`Traders in Financial Futures - Futures Only Positions as of August 6, 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   106,787
Positions
    38,227     13,048      1,355     15,923     19,093        137     17,587     30,936      4,495      7,784      6,016        840     20,439     30,867
 
Changes from:       July 30, 2013                                    Total Change is:    -4,218
    -2,374       -158       -293       -404       -392        -77        786     -1,159     -1,660        302        539       -167       -331       -851
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       12.2        1.3       14.9       17.9        0.1       16.5       29.0        4.2        7.3        5.6        0.8       19.1       28.9
 
Number of Traders in Each Category                                    Total Traders:        85
         7          7          .          6          5          .         17         26          6         10          7          5
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Traders in Financial Futures - Futures Only Positions as of August 6, 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    34,942
Positions
    11,032     12,810         54          0      2,177          0     12,504      6,572        479          0      1,621          0     10,873     11,229
 
Changes from:       July 30, 2013                                    Total Change is:       843
       448      3,568         -8          0        396          0       -962     -2,314        161          0          0          0      1,204       -960
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       36.7        0.2        0.0        6.2        0.0       35.8       18.8        1.4        0.0        4.6        0.0       31.1       32.1
 
Number of Traders in Each Category                                    Total Traders:        37
         6          8          .          0          4          0         13          5          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of August 6, 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   145,387
Positions
    73,422      6,269      1,244     14,538     28,612        489     21,987     63,709      5,476      8,404      9,598        505     19,322     29,485
 
Changes from:       July 30, 2013                                    Total Change is:      -948
    -6,458      1,124        168      1,033       -101        113      2,113     -4,117      1,124     -1,396      1,130         19      2,336       -408
 
Percent of Open Interest Represented by Each Category of Trader
      50.5        4.3        0.9       10.0       19.7        0.3       15.1       43.8        3.8        5.8        6.6        0.3       13.3       20.3
 
Number of Traders in Each Category                                    Total Traders:       112
        12         10          .          8         16          5         25         30         11          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   172,059
Positions
    97,330      9,685        406     25,554     16,314      2,012     24,553     85,884      2,838      3,684     11,613        151     15,531     43,156
 
Changes from:       July 30, 2013                                    Total Change is:    -2,813
    -4,107       -571       -146         77     -2,513        260      1,249       -992        649        535         67       -121     -1,209        554
 
Percent of Open Interest Represented by Each Category of Trader
      56.6        5.6        0.2       14.9        9.5        1.2       14.3       49.9        1.6        2.1        6.7        0.1        9.0       25.1
 
Number of Traders in Each Category                                    Total Traders:       131
        12         11          .          8         17          .         19         45         12          4         15          .
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Traders in Financial Futures - Futures Only Positions as of August 6, 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   228,726
Positions
    41,399     27,063      3,122     37,710     59,672      4,800     65,290     56,721      4,041     22,881     13,461      2,156     47,327     57,690
 
Changes from:       July 30, 2013                                    Total Change is:     5,769
    -4,544     10,293       -105       -678        598         -8      6,928     -7,198        987       -460      2,141       -506      4,155       -433
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       11.8        1.4       16.5       26.1        2.1       28.5       24.8        1.8       10.0        5.9        0.9       20.7       25.2
 
Number of Traders in Each Category                                    Total Traders:       179
        19         13          8         15         22         13         33         37         17         18         22          .
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Traders in Financial Futures - Futures Only Positions as of August 6, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   201,885
Positions
   130,792     11,794      1,484        619     40,349      1,015     43,442     90,589      1,083      5,419     12,083        968     17,063     42,520
 
Changes from:       July 30, 2013                                    Total Change is:     3,613
     9,118      1,581       -491          0       -491         30     -2,266     -1,151        210     -2,114        650        551     -1,425      2,724
 
Percent of Open Interest Represented by Each Category of Trader
      64.8        5.8        0.7        0.3       20.0        0.5       21.5       44.9        0.5        2.7        6.0        0.5        8.5       21.1
 
Number of Traders in Each Category                                    Total Traders:       104
        14          6         10          .         12          4         23         31          8          .         14          .
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Traders in Financial Futures - Futures Only Positions as of August 6, 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    42,869
Positions
    15,969     20,580     12,704          0      1,615          0      6,318      1,230      3,328      1,379          0      2,855        316        557
 
