`Traders in Financial Futures - Futures Only Positions as of August 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   133,392
Positions
    49,121      6,760      3,702     15,561     18,950        126     30,357     55,203      4,911      8,513      6,411        735     20,366     36,594
 
Changes from:       August 20, 2013                                  Total Change is:    25,110
    12,724     -5,557      1,910       -195        -62         -1      7,204     22,896        786      2,216       -161         89        377      5,210
 
Percent of Open Interest Represented by Each Category of Trader
      36.8        5.1        2.8       11.7       14.2        0.1       22.8       41.4        3.7        6.4        4.8        0.6       15.3       27.4
 
Number of Traders in Each Category                                    Total Traders:        98
        12          5          5          5          8          .         24         26         12         12          6          .
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Traders in Financial Futures - Futures Only Positions as of August 27, 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    41,682
Positions
    10,865     17,365        165          0      2,352          0     15,012      9,166        467          0      1,621          0     15,173     10,546
 
Changes from:       August 20, 2013                                  Total Change is:       544
       645      1,648         69          0         62          0       -583         43        -41          0       -565          0        454       -672
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       41.7        0.4        0.0        5.6        0.0       36.0       22.0        1.1        0.0        3.9        0.0       36.4       25.3
 
Number of Traders in Each Category                                    Total Traders:        38
         6          7          4          0          4          0         12          8          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of August 27, 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   149,328
Positions
    56,375     17,390      1,758     15,096     27,391      1,327     37,613     57,926      4,426      7,575      8,416        505     24,653     30,189
 
Changes from:       August 20, 2013                                  Total Change is:    10,823
       574      7,035        301       -126        810         40     11,371      1,183       -348       -479     -1,815          0       -510      3,617
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       11.6        1.2       10.1       18.3        0.9       25.2       38.8        3.0        5.1        5.6        0.3       16.5       20.2
 
Number of Traders in Each Category                                    Total Traders:       104
         8         12          6          5         17          5         26         23         14          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   175,588
Positions
    91,184     13,982        788     25,637     15,047      1,774     26,962     86,054      3,023      3,348     12,649        486     22,386     41,785
 
Changes from:       August 20, 2013                                  Total Change is:    13,420
     5,602        754        488       -350         -9       -879      2,939      8,906        -10        -96      1,285        -98      5,824      2,983
 
Percent of Open Interest Represented by Each Category of Trader
      51.9        8.0        0.4       14.6        8.6        1.0       15.4       49.0        1.7        1.9        7.2        0.3       12.7       23.8
 
Number of Traders in Each Category                                    Total Traders:       127
        14         10          .          7         16          .         25         37         10          4         14          .
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Traders in Financial Futures - Futures Only Positions as of August 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   248,672
Positions
    27,609     49,639      4,791     35,734     65,796      4,738     93,380     50,844      4,736     25,186     11,417      1,622     50,876     55,089
 
Changes from:       August 20, 2013                                  Total Change is:      -988
      -649      5,192        307       -941      1,482       -103        323     -3,125        189      1,663     -1,801       -134     -1,643     -2,995
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       20.0        1.9       14.4       26.5        1.9       37.6       20.4        1.9       10.1        4.6        0.7       20.5       22.2
 
Number of Traders in Each Category                                    Total Traders:       171
        13         15          9         14         24         11         33         38         15         15         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   186,664
Positions
   123,452     20,037        934        619     37,594      1,058     36,571     78,020      1,474      6,218     12,075      1,682     14,656     33,790
 
Changes from:       August 20, 2013                                  Total Change is:     2,486
     2,077        881        405         30     -2,496        -36     -1,582      2,722        -77      1,058        708         67        544        312
 
Percent of Open Interest Represented by Each Category of Trader
      66.1       10.7        0.5        0.3       20.1        0.6       19.6       41.8        0.8        3.3        6.5        0.9        7.9       18.1
 
Number of Traders in Each Category                                    Total Traders:        99
        13          7          9          .          9          4         17         32         10          6         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    44,198
Positions
    15,984     21,707     12,854          0      1,355          0      7,594      1,318      3,308      1,379          0      2,855        224        801
 
