`Traders in Financial Futures - Futures Only Positions as of December 17, 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   187,136
Positions
    88,475      4,820     19,015     14,140     15,838        539     21,881     90,593     12,112      7,345      4,570        889     22,740     38,760
 
Changes from:       December 10, 2013                                Total Change is:    26,377
     9,368        115     16,989         92       -162        -48     -7,104      3,735      8,631       -249        315        -89     -1,213     -3,109
 
Percent of Open Interest Represented by Each Category of Trader
      47.3        2.6       10.2        7.6        8.5        0.3       11.7       48.4        6.5        3.9        2.4        0.5       12.2       20.7
 
Number of Traders in Each Category                                    Total Traders:        88
        12          6          6          5          6          .         14         31          7          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,367
Positions
       449     21,563        327        900      1,316          0     24,216      7,305        282        632      4,329          0     20,561     12,245
 
Changes from:       December 10, 2013                                Total Change is:   -17,139
   -11,182     -9,270     -8,371          0         50          0      3,340      1,898     -1,554         61       -308          0        567        416
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       45.5        0.7        1.9        2.8        0.0       51.1       15.4        0.6        1.3        9.1        0.0       43.4       25.9
 
Number of Traders in Each Category                                    Total Traders:        40
         .         10          .          .          .          0         13          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   191,648
Positions
    14,211     84,500        698     26,613     26,670      1,497    106,066     30,174      2,619      4,880     26,149        180     34,884     19,161
 
Changes from:       December 10, 2013                                Total Change is:   -63,956
   -22,474    -21,655    -24,919      1,324        144        187     -7,775     -9,688     -3,545       -719       -794        104     -6,139     -3,790
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       44.1        0.4       13.9       13.9        0.8       55.3       15.7        1.4        2.5       13.6        0.1       18.2       10.0
 
Number of Traders in Each Category                                    Total Traders:       115
         7         10          .         10         14          5         41         18          4          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   232,743
Positions
   117,342      4,665         83     23,144     20,819      4,157     45,916    133,054      2,489     26,312     14,316        190     13,110     52,970
 
Changes from:       December 10, 2013                                Total Change is:   -29,486
   -27,992     -5,030     -6,490        575      5,612        204      5,174     -2,401    -13,069     18,311       -707     -3,784     -2,415     -3,821
 
Percent of Open Interest Represented by Each Category of Trader
      50.4        2.0        0.0        9.9        8.9        1.8       19.7       57.2        1.1       11.3        6.2        0.1        5.6       22.8
 
Number of Traders in Each Category                                    Total Traders:       139
        12          5          .          9         21          7         26         50          8          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   230,955
Positions
    24,197     24,696        922     42,111     65,808      4,905     91,807     42,189      3,993     16,502     28,454        499     46,019     59,489
 
Changes from:       December 10, 2013                                Total Change is:   -71,145
   -31,038    -23,981    -35,343        569      4,134       -160      8,086     -4,976     -4,398     -5,142      2,459       -244     -3,475     -8,636
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       10.7        0.4       18.2       28.5        2.1       39.8       18.3        1.7        7.1       12.3        0.2       19.9       25.8
 
Number of Traders in Each Category                                    Total Traders:       183
        13         19          6         17         23         15         32         37         11         15         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   113,118
Positions
    73,875      1,669        150        968      6,296        267     13,933     61,370        970      5,580      9,907          1     17,374     32,488
 
Changes from:       December 10, 2013                                Total Change is:   -13,502
     5,622    -10,578       -588         13      1,382         -6    -10,722        579     -2,073     -6,654       -409          0        906     -1,809
 
Percent of Open Interest Represented by Each Category of Trader
      65.3        1.5        0.1        0.9        5.6        0.2       12.3       54.3        0.9        4.9        8.8        0.0       15.4       28.7
 
Number of Traders in Each Category                                    Total Traders:        77
         7          4          .          .         10          4         17         26          .          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   114,614
Positions
    25,759     54,276          0     39,340        641          0     32,277     50,442      1,204      8,675      6,066          0      7,359      1,985
 
Changes from:       December 10, 2013                                Total Change is:   -40,613
   -12,567    -12,758    -11,068        117        161          0        640      3,966    -14,475       -493     -3,797     -1,755     -1,012       -887
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       47.4        0.0       34.3        0.6        0.0       28.2       44.0        1.1        7.6        5.3        0.0        6.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        85
         .         11          0          4          .          0         30         23          .          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    17,939
Positions
       986      6,702          0        818          0          0     11,193      8,057        252        716        627          0      3,974      2,301
 
Changes from:       December 10, 2013                                Total Change is:    -2,014
      -417     -4,248       -102        189          0          0       -293      3,431     -1,001         -1       -173          0       -389         79
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       37.4        0.0        4.6        0.0        0.0       62.4       44.9        1.4        4.0        3.5        0.0       22.2       12.8
 
