157     -3,928      1,441        -98      1,738      1,556        -34      3,860     -3,028
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       29.6        4.5       40.3       27.3        5.9       17.8       24.2        2.3        2.3        2.0        0.1        7.4        4.1
 
Number of Traders in Each Category                                    Total Traders:       253
        19         17          5         55         34         22         48         52         14         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    65,224
Positions
     2,934     42,973          2     28,038        668        381     18,062     13,069          0      5,374      2,179          0     10,433      5,952
 
Changes from:       October 8, 2013                                  Total Change is:     3,477
      -769        671          2         28        115       -115      4,752         -2          0        301        526          0       -722      2,280
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       65.9        0.0       43.0        1.0        0.6       27.7       20.0        0.0        8.2        3.3        0.0       16.0        9.1
 
Number of Traders in Each Category                                    Total Traders:        68
         4          8          .         18          .          .         15         10          0          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    73,531
Positions
    24,671      3,279        988     12,308        824        511     18,534      4,595      1,262      5,880      1,583        400      8,977     60,089
 
Changes from:       October 8, 2013                                  Total Change is:     1,560
       936       -585        342        425        -60        152        728     -1,203       -512      1,303        686          0     -1,814      2,740
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        4.5        1.3       16.7        1.1        0.7       25.2        6.2        1.7        8.0        2.2        0.5       12.2       81.7
 
Number of Traders in Each Category                                    Total Traders:        91
        21          8          .         12          .          .         23         11          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    79,197
Positions
     1,988     43,940      1,560     34,437     19,148      3,460     26,941      4,156      3,916        562        745          0      6,333      2,272
 
Changes from:       October 8, 2013                                  Total Change is:      -689
       222        146        173         -2       -596        -14     -1,256       -346        -44          0          0          0        232         -8
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       55.5        2.0       43.5       24.2        4.4       34.0        5.2        4.9        0.7        0.9        0.0        8.0        2.9
 
Number of Traders in Each Category                                    Total Traders:        83
         4         13          .         30         15         12         13          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   268,725
Positions
    16,673    140,961      4,607    111,064     20,357     32,701     51,239     52,770      1,195     35,763      8,241        549     14,934      7,344
 
Changes from:       October 8, 2013                                  Total Change is:    21,784
     1,109      3,586       -732      5,625       -690     -1,316      2,356     19,037     -1,706     15,018      1,637         46      1,384      1,922
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       52.5        1.7       41.3        7.6       12.2       19.1       19.6        0.4       13.3        3.1        0.2        5.6        2.7
 
Number of Traders in Each Category                                    Total Traders:       177
        17         22          6         53         18         23         29         17          9         17          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   631,680
Positions
     7,070     99,379      4,881    268,619    101,497    114,136     80,133     73,705      8,893     14,031     50,920      5,540    128,377    172,729
 
Changes from:       October 8, 2013                                  Total Change is:      -446
    -4,917     -2,288      1,109    -10,847      9,593     16,023        722    -18,104     -4,656     -2,885     -5,543        -14      5,019      3,434
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       15.7        0.8       42.5       16.1       18.1       12.7       11.7        1.4        2.2        8.1        0.9       20.3       27.3
 
Number of Traders in Each Category                                    Total Traders:       155
         .         21          .         33         35         34         16         32         14          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   411,034
Positions
     7,074    121,929        541    238,297     19,050     54,535     13,943    131,753      1,491     18,852     11,616          0     76,301     70,119
 
Changes from:       October 8, 2013                                  Total Change is:     6,563
      -372     17,829       -225      7,778     -3,141       -277         16     -4,036        -75      1,176          0          0     -1,458     -3,512
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       29.7        0.1       58.0        4.6       13.3        3.4       32.1        0.4        4.6        2.8        0.0       18.6       17.1
 
Number of Traders in Each Category                                    Total Traders:        83
         .         14          5         35          6         17          .         15          7          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   926,439
Positions
   109,832    104,497     12,407    308,295    282,807     64,425    238,825    232,475     27,460     42,436     73,714     25,078     97,681    103,576
 
Changes from:       October 8, 2013                                  Total Change is:    -9,520
    10,379     -6,064      8,038     15,224    -10,003      2,931    -22,651     -7,340     -4,812     -9,081     10,127     -2,155     -7,393       -242
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       11.3        1.3       33.3       30.5        7.0       25.8       25.1        3.0        4.6        8.0        2.7       10.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       219
        14         24          6         32         32         29         38         36         22         16         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    32,853
Positions
     3,028     18,017      2,788      2,327          0        200     18,624      5,937      5,316          0         25        537         33         33
 
Changes from:       October 8, 2013                                  Total Change is:     4,328
    -3,055      3,670       -127        327       -205       -300      8,609      2,284       -747        -73          0       -256        -50          9
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       54.8        8.5        7.1        0.0        0.6       56.7       18.1       16.2        0.0        0.1        1.6        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        40
         7          9          8          .          0          .         13          8          7          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,079,085
Positions
   166,463    167,496     30,832    666,824    705,575    309,437    519,005    211,364     63,190     58,046    140,620     22,244    243,044    428,327
 