Changes from:       August 20, 2013                                  Total Change is:       575
       155        778        150          0        -79          0        277       -473          2          0          0          0         -9        197
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       49.1       29.1        0.0        3.1        0.0       17.2        3.0        7.5        3.1        0.0        6.5        0.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         12          0          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   109,461
Positions
    25,878     33,280        706     31,432        927          0     34,599     59,189      2,203      8,589      9,432        540      5,514      3,184
 
Changes from:       August 20, 2013                                  Total Change is:    14,976
     4,301        778          0     29,478        540          0    -18,987     10,462        975       -909      1,285        540       -422        396
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       30.4        0.6       28.7        0.8        0.0       31.6       54.1        2.0        7.8        8.6        0.5        5.0        2.9
 
Number of Traders in Each Category                                    Total Traders:        91
         4          9          .          5          .          0         26         28          8          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,942
Positions
    11,128     13,070      4,425          0      2,959          0        957      2,433        137      9,232      3,055          0      1,063        863
 
Changes from:       August 20, 2013                                  Total Change is:     2,436
       813        -19      1,338          0      1,214          0         -5        -91         96          0          0          0        194       -102
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       48.5       16.4        0.0       11.0        0.0        3.6        9.0        0.5       34.3       11.3        0.0        3.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        24
         6          5          4          0          .          0          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    12,193
Positions
     2,505      1,309         17        378        316          0      5,715      7,268        367        912        565          0      2,299      2,351
 
Changes from:       August 20, 2013                                  Total Change is:    -1,307
     1,015     -1,365         16        112        -20          0     -2,484        -19        -29        153         -8          0        -90        118
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       10.7        0.1        3.1        2.6        0.0       46.9       59.6        3.0        7.5        4.6        0.0       18.9       19.3
 
Number of Traders in Each Category                                    Total Traders:        54
         5          5          .          .          .          0         10         21          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    51,533
Positions
    13,814     37,496        142      5,986      1,132        290     17,693      5,029        496      4,959        274          9      8,146      6,667
 
Changes from:       August 20, 2013                                  Total Change is:    -2,873
     3,300     -3,421         27        180        116       -152     -4,492       -194        -10       -459         -1        -76     -1,192        837
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       72.8        0.3       11.6        2.2        0.6       34.3        9.8        1.0        9.6        0.5        0.0       15.8       12.9
 
Number of Traders in Each Category                                    Total Traders:        91
        18         13          .          6          .          .         23         14          7         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   103,065
Positions
    27,628     74,992        283     11,971      2,264        579     35,386     10,058        991      9,918        547         17     16,292     13,334
 
Changes from:       August 20, 2013                                  Total Change is:    -5,745
     6,599     -6,841         54        360        232       -303     -8,984       -388        -19       -917         -2       -151     -2,384      1,673
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       72.8        0.3       11.6        2.2        0.6       34.3        9.8        1.0        9.6        0.5        0.0       15.8       12.9
 
Number of Traders in Each Category                                    Total Traders:        91
        18         13          .          6          .          .         23         14          7         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   780,789
Positions
    25,042    166,988     39,737    321,529    136,921     48,552     88,339    168,434     58,327     58,060     45,853      5,653    135,551    110,323
 
Changes from:       August 20, 2013                                  Total Change is:    25,792
      -347    -21,400     10,574     -6,079      1,448        611     -4,501      3,335     14,701        967      3,225       -163     10,030     13,462
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       21.4        5.1       41.2       17.5        6.2       11.3       21.6        7.5        7.4        5.9        0.7       17.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       554
        33         42         25        108         57         59         84        118         78         52         59         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   181,394
Positions
    27,721     36,921      1,295     70,989     28,342      1,020     14,266     34,822      1,194     11,162     11,513      2,347     51,400     63,940
 
Changes from:       August 20, 2013                                  Total Change is:    12,330
     9,474     -9,504     -1,278        344        -94         33      3,630     12,135       -189       -105        -29        205        216     11,051
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       20.4        0.7       39.1       15.6        0.6        7.9       19.2        0.7        6.2        6.3        1.3       28.3       35.2
 
Number of Traders in Each Category                                    Total Traders:        88
         8         10          6         16          7          7         15         18         10          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 2,996,973
Positions
   119,528    783,260     59,287  1,271,977    562,171    218,383    535,998    833,694    120,031    237,918    175,132     13,098    420,753    231,917
 