Number of Traders in Each Category                                    Total Traders:        48
         .          6          0          4          0          0         16         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    87,167
Positions
    16,400     47,119     11,753      7,886      4,113        237     26,377      3,276      9,372      4,241      1,716        967      9,937      8,617
 
Changes from:       December 10, 2013                                Total Change is:     2,656
       646     -3,234      6,703        311        -21        -66     -6,378     -1,240      1,891       -628       -621        101         77       -858
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       54.1       13.5        9.0        4.7        0.3       30.3        3.8       10.8        4.9        2.0        1.1       11.4        9.9
 
Number of Traders in Each Category                                    Total Traders:       107
        19         12         17         11          .          .         31         10         15          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    16,810
Positions
     8,429      8,748      1,568        990          0          0      2,769      4,968        454      1,397          0          0      1,203      1,072
 
Changes from:       December 10, 2013                                Total Change is:     2,256
       950        251      1,268          0          0          0         48       -202        416          0          0          0       -426        523
 
Percent of Open Interest Represented by Each Category of Trader
      50.1       52.0        9.3        5.9        0.0        0.0       16.5       29.6        2.7        8.3        0.0        0.0        7.2        6.4
 
Number of Traders in Each Category                                    Total Traders:        25
         4          7          .          .          0          0          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   140,714
Positions
    22,537     83,336     13,774     13,792      8,226        473     60,940     10,340      4,111      6,804      4,549        816     17,467     15,089
 
Changes from:       December 10, 2013                                Total Change is:       799
        33     -6,327     10,227        622        -42       -132    -13,167     -2,391      3,265     -1,533     -1,519        479      1,005     -2,761
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       59.2        9.8        9.8        5.8        0.3       43.3        7.3        2.9        4.8        3.2        0.6       12.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       105
        17         14         15         10          .          .         30         15         11          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   873,627
Positions
    39,627    215,536    101,136    302,970    116,354     59,554    113,473    142,327     87,201     43,970     56,425     19,833    105,862     75,261
 
Changes from:       December 10, 2013                                Total Change is:   108,976
    -4,024      4,251     71,031       -407      3,544     14,828      1,372    -14,235     25,723      4,023      2,014      6,834    -10,406     -5,015
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       24.7       11.6       34.7       13.3        6.8       13.0       16.3       10.0        5.0        6.5        2.3       12.1        8.6
 
Number of Traders in Each Category                                    Total Traders:       580
        39         38         49        110         58         75        111         97         91         62         65         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   199,902
Positions
    25,208     66,715     19,657     62,461     26,646      1,666     16,907     38,118      2,985     18,592      7,117      2,238     50,188     34,760
 
Changes from:       December 10, 2013                                Total Change is:    24,749
     5,686      1,480     15,849        606     -2,608        -32       -152      4,844        969      4,192         54      1,224     -3,593      2,969
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       33.4        9.8       31.2       13.3        0.8        8.5       19.1        1.5        9.3        3.6        1.1       25.1       17.4
 
Number of Traders in Each Category                                    Total Traders:        93
         7         13          7         16          9          9         18         17         16         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 3,368,625
Positions
   176,411    848,422    303,080  1,230,888    476,882    261,099    660,265    698,476    243,647    162,294    281,946     52,569    278,372    202,504
 
Changes from:       December 10, 2013                                Total Change is:   421,134
   -15,503     46,902    242,866      7,653     43,476     61,583     52,825    -50,192     78,569     -5,289      5,353     32,495    -34,065    -39,918
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       25.2        9.0       36.5       14.2        7.8       19.6       20.7        7.2        4.8        8.4        1.6        8.3        6.0
 
Number of Traders in Each Category                                    Total Traders:       565
        39         38         42        103         56         71        111         96         85         58         64         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   112,926
Positions
     3,049     55,778      3,152     59,869     36,202      2,318     27,797      6,669      2,551        964      2,951          0     13,226      3,305
 
Changes from:       December 10, 2013                                Total Change is:     5,790
       -19     -1,435      3,067      2,940        809        677     -5,174        632      1,923        120        369          0      2,256       -252
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       49.4        2.8       53.0       32.1        2.1       24.6        5.9        2.3        0.9        2.6        0.0       11.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        96
         4         14          6         37          9         17         17          9          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   103,403
Positions
     6,156     69,039      6,697     38,011      3,559      6,508     31,857      5,659      5,051      1,982      1,496        337      6,805      5,056
 
Changes from:       December 10, 2013                                Total Change is:    18,710
      -130      4,426      5,029        747         -9      5,506      2,267        810      4,467       -101       -365        144        781     -1,297
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       66.8        6.5       36.8        3.4        6.3       30.8        5.5        4.9        1.9        1.4        0.3        6.6        4.9
 
