`Traders in Financial Futures - Futures Only Positions as of December 10, 2013               
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              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   160,759
Positions
    79,107      4,705      2,026     14,048     16,000        587     28,985     86,858      3,481      7,594      4,255        978     23,953     41,869
 
Changes from:       December 3, 2013                                 Total Change is:    14,992
    16,665       -549          6       -715     -1,612        403        511     13,746        150       -415      1,392       -280     -1,333      1,736
 
Percent of Open Interest Represented by Each Category of Trader
      49.2        2.9        1.3        8.7       10.0        0.4       18.0       54.0        2.2        4.7        2.6        0.6       14.9       26.0
 
Number of Traders in Each Category                                    Total Traders:        94
        13          8          6          4          7          .         19         29         12          8          5          5
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013               
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              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    64,506
Positions
    11,631     30,833      8,698        900      1,266          0     20,876      5,407      1,836        571      4,637          0     19,994     11,829
 
Changes from:       December 3, 2013                                 Total Change is:    18,644
    -4,652      6,238      8,363        900          0          0     10,170        931        -29         60      1,419          0      3,832      1,722
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       47.8       13.5        1.4        2.0        0.0       32.4        8.4        2.8        0.9        7.2        0.0       31.0       18.3
 
Number of Traders in Each Category                                    Total Traders:        46
         8         10          6          .          .          0         15          6          7          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013               
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              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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   255,604
Positions
    36,685    106,155     25,617     25,289     26,526      1,310    113,841     39,862      6,164      5,599     26,943         76     41,023     22,951
 
Changes from:       December 3, 2013                                 Total Change is:    16,233
     5,599      4,645     13,390       -289       -244         10     -4,760     -1,221      1,977       -485     -2,094       -234      1,025          4
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       41.5       10.0        9.9       10.4        0.5       44.5       15.6        2.4        2.2       10.5        0.0       16.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       126
         7         15          9         10         13          6         40         23         12          8          9          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013               
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              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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   262,229
Positions
   145,334      9,695      6,573     22,569     15,207      3,953     40,742    135,455     15,558      8,001     15,023      3,974     15,525     56,791
 
Changes from:       December 3, 2013                                 Total Change is:    17,062
    -2,830      5,656      3,735      1,329     -1,964       -117      2,237     -7,533     12,181     -3,324      3,293      3,820         31     -2,009
 
Percent of Open Interest Represented by Each Category of Trader
      55.4        3.7        2.5        8.6        5.8        1.5       15.5       51.7        5.9        3.1        5.7        1.5        5.9       21.7
 
Number of Traders in Each Category                                    Total Traders:       142
        16          7          9          8         17          6         21         51         17          5         14          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013               
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              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   302,100
Positions
    55,235     48,677     36,265     41,542     61,674      5,065     83,721     47,165      8,391     21,644     25,995        743     49,494     68,125
 
Changes from:       December 3, 2013                                 Total Change is:    48,447
    -1,248      6,301     29,685      1,889      4,366        -91     10,571     -1,839     -1,769        460      4,094        494      8,456      7,206
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       16.1       12.0       13.8       20.4        1.7       27.7       15.6        2.8        7.2        8.6        0.2       16.4       22.6
 
Number of Traders in Each Category                                    Total Traders:       186
        15         19         13         16         21         14         36         42         19         15         22          5
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013               
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              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   126,620
Positions
    68,253     12,247        738        955      4,914        273     24,655     60,791      3,043     12,234     10,316          1     16,468     34,297
 
Changes from:       December 3, 2013                                 Total Change is:     5,542
     3,747      1,429        147        -28     -1,013        104       -374      2,382      1,286         37     -1,020       -119        742      2,346
 
Percent of Open Interest Represented by Each Category of Trader
      53.9        9.7        0.6        0.8        3.9        0.2       19.5       48.0        2.4        9.7        8.1        0.0       13.0       27.1
 
Number of Traders in Each Category                                    Total Traders:        90
        12          6          .          .          8          4         22         29          9          .          8          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,513
Positions
    18,470     25,529     10,536      2,083          0          0      3,785        409      4,479      1,651          0      2,184        325        376
 