Changes from:       July 30, 2013                                    Total Change is:       -30
       372        -19          0          0        136          0       -400       -124          0          0          0          0         -2        -23
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       48.0       29.6        0.0        3.8        0.0       14.7        2.9        7.8        3.2        0.0        6.7        0.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         11          0          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    94,275
Positions
    20,837     28,214        846      2,771        827          0     52,991     53,488        959      9,352      8,201          0      6,519      1,740
 
Changes from:       July 30, 2013                                    Total Change is:    -2,860
    -2,508      3,645        156       -643         23          0        567     -9,303        129        230      2,460          0       -791         30
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       29.9        0.9        2.9        0.9        0.0       56.2       56.7        1.0        9.9        8.7        0.0        6.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        97
         5         11          .          5          .          0         36         18          6         12          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    23,744
Positions
     8,746     13,638      3,060        909      1,584          0        751      1,061         81      9,347      3,171          0        850      1,149
 
Changes from:       July 30, 2013                                    Total Change is:    -2,766
       143     -1,478       -702          0       -123          0     -2,126       -433       -128          0          9          0         47         89
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       57.4       12.9        3.8        6.7        0.0        3.2        4.5        0.3       39.4       13.4        0.0        3.6        4.8
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          .          0          .          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 6, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    11,572
Positions
     4,934        750          0        146        372          0      3,223      6,341        204        959        570          0      2,106      3,335
 
Changes from:       July 30, 2013                                    Total Change is:      -581
       836       -751        -92       -107         26          0       -722         62       -123        -18         72          0       -355        225
 
Percent of Open Interest Represented by Each Category of Trader
      42.6        6.5        0.0        1.3        3.2        0.0       27.9       54.8        1.8        8.3        4.9        0.0       18.2       28.8
 
Number of Traders in Each Category                                    Total Traders:        45
         4          5          0          .          .          0          8         16          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,341
Positions
     9,523     46,104        228      5,892        441        424     31,483      5,996        292      4,808        463         84      8,609      7,310
 
Changes from:       July 30, 2013                                    Total Change is:       114
       331       -470         28         91         15         36       -579        531         98       -111        -11          0        222       -113
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       75.2        0.4        9.6        0.7        0.7       51.3        9.8        0.5        7.8        0.8        0.1       14.0       11.9
 
Number of Traders in Each Category                                    Total Traders:       102
        17         16          .          8          .          .         32         13          7         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   122,681
Positions
    19,045     92,208        455     11,783        882        847     62,965     11,992        584      9,616        926        168     17,218     14,619
 
Changes from:       July 30, 2013                                    Total Change is:       228
       661       -939         55        181         29         71     -1,157      1,062        196       -222        -21          0        443       -225
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       75.2        0.4        9.6        0.7        0.7       51.3        9.8        0.5        7.8        0.8        0.1       14.0       11.9
 
Number of Traders in Each Category                                    Total Traders:       102
        17         16          .          8          .          .         32         13          7         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   732,142
Positions
    21,832    205,126     17,872    343,609    128,702     43,684     95,236    171,702     31,108     57,356     42,602      5,922    115,524     85,424
 
Changes from:       July 30, 2013                                    Total Change is:     1,304
       429     -5,979       -516     -2,097       -316      2,484    -11,315     -1,654      7,030      2,521      1,031      1,033      1,735     -1,808
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       28.0        2.4       46.9       17.6        6.0       13.0       23.5        4.2        7.8        5.8        0.8       15.8       11.7
 
Number of Traders in Each Category                                    Total Traders:       560
        29         44         22        114         58         64         97        107         77         52         57         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   163,175
Positions
     8,000     57,155      1,380     73,654     30,284      1,085     10,742     21,835        516     11,643     10,285      1,458     54,697     39,177
 
Changes from:       July 30, 2013                                    Total Change is:       485
      -448       -927       -201        -86        517       -382        -12      2,806         54        166          2       -256      1,650     -1,128
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       35.0        0.8       45.1       18.6        0.7        6.6       13.4        0.3        7.1        6.3        0.9       33.5       24.0
 
Number of Traders in Each Category                                    Total Traders:        93
         5         12          6         16          8          9         20         17          6          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 2,844,836
Positions
   104,133    774,828     47,485  1,368,867    511,183    193,901    480,094    806,961     95,337    235,003    168,027     15,879    304,137    231,235
 