Changes from:       August 20, 2013                                  Total Change is:    67,312
     3,624     -6,754      6,531    -31,673      8,153      2,449     42,262     38,919     -8,469      3,758     14,668       -238     49,068     12,053
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       26.1        2.0       42.4       18.8        7.3       17.9       27.8        4.0        7.9        5.8        0.4       14.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       534
        32         41         22        101         56         53         81        117         68         51         54         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   116,709
Positions
     3,937     58,595        191     68,586     43,794      2,343     26,862      5,741        788      3,052      1,768          0     10,950      3,489
 
Changes from:       August 20, 2013                                  Total Change is:    -3,249
       636     -4,181         -5     -2,031      1,227        -32     -4,316       -215          5      2,115          0          0        379        -48
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       50.2        0.2       58.8       37.5        2.0       23.0        4.9        0.7        2.6        1.5        0.0        9.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        98
         5         16          .         35         12         12         17          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    83,843
Positions
     2,493     57,818      2,833     35,038      4,691        801     28,696      5,239      2,019      2,881      4,776         48      9,034      5,618
 
Changes from:       August 20, 2013                                  Total Change is:     6,305
       761      1,781      2,303     -1,288         57        134       -636     -1,001      1,338        661        -46         -1      3,033      1,740
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       69.0        3.4       41.8        5.6        1.0       34.2        6.2        2.4        3.4        5.7        0.1       10.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       226
        19         27          8         32         17          8         65         33         14         18         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    10,200
Positions
     2,959      8,929          0      1,274          0          0      1,502        283          0        633          0          0      3,832        988
 
Changes from:       August 20, 2013                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       87.5        0.0       12.5        0.0        0.0       14.7        2.8        0.0        6.2        0.0        0.0       37.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        20
         6          7          0          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   368,216
Positions
     9,401    256,173      2,435    168,822     23,455      4,004    144,546     33,354      1,521     11,238     23,882        240     26,009     23,152
 
Changes from:       August 20, 2013                                  Total Change is:   -19,477
       738    -24,008       -217    -12,808        283        671     -2,114      2,156     -1,885        138       -232         -6     -3,994      3,761
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       69.6        0.7       45.8        6.4        1.1       39.3        9.1        0.4        3.1        6.5        0.1        7.1        6.3
 
Number of Traders in Each Category                                    Total Traders:       223
        18         26          .         32         17          8         65         33         11         17         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   353,746
Positions
    60,406     83,588     15,297    138,361    132,751     23,107     80,990     66,270      8,017      5,703      7,134        339     21,526     17,243
 
Changes from:       August 20, 2013                                  Total Change is:    -5,820
    -2,122    -10,126      3,885     -4,431      1,590        259     -1,875       -265        727       -447       -168         39     -1,855     -1,761
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       23.6        4.3       39.1       37.5        6.5       22.9       18.7        2.3        1.6        2.0        0.1        6.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       242
        20         15          .         53         32         21         47         47         12         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    53,779
Positions
     3,390     40,135        197     22,529          0        265      9,160      7,974        606      4,851        651        330     12,451      3,621
 
Changes from:       August 20, 2013                                  Total Change is:      -974
       274       -366        197       -778          0        -56     -1,382     -2,317        601        144        423        330       -304        214
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       74.6        0.4       41.9        0.0        0.5       17.0       14.8        1.1        9.0        1.2        0.6       23.2        6.7
 
Number of Traders in Each Category                                    Total Traders:        59
         5          8          .         16          0          .         11          8          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    59,673
Positions
    20,072     11,656        730     11,447     11,059        731     10,273      3,186      1,892      3,060      1,594          0     11,468     28,825
 
Changes from:       August 20, 2013                                  Total Change is:    -3,550
       543      2,549        221       -113         38        -12     -4,308       -798        494     -1,110       -148          0        735     -5,894
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       19.5        1.2       19.2       18.5        1.2       17.2        5.3        3.2        5.1        2.7        0.0       19.2       48.3
 
Number of Traders in Each Category                                    Total Traders:        74
        18         12          4          8          4          .         16          7          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    82,380
Positions
       568     40,166      2,430     38,292     22,185      3,310     26,768      6,660      3,788        298      1,472          0      6,926      2,369
 
Changes from:       August 20, 2013                                  Total Change is:      -570
      -221        263          0        856       -362       -111       -665       -443         32          0       -227          0       -461        278
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       48.8        2.9       46.5       26.9        4.0       32.5        8.1        4.6        0.4        1.8        0.0        8.4        2.9
 