Changes from:       December 3, 2013                                 Total Change is:     3,313
      -444        421      2,055          0          0          0        682        -32      1,193          0          0          0       -173       -324
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       58.7       24.2        4.8        0.0        0.0        8.7        0.9       10.3        3.8        0.0        5.0        0.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        26
         7         11         11          .          0          0          .          .          4          .          0          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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   155,227
Positions
    38,326     67,034     11,068     39,223        480          0     31,637     46,476     15,679      9,168      9,863      1,755      8,371      2,872
 
Changes from:       December 3, 2013                                 Total Change is:    33,766
    -4,352     14,600      8,265        310          0          0     12,849     -2,594     12,061        407        949      1,344      2,882       -859
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       43.2        7.1       25.3        0.3        0.0       20.4       29.9       10.1        5.9        6.4        1.1        5.4        1.9
 
Number of Traders in Each Category                                    Total Traders:       110
         5         12          .          4          .          0         36         30         14         10          6          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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    19,953
Positions
     1,403     10,950        102        629          0          0     11,486      4,626      1,253        717        800          0      4,363      2,222
 
Changes from:       December 3, 2013                                 Total Change is:     1,635
        -6      1,627         91          0       -207          0       -552     -1,327      1,001         75        488          0      1,026        -38
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       54.9        0.5        3.2        0.0        0.0       57.6       23.2        6.3        3.6        4.0        0.0       21.9       11.1
 
Number of Traders in Each Category                                    Total Traders:        50
         .          7          .          .          0          0         15         14          5          .          4          0
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Traders in Financial Futures - Futures Only Positions as of December 10, 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    84,512
Positions
    15,755     50,352      5,050      7,575      4,134        303     32,755      4,516      7,481      4,868      2,337        866      9,860      9,474
 
Changes from:       December 3, 2013                                 Total Change is:    -1,714
     1,275       -282        165        356        -14       -175     -3,317       -492       -469        544        559         16       -108     -1,022
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       59.6        6.0        9.0        4.9        0.4       38.8        5.3        8.9        5.8        2.8        1.0       11.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       117
        20         13         10         11          .          .         32         13         15          7         13          4
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Traders in Financial Futures - Futures Only Positions as of December 10, 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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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    14,554
Positions
     7,479      8,497        300        990          0          0      2,721      5,170         38      1,397          0          0      1,629        549
 
Changes from:       December 3, 2013                                 Total Change is:        -3
         0          0          0          0          0          0        -15          0         33          0          0          0        -21        -36
 
Percent of Open Interest Represented by Each Category of Trader
      51.4       58.4        2.1        6.8        0.0        0.0       18.7       35.5        0.3        9.6        0.0        0.0       11.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        26
         4          8          .          .          0          0          7          4          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   139,915
Positions
    22,504     89,663      3,547     13,170      8,268        605     74,107     12,731        846      8,337      6,068        337     16,462     17,850
 
Changes from:       December 3, 2013                                 Total Change is:    -3,422
       752     -2,360      2,126        711        -28       -349     -7,299     -1,679       -309      1,085      1,115         34       -173     -1,972
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       64.1        2.5        9.4        5.9        0.4       53.0        9.1        0.6        6.0        4.3        0.2       11.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       113
        17         14          8         10          .          .         32         18         11          6         14          4
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Traders in Financial Futures - Futures Only Positions as of December 10, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   764,651
Positions
    43,651    211,285     30,105    303,377    112,810     44,726    112,101    156,562     61,478     39,947     54,412     12,999    116,268     80,275
 
Changes from:       December 3, 2013                                 Total Change is:    16,351
     3,274     14,684     -3,445      4,048       -684        877       -547         60      1,163        325     -5,237     -1,309     11,965     10,242
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       27.6        3.9       39.7       14.8        5.8       14.7       20.5        8.0        5.2        7.1        1.7       15.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       567
        40         38         30        110         59         73         99        103         81         59         59         21
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Traders in Financial Futures - Futures Only Positions as of December 10, 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   175,153
Positions
    19,522     65,235      3,808     61,855     29,254      1,698     17,059     33,274      2,016     14,400      7,063      1,014     53,781     31,791
 
Changes from:       December 3, 2013                                 Total Change is:    10,311
     3,039      6,084      1,166       -896       -328        115      2,753     -3,954        482        374        -21        143      3,135      6,624
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       37.2        2.2       35.3       16.7        1.0        9.7       19.0        1.2        8.2        4.0        0.6       30.7       18.2
 