Changes from:       July 30, 2013                                    Total Change is:     4,096
     1,051    -28,596      1,759     -8,720     -2,830     12,994    -43,354     -9,141     21,721     15,360      8,730      2,859        426     -3,400
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       27.2        1.7       48.1       18.0        6.8       16.9       28.4        3.4        8.3        5.9        0.6       10.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       538
        29         43         20        108         54         59         93        107         66         51         52         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   121,886
Positions
     2,990     64,641        148     72,781     41,056      2,546     31,191      7,142      1,216      1,067      1,783          0      9,947      3,354
 
Changes from:       July 30, 2013                                    Total Change is:       423
      -566     -1,036          1      5,833     -1,008        782     -5,473      1,965        649       -374        -10          0       -429       -920
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       53.0        0.1       59.7       33.7        2.1       25.6        5.9        1.0        0.9        1.5        0.0        8.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       103
         4         17          .         37         12         14         18         11          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    81,170
Positions
     1,431     58,017        424     35,395      4,271        881     34,563      7,909         82      2,375      4,525         55      5,964      5,006
 
Changes from:       July 30, 2013                                    Total Change is:     1,387
        75      1,644        -90        122       -167        256        941         34       -380        303       -372          3        157        459
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       71.5        0.5       43.6        5.3        1.1       42.6        9.7        0.1        2.9        5.6        0.1        7.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       223
        15         29          4         33         17          8         73         23          6         19         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   405,851
Positions
     7,157    290,087      2,118    176,973     21,357      4,404    172,816     39,543        408     11,876     22,626        277     29,822     25,031
 
Changes from:       July 30, 2013                                    Total Change is:     6,934
       376      8,222       -449        608       -834      1,278      4,707        168     -1,901      1,516     -1,859         14        785      2,295
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       71.5        0.5       43.6        5.3        1.1       42.6        9.7        0.1        2.9        5.6        0.1        7.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       223
        15         29          4         33         17          8         73         23          6         19         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   357,914
Positions
    60,244    100,093     10,425    148,345    130,368     21,165     80,613     65,324      7,352      6,775      5,655        228     22,767     17,304
 
Changes from:       July 30, 2013                                    Total Change is:    -4,133
     1,107        215        408      2,052     -2,696        350     -7,888     -3,440        107        719     -1,091         -3       -985      2,017
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       28.0        2.9       41.4       36.4        5.9       22.5       18.3        2.1        1.9        1.6        0.1        6.4        4.8
 
Number of Traders in Each Category                                    Total Traders:       254
        14         18          .         60         30         23         54         51         10         16         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    58,672
Positions
     5,458     41,346        203     23,985         60        585     14,020     11,819          0      4,004        400        150     10,267      4,109
 
Changes from:       July 30, 2013                                    Total Change is:       579
       933       -538         66        -86         60        320        760         60       -102       -406        170        150     -1,056        393
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       70.5        0.3       40.9        0.1        1.0       23.9       20.1        0.0        6.8        0.7        0.3       17.5        7.0
 
Number of Traders in Each Category                                    Total Traders:        68
         4          8          .         20          .          .         18          9          0          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    64,465
Positions
    20,762      9,601        817     13,863      1,605        323     13,893      3,829      1,675      3,769      1,660          0      9,363     44,955
 
Changes from:       July 30, 2013                                    Total Change is:    -4,053
        31     -1,094         35     -1,043       -315        158       -186        563     -1,481       -695        532          0       -872     -2,451
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       14.9        1.3       21.5        2.5        0.5       21.6        5.9        2.6        5.8        2.6        0.0       14.5       69.7
 
Number of Traders in Each Category                                    Total Traders:        77
        21         10          .         10          .          .         17          7          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    81,762
Positions
     1,634     38,391      2,248     35,317     21,460      4,322     26,418      8,620      3,611        705        891          0      7,507      2,219
 
Changes from:       July 30, 2013                                    Total Change is:     1,452
      -249      4,618        -32       -338     -2,962        178       -151       -939        571        423          0          0      1,050         18
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       47.0        2.7       43.2       26.2        5.3       32.3       10.5        4.4        0.9        1.1        0.0        9.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         29         16         11         12          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   223,140
Positions
    16,396    104,368      3,954     99,969     29,215     32,634     40,463     28,956      2,207     13,189     14,562        608     13,720      6,636
 