Number of Traders in Each Category                                    Total Traders:        82
         .         12          .         30         17         11         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   237,497
Positions
    19,667     96,784      4,664    103,631     38,161     31,053     39,905     31,130     10,366     12,021     13,377        511     15,679     11,451
 
Changes from:       August 20, 2013                                  Total Change is:    13,421
       923    -10,099      1,158        779      4,377        912        864      2,269      8,005       -224      2,706         -6      1,010      4,099
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       40.8        2.0       43.6       16.1       13.1       16.8       13.1        4.4        5.1        5.6        0.2        6.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       169
        14         23          4         42         23         21         19         26         13         16          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   686,657
Positions
     2,384     80,082     20,493    273,371     82,022     88,729     59,208    109,624     63,288     37,774     45,858      5,932    135,478    190,629
 
Changes from:       August 20, 2013                                  Total Change is:    60,740
    -8,835     -2,769     11,239     -4,373     -3,387        328    -22,228      9,447     52,057     23,606       -463      3,943      5,003     -9,655
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       11.7        3.0       39.8       11.9       12.9        8.6       16.0        9.2        5.5        6.7        0.9       19.7       27.8
 
Number of Traders in Each Category                                    Total Traders:       146
         .         18          7         37         27         33         15         30         23          7          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   400,368
Positions
     2,032    102,673      6,772    243,340     16,856     36,086     16,222    140,542     10,860      8,415      9,203          0     76,641     77,376
 
Changes from:       August 20, 2013                                  Total Change is:    11,712
    -1,544    -14,384      5,959       -520     -5,703     -1,561      2,263     13,826      9,707     -3,564      2,636          0        972      1,232
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       25.6        1.7       60.8        4.2        9.0        4.1       35.1        2.7        2.1        2.3        0.0       19.1       19.3
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          5         29          7         14          .         11          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   891,667
Positions
    99,459     69,977     23,169    218,686    319,442     62,505    202,183    132,015     83,590     67,738     49,774     28,483    105,854    122,712
 
Changes from:       August 20, 2013                                  Total Change is:    10,681
   -12,962    -11,952     13,738     -9,777     -8,362     -5,262    -29,168    -45,277     58,084     -5,495     -5,696     -3,298      4,821     18,706
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        7.8        2.6       24.5       35.8        7.0       22.7       14.8        9.4        7.6        5.6        3.2       11.9       13.8
 
Number of Traders in Each Category                                    Total Traders:       198
        15         21         14         33         32         30         31         32         28         15         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    39,840
Positions
    17,290     11,931      8,294      1,175          0          0      3,404      9,838      9,177          3         25        418         79        157
 
Changes from:       August 20, 2013                                  Total Change is:       642
       -59        405        106        405          0          0       -278       -351        492          3        -14        -22         -5         26
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       29.9       20.8        2.9        0.0        0.0        8.5       24.7       23.0        0.0        0.1        1.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        38
        10          7          8          .          0          0          8         10          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 2,261,608
Positions
   157,585    152,629    122,666    612,029    827,991    231,916    702,605    238,000     77,712     67,863    126,997     30,613    258,619    453,084
 
Changes from:       August 20, 2013                                  Total Change is:   -46,099
    -8,732     -3,031     53,330     73,695   -111,741    -28,183   -142,222     38,029    -13,324    -13,874     -3,133      2,332     30,879     19,622
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        6.7        5.4       27.1       36.6       10.3       31.1       10.5        3.4        3.0        5.6        1.4       11.4       20.0
 
Number of Traders in Each Category                                    Total Traders:       290
        26         33         29         19         68         56         40         62         52         14         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 1,650,868
Positions
   248,812     89,663     63,652    376,814    445,976    175,382    422,753    292,314     77,076     81,758    152,678     15,330    189,291    338,797
 
Changes from:       August 20, 2013                                  Total Change is:   -29,640
    -4,878     14,164      1,856    -73,482    -33,880     13,451       -100    -45,146     14,198      4,630     -9,506     -4,026     18,711     19,249
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        5.4        3.9       22.8       27.0       10.6       25.6       17.7        4.7        5.0        9.2        0.9       11.5       20.5
 