Number of Traders in Each Category                                    Total Traders:        91
         8         13          5         15         10          9         17         16          9          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 2,947,491
Positions
   191,914    801,520     60,214  1,223,235    433,406    199,516    607,440    748,668    165,078    167,583    276,593     20,074    312,437    242,422
 
Changes from:       December 3, 2013                                 Total Change is:    30,200
    11,055     52,883    -32,936     24,436     -2,066      4,094    -38,363     -1,793     25,267        870    -24,963     -8,374     44,151     18,088
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       27.2        2.0       41.5       14.7        6.8       20.6       25.4        5.6        5.7        9.4        0.7       10.6        8.2
 
Number of Traders in Each Category                                    Total Traders:       551
        38         39         27        105         56         67        101         99         70         56         57         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   107,136
Positions
     3,068     57,213         85     56,929     35,393      1,641     32,971      6,037        628        844      2,582          0     10,970      3,557
 
Changes from:       December 3, 2013                                 Total Change is:    -1,472
      -263        279          6     -1,679     -1,539       -400        583        368       -324        -44          0          0        649        138
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       53.4        0.1       53.1       33.0        1.5       30.8        5.6        0.6        0.8        2.4        0.0       10.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        93
         5         13          .         39          9         16         16          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    84,692
Positions
     6,286     64,614      1,668     37,264      3,568      1,002     29,590      4,850        584      2,083      1,862        192      6,024      6,353
 
Changes from:       December 3, 2013                                 Total Change is:    -1,124
     1,062     -1,284      1,304     -1,345       -107        106     -2,623     -1,927        275        -68       -692         18        148      1,183
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       76.3        2.0       44.0        4.2        1.2       34.9        5.7        0.7        2.5        2.2        0.2        7.1        7.5
 
Number of Traders in Each Category                                    Total Traders:       211
        17         21         11         35         14          9         61         32         12         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   423,461
Positions
    31,430    323,069      8,340    186,318     17,841      5,008    147,951     24,248      2,920     10,413      9,309        961     30,120     31,765
 
Changes from:       December 3, 2013                                 Total Change is:    -5,618
     5,310     -6,420      6,519     -6,725       -534        528    -13,115     -9,635      1,376       -342     -3,458         90        741      5,916
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       76.3        2.0       44.0        4.2        1.2       34.9        5.7        0.7        2.5        2.2        0.2        7.1        7.5
 
Number of Traders in Each Category                                    Total Traders:       211
        17         21         11         35         14          9         61         32         12         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   353,964
Positions
    43,042    118,045     38,280    153,375     91,887     12,759     64,701     61,577     10,232      8,965      5,890        265     22,345     15,029
 
Changes from:       December 3, 2013                                 Total Change is:   -15,649
    -9,211    -19,181      9,467     -3,555        628       -927    -10,784     -5,371        591     -1,963       -972         65        668         51
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       33.3       10.8       43.3       26.0        3.6       18.3       17.4        2.9        2.5        1.7        0.1        6.3        4.2
 
Number of Traders in Each Category                                    Total Traders:       243
        17         20         10         55         34         24         52         41         15         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    84,502
Positions
     6,311     46,330      5,370     32,681        463        467     14,987     12,299      3,833      3,821      5,061      1,551     15,481      9,128
 
Changes from:       December 3, 2013                                 Total Change is:    13,265
       768        548      4,952        796          0         37      1,213      1,542      3,314     -2,547      1,396      1,551      3,181        -75
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       54.8        6.4       38.7        0.5        0.6       17.7       14.6        4.5        4.5        6.0        1.8       18.3       10.8
 
Number of Traders in Each Category                                    Total Traders:        87
         9          9          5         21          .          .         19         12          9          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   107,389
Positions
    25,811      9,770      6,053     10,438      1,200        675     32,176     14,672      5,470     11,035      2,596        594     15,137     66,359
 
Changes from:       December 3, 2013                                 Total Change is:     6,762
    -1,356      1,014      3,559       -202        -42          2     -2,003      2,518      3,395      2,545       -888       -144        966     -2,652
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        9.1        5.6        9.7        1.1        0.6       30.0       13.7        5.1       10.3        2.4        0.6       14.1       61.8
 
Number of Traders in Each Category                                    Total Traders:        97
        21         13         10          8          .          .         25         11         13         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    93,246
Positions
     2,377     58,792      1,911     48,106     16,634      3,068     26,303      5,027      4,757        439        875          0      6,285      2,182
 