Number of Traders in Each Category                                    Total Traders:       217
        22         21         18         38         12          8         67         26         22         16         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   517,013
Positions
    30,778    345,197     33,484    190,054     17,795     32,539    159,284     28,297     25,257      9,908      7,482      1,683     34,026     25,279
 
Changes from:       December 10, 2013                                Total Change is:    93,552
      -652     22,128     25,144      3,736        -46     27,531     11,333      4,049     22,337       -505     -1,827        722      3,906     -6,486
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       66.8        6.5       36.8        3.4        6.3       30.8        5.5        4.9        1.9        1.4        0.3        6.6        4.9
 
Number of Traders in Each Category                                    Total Traders:       217
        22         21         18         38         12          8         67         26         22         16         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   369,120
Positions
    39,218    114,481     50,809    155,523     92,599     12,531     61,629     62,966     11,543      9,014      6,484      1,762     27,091     15,945
 
Changes from:       December 10, 2013                                Total Change is:    15,156
    -3,824     -3,564     12,529      2,148        712       -228     -3,072      1,389      1,311         49        594      1,497      4,746        916
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       31.0       13.8       42.1       25.1        3.4       16.7       17.1        3.1        2.4        1.8        0.5        7.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       245
        16         20         12         55         34         22         49         44         21         15         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    71,148
Positions
     5,509     41,065          0     32,861        261        470     16,463     15,619          1      5,615      5,313          0     10,229      8,419
 
Changes from:       December 10, 2013                                Total Change is:   -13,354
      -802     -5,265     -5,370        180       -202          3      1,476      3,320     -3,832      1,794        252     -1,551     -5,252       -709
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       57.7        0.0       46.2        0.4        0.7       23.1       22.0        0.0        7.9        7.5        0.0       14.4       11.8
 
Number of Traders in Each Category                                    Total Traders:        89
         7          8          0         20          .          .         21         14          .          9          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    86,386
Positions
    22,485     13,724        453      9,689      3,205        778     35,226      6,610        389      7,113      2,829          0     10,253     58,398
 
Changes from:       December 10, 2013                                Total Change is:   -21,003
    -3,326      3,954     -5,600       -749      2,005        103      3,050     -8,062     -5,081     -3,922        233       -594     -4,884     -7,961
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       15.9        0.5       11.2        3.7        0.9       40.8        7.7        0.5        8.2        3.3        0.0       11.9       67.6
 
Number of Traders in Each Category                                    Total Traders:        84
        17          8          .          8          .          .         31          .          5         13          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   117,743
Positions
     2,806     60,925     17,064     48,622     14,733      8,071     26,070      5,815      5,779      1,020        875        812      7,499      3,669
 
Changes from:       December 10, 2013                                Total Change is:    24,497
       429      2,133     15,153        516     -1,901      5,003       -233        788      1,022        581          0        812      1,214      1,487
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       51.7       14.5       41.3       12.5        6.9       22.1        4.9        4.9        0.9        0.7        0.7        6.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        89
         4         11          5         32         16         14         15          6          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   287,482
Positions
    25,047    103,803     32,554     79,608     39,846     48,919     48,910     32,019      4,308     20,017      6,153      7,996     20,123     11,884
 
Changes from:       December 10, 2013                                Total Change is:    26,600
     2,918        524      5,537     -6,641      1,568     10,974      2,906     -4,257     -2,129        548      1,362      7,443      5,044      5,578
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       36.1       11.3       27.7       13.9       17.0       17.0       11.1        1.5        7.0        2.1        2.8        7.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       181
        20         21         10         47         22         28         26         17         18         22          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   634,859
Positions
     6,510     69,546      2,229    300,111    127,968    108,916     55,757    101,841     15,043     19,442     32,623        658    126,193    176,035
 
Changes from:       December 10, 2013                                Total Change is:   -16,411
    -2,808      1,497        345     -3,742     -1,513      7,851    -11,030     -4,798     -5,710     -3,510      1,389     -1,363      3,556    -14,109
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       11.0        0.4       47.3       20.2       17.2        8.8       16.0        2.4        3.1        5.1        0.1       19.9       27.7
 
Number of Traders in Each Category                                    Total Traders:       166
         5         17          5         32         42         35         21         31         15          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   448,590
Positions
    19,313    107,548      2,471    272,457     20,474     45,130     19,853    162,412      3,936     10,762     19,132          0     74,668     87,487
 
Changes from:       December 10, 2013                                Total Change is:   -11,466
    -2,209     -4,346       -610     -2,686       -411        628      1,854      2,344     -5,195        125        465       -977     -2,396     -3,364
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       24.0        0.6       60.7        4.6       10.1        4.4       36.2        0.9        2.4        4.3        0.0       16.6       19.5
 