Number of Traders in Each Category                                    Total Traders:       208
        17         16         15         31         43         36         34         42         37          6         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   303,473
Positions
    67,388     88,171    107,790      1,004          0      2,043     49,326     16,792     36,665      2,510      5,017     11,867     24,880     35,128
 
Changes from:       August 20, 2013                                  Total Change is:    12,726
    -1,117     10,906      7,159          0          0          0     10,081        578      1,962      2,505          0      1,037     -8,901     -8,916
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       29.1       35.5        0.3        0.0        0.7       16.3        5.5       12.1        0.8        1.7        3.9        8.2       11.6
 
Number of Traders in Each Category                                    Total Traders:        68
        15         19         23          .          0          .         17          7         17          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 9,513,056
Positions
 1,973,329  2,214,155  1,756,523  1,106,143    817,723    267,117    961,536    676,428  2,032,660    364,468    314,615    273,990    777,290  1,159,845
 
Changes from:       August 20, 2013                                  Total Change is:   180,503
   -64,043     -4,907     56,255      5,385    -46,321     26,767     29,587    -32,425    150,828     -7,846     -8,197     -5,298    -11,132     43,801
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       23.3       18.5       11.6        8.6        2.8       10.1        7.1       21.4        3.8        3.3        2.9        8.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       242
        28         44         69         13         10         15         56         43         88         20         13         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    38,898
Positions
    35,144        920        421          0     14,298         27      3,260     15,114         16          0      8,088          0         30         14
 
Changes from:       August 20, 2013                                  Total Change is:       373
      -478       -102       -279          0        921          0      1,130        809          0          0       -916          0          0        -60
 
Percent of Open Interest Represented by Each Category of Trader
      90.3        2.4        1.1        0.0       36.8        0.1        8.4       38.9        0.0        0.0       20.8        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        36
         7          .          .          0          9          .          .          8          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    20,303
Positions
    19,762        578        356          0      6,534          0        166      4,167          0          0      8,609          0         19         59
 
Changes from:       August 20, 2013                                  Total Change is:       247
       309       -202        356          0        -73          0          0        215        -88       -308         25          0        -22         14
 
Percent of Open Interest Represented by Each Category of Trader
      97.3        2.8        1.8        0.0       32.2        0.0        0.8       20.5        0.0        0.0       42.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        25
         .          4          .          0          6          0          .          6          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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    73,930
Positions
    12,173     28,783        842      5,149      3,779        325     26,361     34,428      1,998     18,550      1,231        197      8,335      2,347
 
Changes from:       August 20, 2013                                  Total Change is:    -1,294
        -6          0         30         -2        145          0       -564     -1,514        199       -902        -25         11        -60       -140
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       38.9        1.1        7.0        5.1        0.4       35.7       46.6        2.7       25.1        1.7        0.3       11.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       152
         7          .          .          8          5          .         28         24         10         71          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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   382,955
Positions
   139,338      5,901     33,758     49,103     22,549      9,631     32,262    190,330     50,613      9,116      8,559     36,177     22,957     25,437
 
Changes from:       August 20, 2013                                  Total Change is:   -61,677
   -10,793       -769    -17,477     -2,007     -2,263     -1,700    -15,977    -24,230      1,157      2,578        533    -15,521     -1,937     -1,407
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        1.5        8.8       12.8        5.9        2.5        8.4       49.7       13.2        2.4        2.2        9.4        6.0        6.6
 
Number of Traders in Each Category                                    Total Traders:       164
        21          8         21          5         14         10         33         41         42         18         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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     6,752
Positions
     1,410        588          0      1,800        264        123      2,610      4,940        782          0          0          0         27         55
 
Changes from:       August 20, 2013                                  Total Change is:       301
         5        -65          0        202        112       -402        699        636          0       -202          0          0         -1         20
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        8.7        0.0       26.7        3.9        1.8       38.7       73.2       11.6        0.0        0.0        0.0        0.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          6          .          .          5          4          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of August 27, 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    10,045
Positions
     1,150      7,299         91      6,468          0          0      1,414      2,256         38          0          0          0        884        361
 
Changes from:       August 20, 2013                                  Total Change is:       183
         0          0        -42         59          0          0        105        227          0          0          0          0         61         -2
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       72.7        0.9       64.4        0.0        0.0       14.1       22.5        0.4        0.0        0.0        0.0        8.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .         10          0          0          6          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated August 30, 2013