Changes from:       December 3, 2013                                 Total Change is:     3,799
        65      1,927        306        995      1,108     -1,223      3,020      1,414        774          0          4          0       -138       -511
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       63.1        2.0       51.6       17.8        3.3       28.2        5.4        5.1        0.5        0.9        0.0        6.7        2.3
 
Number of Traders in Each Category                                    Total Traders:        93
         4         11          .         34         18         14         16          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   260,882
Positions
    22,129    103,279     27,017     86,249     38,278     37,945     46,004     36,276      6,437     19,469      4,791        553     15,079      6,306
 
Changes from:       December 3, 2013                                 Total Change is:    12,966
     8,894     -6,086     14,660     -9,909      5,292     -1,288        659     -1,390      2,611        309      1,188         48     -3,018     -2,069
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       39.6       10.4       33.1       14.7       14.5       17.6       13.9        2.5        7.5        1.8        0.2        5.8        2.4
 
Number of Traders in Each Category                                    Total Traders:       182
        15         23          9         52         22         24         29         15         14         20          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   651,270
Positions
     9,318     68,049      1,884    303,853    129,481    101,065     66,787    106,639     20,753     22,952     31,234      2,021    122,637    190,144
 
Changes from:       December 3, 2013                                 Total Change is:   -59,476
    -1,887        930    -13,475        255     -5,116     -1,684    -10,581     -8,870    -27,689       -144      1,825     -3,842       -429     -1,555
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       10.4        0.3       46.7       19.9       15.5       10.3       16.4        3.2        3.5        4.8        0.3       18.8       29.2
 
Number of Traders in Each Category                                    Total Traders:       165
         5         17          5         30         40         37         26         29         16          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   460,056
Positions
    21,522    111,894      3,081    275,143     20,885     44,502     17,999    160,068      9,131     10,637     18,667        977     77,064     90,851
 
Changes from:       December 3, 2013                                 Total Change is:   -19,253
      -528     -8,066     -4,367     -1,847      2,084        -20         54     -4,330     -2,575         80      1,124     -3,946     -6,104        843
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       24.3        0.7       59.8        4.5        9.7        3.9       34.8        2.0        2.3        4.1        0.2       16.8       19.7
 
Number of Traders in Each Category                                    Total Traders:        88
         .         11          7         34          8         22          .         20         10          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   910,418
Positions
    82,434     55,606     31,567    240,676    229,268     59,404    213,014    252,632     91,122     54,135     61,622     28,599    109,467    100,598
 
Changes from:       December 3, 2013                                 Total Change is:   -91,476
    -8,634    -14,910     -8,798     -8,952      6,112       -926    -74,906    -68,308     -4,519     18,675     -2,606        -13     -3,403      2,492
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        6.1        3.5       26.4       25.2        6.5       23.4       27.7       10.0        5.9        6.8        3.1       12.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       201
        13         26         10         33         33         28         32         29         23         15         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    49,457
Positions
    11,731     26,772      6,186        672          0          0     24,709     10,321      4,371          2          0      1,503        283        304
 
Changes from:       December 3, 2013                                 Total Change is:     4,589
     1,237      3,119        618          0          0          0      3,862      1,969     -1,118          0          0          0        -10          1
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       54.1       12.5        1.4        0.0        0.0       50.0       20.9        8.8        0.0        0.0        3.0        0.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        41
         5         12          6          .          0          0          6         16          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 2,292,555
Positions
   152,967    202,113     61,036    690,595    845,632    265,753    636,819    238,355    106,767    128,776     96,426     21,470    228,372    455,003
 
Changes from:       December 3, 2013                                 Total Change is:  -166,894
   -23,253    -25,078    -16,988    -89,188     24,256    -28,162    -21,706    -55,557    -18,904     46,104    -42,408    -10,526     -4,271      6,473
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        8.8        2.7       30.1       36.9       11.6       27.8       10.4        4.7        5.6        4.2        0.9       10.0       19.8
 
Number of Traders in Each Category                                    Total Traders:       319
        17         39         15         34         70         56         53         62         42         15         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 1,851,254
Positions
   135,387    200,441     27,553    719,716    584,922    172,757    387,143    348,859     46,632    136,475    139,242     14,316    211,275    316,532
 