Changes from:       July 30, 2013                                    Total Change is:     1,438
     2,563     -4,758        611      1,718        234       -229     -4,223      5,208       -134        969       -336         86         77        756
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       46.8        1.8       44.8       13.1       14.6       18.1       13.0        1.0        5.9        6.5        0.3        6.1        3.0
 
Number of Traders in Each Category                                    Total Traders:       164
        13         22          5         44         19         19         20         22         12         16          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   583,333
Positions
    13,711     66,204      6,694    248,755    102,553     91,888     69,537     74,995      7,050     18,247     53,053        314    127,137    180,582
 
Changes from:       July 30, 2013                                    Total Change is:    13,361
     7,480     -3,305      1,506        713      8,965      4,795        669     -3,745       -792      3,616       -636       -870     -3,756      7,443
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       11.3        1.1       42.6       17.6       15.8       11.9       12.9        1.2        3.1        9.1        0.1       21.8       31.0
 
Number of Traders in Each Category                                    Total Traders:       160
         5         20          7         34         31         33         22         33         22          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   383,633
Positions
     2,032     97,200         49    248,268     40,441     38,869     13,856    121,823      1,207      8,456      4,625          0     70,896     79,419
 
Changes from:       July 30, 2013                                    Total Change is:     7,512
       154     -3,203          7      3,672      3,208      1,403       -134       -664        -86       -110          0          0      2,606      6,847
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       25.3        0.0       64.7       10.5       10.1        3.6       31.8        0.3        2.2        1.2        0.0       18.5       20.7
 
Number of Traders in Each Category                                    Total Traders:        68
         .          9          .         31         13         19          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   846,112
Positions
    97,266     91,608      5,874    237,201    300,194     63,224    254,860    193,299     14,877     41,094     50,120     30,325    101,391     96,591
 
Changes from:       July 30, 2013                                    Total Change is:    21,184
    -2,279      4,951     -1,097     22,388     25,660     -4,498     53,983    -13,923      1,137    -50,378     -2,200       -101      2,029     11,255
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       10.8        0.7       28.0       35.5        7.5       30.1       22.8        1.8        4.9        5.9        3.6       12.0       11.4
 
Number of Traders in Each Category                                    Total Traders:       200
        11         26          8         34         29         30         35         33         24         14         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    31,231
Positions
    10,652     13,071      6,023        770          0          0      9,068      7,394      3,972          0          0        705         41         66
 
Changes from:       July 30, 2013                                    Total Change is:    -3,673
    -1,452     -3,206        475       -739          0          0     -1,447       -437       -440         -1          0       -102         33         37
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       41.9       19.3        2.5        0.0        0.0       29.0       23.7       12.7        0.0        0.0        2.3        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         9          7          8          .          0          0          9          9         10          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 2,343,075
Positions
   162,972    171,114     72,619    614,881    917,862    304,391    804,448    203,825     55,428     63,695    151,106     36,212    228,429    430,518
 
Changes from:       July 30, 2013                                    Total Change is:    31,044
    -9,986    -15,903     12,700     -2,831     38,949     -7,280     32,041     18,148      3,820      1,714    -16,916      2,314     -1,448     -4,788
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        7.3        3.1       26.2       39.2       13.0       34.3        8.7        2.4        2.7        6.4        1.5        9.7       18.4
 
Number of Traders in Each Category                                    Total Traders:       304
        22         35         23         22         76         51         57         49         49         17         26         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 1,631,852
Positions
   260,270     77,495     15,509    432,800    505,391    148,634    393,617    353,828     54,741    129,508    165,780     17,584    179,189    292,890
 
Changes from:       July 30, 2013                                    Total Change is:    14,520
   -12,059    -12,045     -1,324     16,653       -934      1,895      3,682      1,341      4,183     -1,057     15,934      5,289     -2,742        181
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        4.7        1.0       26.5       31.0        9.1       24.1       21.7        3.4        7.9       10.2        1.1       11.0       17.9
 
Number of Traders in Each Category                                    Total Traders:       221
        23         15         12         32         40         34         36         46         35          9         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   272,741
Positions
    66,174     68,468     94,582      1,029          0      2,043     35,103     16,896     32,329          0      5,390     10,535     30,946     42,498
 