Changes from:       October 8, 2013                                  Total Change is:   108,468
     3,744     38,403     -4,678     44,895      9,209     42,417     56,770     14,676     -7,037     -4,022     -4,328     -1,349    -22,272     21,155
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        8.1        1.5       32.1       33.9       14.9       25.0       10.2        3.0        2.8        6.8        1.1       11.7       20.6
 
Number of Traders in Each Category                                    Total Traders:       307
        21         35         11         24         77         54         49         55         42         12         34          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,746,144
Positions
   183,386    151,695     14,877    623,648    488,195    162,338    453,998    407,617     16,464     72,642    192,956      6,389    212,402    305,613
 
Changes from:       October 8, 2013                                  Total Change is:    32,884
   -19,245    -12,144        625     23,048     19,396     -2,538     26,019     19,979      2,570      2,519     -9,821      1,747     -1,861     13,070
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        8.7        0.9       35.7       28.0        9.3       26.0       23.3        0.9        4.2       11.1        0.4       12.2       17.5
 
Number of Traders in Each Category                                    Total Traders:       239
        14         32          5         31         44         32         29         53         16          8         28          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   303,228
Positions
    91,592     75,765     97,583        812          0      2,043     26,589     21,060     36,364        252     11,780     17,962     30,031     40,671
 
Changes from:       October 8, 2013                                  Total Change is:       428
     6,316      3,562      3,233         -9          0          0     -4,801     -5,156     -2,282       -595        406      2,261     -3,695     -1,596
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       25.0       32.2        0.3        0.0        0.7        8.8        6.9       12.0        0.1        3.9        5.9        9.9       13.4
 
Number of Traders in Each Category                                    Total Traders:        63
        15         19         27          .          0          .         10          7         13          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 9,357,720
Positions
 1,192,839  2,527,691  1,919,471  1,902,445    606,838    146,539    928,119    605,266  1,829,189    301,418    357,821    311,730    825,970  1,053,175
 
Changes from:       October 8, 2013                                  Total Change is:   -16,940
   -78,654    168,481        -86     35,115    -10,501      3,254     12,938   -130,035    -25,105    -13,179    -26,253     44,070      4,707    -40,765
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       27.0       20.5       20.3        6.5        1.6        9.9        6.5       19.5        3.2        3.8        3.3        8.8       11.3
 
Number of Traders in Each Category                                    Total Traders:       266
        24         57         76         11         10         15         50         55         82         20         23         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    41,578
Positions
    30,433      2,301          0         40      6,808      9,058      1,982     15,042          0          0      8,284          0         65         85
 
Changes from:       October 8, 2013                                  Total Change is:     1,026
       587      1,320          0         40       -288          2        385       -428          0          0        409          0         12         11
 
Percent of Open Interest Represented by Each Category of Trader
      73.2        5.5        0.0        0.1       16.4       21.8        4.8       36.2        0.0        0.0       19.9        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
         4          5          0          .          9          .          .         11          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    17,584
Positions
    16,484        327        500         40      4,896         26        527      2,172          0          0      9,607          0          7         56
 
Changes from:       October 8, 2013                                  Total Change is:       563
       335        327          0         40        128          0        202       -122          0          0        254          0        -14        -24
 
Percent of Open Interest Represented by Each Category of Trader
      93.7        1.9        2.8        0.2       27.8        0.1        3.0       12.4        0.0        0.0       54.6        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         8          .          .          .          8          .          4          6          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,217
Positions
    10,914      9,624        793      5,129      5,166        268     16,679     28,517        983      8,149      1,964          0      7,302      2,902
 
Changes from:       October 8, 2013                                  Total Change is:    -9,138
       184         29          0        277       -428         -4     -8,472     -7,668       -571       -410       -320          0       -142       -176
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       19.2        1.6       10.2       10.3        0.5       33.2       56.8        2.0       16.2        3.9        0.0       14.5        5.8
 
Number of Traders in Each Category                                    Total Traders:       138
         6          .          .          7          6          .         24         30          6         52         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   362,200
Positions
   111,381     29,525     45,270     33,935     15,096     13,596     22,858    118,916     55,852      7,426      9,287     50,031     21,851     24,627
 
Changes from:       October 8, 2013                                  Total Change is:   -14,288
     4,967      5,901       -271     -4,620      1,481     -2,437    -11,616    -22,194     -4,740     -3,303        781     10,917     -3,185     -3,726
 
Percent of Open Interest Represented by Each Category of Trader
      30.8        8.2       12.5        9.4        4.2        3.8        6.3       32.8       15.4        2.1        2.6       13.8        6.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       158
        16         16         26          5         12         10         30         45         51         13         13         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,869
Positions
       965      1,405          0      1,681          0         50      3,339      4,395        782          0        106          0         52        131
 
Changes from:       October 8, 2013                                  Total Change is:        22
       -34          0          0        -49          0        -32        135        -56          0          0          0          0          2        110
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       20.5        0.0       24.5        0.0        0.7       48.6       64.0       11.4        0.0        1.5        0.0        0.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          .          8          .          .          0          .          0
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Updated October 30, 2013