Changes from:       December 3, 2013                                 Total Change is:  -107,974
     9,922    -12,467    -29,428     32,658     48,680      2,978    -62,332    -94,517    -39,668      8,678     15,711      1,329    -32,111       -592
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       10.8        1.5       38.9       31.6        9.3       20.9       18.8        2.5        7.4        7.5        0.8       11.4       17.1
 
Number of Traders in Each Category                                    Total Traders:       242
        13         28         12         28         52         37         34         49         27         12         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   274,535
Positions
   105,277     71,630     74,489        763        392        943     24,985     28,218     32,166        935      9,184     11,858     23,119     45,655
 
Changes from:       December 3, 2013                                 Total Change is:    10,141
     4,430        588      8,613        -45          0          0      1,485      2,120     -2,729       -583      1,483     -1,700        670      1,766
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       26.1       27.1        0.3        0.1        0.3        9.1       10.3       11.7        0.3        3.3        4.3        8.4       16.6
 
Number of Traders in Each Category                                    Total Traders:        65
        16         18         22          .          .          .         11          7         14          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 is10,734,066
Positions
 1,116,903  2,718,863  2,042,863  2,787,395    744,269    210,282    917,778    908,020  2,132,260    290,624    502,963    323,645    912,316  1,150,901
 
Changes from:       December 3, 2013                                 Total Change is:   199,268
    55,025   -118,114     17,246    119,861    167,161     20,403    -54,434     30,175     58,152     12,285      5,614     -5,338    -23,932     23,969
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       25.3       19.0       26.0        6.9        2.0        8.6        8.5       19.9        2.7        4.7        3.0        8.5       10.7
 
Number of Traders in Each Category                                    Total Traders:       269
        21         60         74         11         14         19         51         63         90         15         20         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    58,226
Positions
    35,220      1,067      9,027        255     10,049      9,036      4,655     19,383          0          0      9,550          0         33        114
 
Changes from:       December 3, 2013                                 Total Change is:    10,872
     2,698          0      9,027          0      1,178         -6       -370      1,079          0          0         62          0       -477       -468
 
Percent of Open Interest Represented by Each Category of Trader
      60.5        1.8       15.5        0.4       17.3       15.5        8.0       33.3        0.0        0.0       16.4        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        44
         7          4          .          .         11          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    42,025
Positions
    27,850      4,624      8,608          0     10,015      4,624        736      2,303        195          0     11,619          0         12         37
 
Changes from:       December 3, 2013                                 Total Change is:     6,019
       291     -2,245      8,440          0      1,837        -63        338        418     -2,975          0        594          0        -12         13
 
Percent of Open Interest Represented by Each Category of Trader
      66.3       11.0       20.5        0.0       23.8       11.0        1.8        5.5        0.5        0.0       27.6        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          .          0         10          .          .          6          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    49,070
Positions
     9,802      9,857        860      4,966      2,178        471     16,486     30,078      1,931      8,471      1,350          3      6,080      2,342
 
Changes from:       December 3, 2013                                 Total Change is:     2,897
       -62        239         48       -299        116          4      5,389      1,400         37     -1,205        326          3     -1,018        724
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       20.1        1.8       10.1        4.4        1.0       33.6       61.3        3.9       17.3        2.8        0.0       12.4        4.8
 
Number of Traders in Each Category                                    Total Traders:       131
         7          .          .          8          5          .         19         29         12         53          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   387,342
Positions
    90,019     21,904     36,029     59,269     23,772     23,828     51,254    149,711     50,762      5,134      9,332     46,967     24,080     25,037
 
Changes from:       December 3, 2013                                 Total Change is:     6,070
     5,525      1,161     -3,904       -482     -2,084      2,074      9,827     16,614    -11,977       -289     -1,756      5,061        235        881
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        5.7        9.3       15.3        6.1        6.2       13.2       38.7       13.1        1.3        2.4       12.1        6.2        6.5
 
Number of Traders in Each Category                                    Total Traders:       171
        23          9         21         12         12         13         32         45         43          8         17         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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     9,115
Positions
        81      1,405          0      2,395          0        286      4,809      4,482      1,480          0      1,450          0         64         12
 
Changes from:       December 3, 2013                                 Total Change is:     1,110
      -149          0          0        852          0        286       -510       -401        698          0        518          0        -67          9
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       15.4        0.0       26.3        0.0        3.1       52.8       49.2       16.2        0.0       15.9        0.0        0.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          6          0          .          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 13, 2013