Changes from:       July 30, 2013                                    Total Change is:   -37,616
   -16,069    -16,650    -13,896          0       -745         30     -8,575     -4,387     -7,814       -332     -1,893      1,298      7,742      6,441
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       25.1       34.7        0.4        0.0        0.7       12.9        6.2       11.9        0.0        2.0        3.9       11.3       15.6
 
Number of Traders in Each Category                                    Total Traders:        53
        11         18         19          .          0          .          7          9         12          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 9,073,939
Positions
 1,917,611  2,321,011  1,622,787  1,071,407    865,385    197,610  1,077,551    651,042  1,743,082    322,764    270,431    286,110    835,017  1,116,481
 
Changes from:       July 30, 2013                                    Total Change is:   185,642
   -45,615    -63,229     65,263     11,126     37,627      2,455     27,117     57,227     55,972     26,656      7,027      9,707     32,961     13,593
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       25.6       17.9       11.8        9.5        2.2       11.9        7.2       19.2        3.6        3.0        3.2        9.2       12.3
 
Number of Traders in Each Category                                    Total Traders:       236
        27         44         68         12          9         17         51         43         81         18         13         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    32,733
Positions
    30,166        865          0         70      8,925         17      2,356     14,092         16         49      8,745          0         59         73
 
Changes from:       July 30, 2013                                    Total Change is:     3,144
     3,817        275          0         56        947        -16         32      1,534          0       -771        363          0         26         41
 
Percent of Open Interest Represented by Each Category of Trader
      92.2        2.6        0.0        0.2       27.3        0.1        7.2       43.1        0.0        0.1       26.7        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         6          .          0          .          6          .          .          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    17,381
Positions
    15,840      2,392         12          0      3,695          0        524      3,249          0        995      7,998          0         10         35
 
Changes from:       July 30, 2013                                    Total Change is:     1,833
     1,724     -2,508          8          0         -7          0        358       -495          0       -251      4,822          0         -6         13
 
Percent of Open Interest Represented by Each Category of Trader
      91.1       13.8        0.1        0.0       21.3        0.0        3.0       18.7        0.0        5.7       46.0        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         5          .          .          0          6          0          .          5          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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    67,341
Positions
    12,072     28,729        807      6,288        637        217     20,574     33,044        783     18,158        966         82      8,360      2,076
 
Changes from:       July 30, 2013                                    Total Change is:     3,830
       550       -482        -67       -573          0          9      5,170      4,459        122       -124        -24         72     -1,329       -259
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       42.7        1.2        9.3        0.9        0.3       30.6       49.1        1.2       27.0        1.4        0.1       12.4        3.1
 
Number of Traders in Each Category                                    Total Traders:       137
         8          .          .         10          .          .         28         14          5         64          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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   402,545
Positions
   134,649      7,093     37,236     53,310     22,938     12,465     49,965    196,866     47,424      3,743     13,872     39,721     24,032     24,930
 
Changes from:       July 30, 2013                                    Total Change is:    39,852
    23,210     -7,023      1,957       -670        140        669      7,890     40,635     -2,169         21       -869      5,871      3,073        641
 
Percent of Open Interest Represented by Each Category of Trader
      33.4        1.8        9.3       13.2        5.7        3.1       12.4       48.9       11.8        0.9        3.4        9.9        6.0        6.2
 
Number of Traders in Each Category                                    Total Traders:       173
        24          7         22          6         14         12         34         50         50         14         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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     6,607
Positions
     1,340        597          0      1,676          0        694      1,864      4,445        782        200         73          0         51         16
 
Changes from:       July 30, 2013                                    Total Change is:       -80
       291         -6          0        -44          0       -126       -227         71          0        200          0          0       -174        -19
 
Percent of Open Interest Represented by Each Category of Trader
      20.3        9.0        0.0       25.4        0.0       10.5       28.2       67.3       11.8        3.0        1.1        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          6          0          .          4          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,221
Positions
     1,151      7,645          0      6,401          0          0      1,673      2,184         67          0          0          0        929        325
 
Changes from:       July 30, 2013                                    Total Change is:      -218
      -144          0          0       -370          0          0        140       -109          0          0          0          0        156       -109
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       74.8        0.0       62.6        0.0        0.0       16.4       21.4        0.7        0.0        0.0        0.0        9.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          0          4          .          .          0          0          0
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Updated August 9, 2013