Number of Traders in Each Category                                    Total Traders:        83
         .         10          7         34          6         21          .         19          9          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   836,620
Positions
    76,608     49,912     25,245    236,205    239,730     56,524    183,100    217,837     64,961     61,605     54,460     26,148    106,224    101,803
 
Changes from:       December 10, 2013                                Total Change is:   -73,798
    -5,826     -5,694     -6,322     -4,471     10,462     -2,880    -29,914    -34,795    -26,161      7,470     -7,162     -2,451     -3,243      1,205
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        6.0        3.0       28.2       28.7        6.8       21.9       26.0        7.8        7.4        6.5        3.1       12.7       12.2
 
Number of Traders in Each Category                                    Total Traders:       203
        12         23          7         32         35         29         36         28         24         16         21          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    51,769
Positions
    12,197     25,145      7,565        672          0          0     24,892     12,716      4,591          2          0      1,518        332        234
 
Changes from:       December 10, 2013                                Total Change is:     2,312
       466     -1,627      1,379          0          0          0        183      2,395        220          0          0         15         49        -70
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       48.6       14.6        1.3        0.0        0.0       48.1       24.6        8.9        0.0        0.0        2.9        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        41
         6         10          9          .          0          0          6         17         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 2,188,276
Positions
   168,554    156,886     53,795    661,377    849,415    234,577    611,559    237,909     83,180    122,482     94,690     28,869    223,883    448,955
 
Changes from:       December 10, 2013                                Total Change is:  -104,279
    15,587    -45,227     -7,241    -29,218      3,783    -31,176    -25,260       -446    -23,587     -6,294     -1,736      7,399     -4,489     -6,048
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        7.2        2.5       30.2       38.8       10.7       27.9       10.9        3.8        5.6        4.3        1.3       10.2       20.5
 
Number of Traders in Each Category                                    Total Traders:       314
        21         34         11         33         70         56         51         63         38         13         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 1,761,766
Positions
   133,944    166,353     10,127    696,701    552,972    185,386    361,798    342,283     38,705    133,330    131,618     12,302    189,473    322,020
 
Changes from:       December 10, 2013                                Total Change is:   -89,488
    -1,443    -34,088    -17,426    -23,015    -31,950     12,629    -25,345     -6,576     -7,927     -3,145     -7,624     -2,014    -21,802      5,488
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        9.4        0.6       39.5       31.4       10.5       20.5       19.4        2.2        7.6        7.5        0.7       10.8       18.3
 
Number of Traders in Each Category                                    Total Traders:       231
        15         24         11         30         47         37         38         41         24         14         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   290,761
Positions
   113,633     78,873     80,673        763        392        943     24,423     27,056     34,534        285      9,257     10,563     24,944     48,470
 
Changes from:       December 10, 2013                                Total Change is:    16,226
     8,356      7,243      6,184          0          0          0       -562     -1,162      2,368       -650         73     -1,295      1,825      2,815
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       27.1       27.7        0.3        0.1        0.3        8.4        9.3       11.9        0.1        3.2        3.6        8.6       16.7
 
Number of Traders in Each Category                                    Total Traders:        61
        16         17         22          .          .          .         10          7         14          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 9,993,489
Positions
   705,398  2,350,140  2,008,777  2,875,534    879,478    203,247    819,937    661,882  2,000,551    209,551    444,678    282,699    887,795  1,162,037
 
Changes from:       December 10, 2013                                Total Change is:  -740,577
  -411,505   -368,723    -34,086     88,139    135,209     -7,035    -97,841   -246,138   -131,709    -81,073    -58,285    -40,946    -24,521     11,136
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       23.5       20.1       28.8        8.8        2.0        8.2        6.6       20.0        2.1        4.4        2.8        8.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       261
        25         53         71         10         17         20         46         61         87         12         24         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    49,859
Positions
    39,379        985          0        555     13,683      5,356      4,515     19,693          0          0     10,034          0         54        108
 
Changes from:       December 10, 2013                                Total Change is:    -8,367
     4,159        -82     -9,027        300      3,634     -3,680       -140        310          0          0        484          0         21         -6
 
Percent of Open Interest Represented by Each Category of Trader
      79.0        2.0        0.0        1.1       27.4       10.7        9.1       39.5        0.0        0.0       20.1        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          0          .         11          .          .         11          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    28,853
Positions
    23,482        337          0          0      9,799      4,495        842      2,560          0          0     11,614          0         34         48
 
Changes from:       December 10, 2013                                Total Change is:   -13,172
    -4,368     -4,287     -8,608          0       -216       -129        106        257       -195          0         -5          0         22         11
 
Percent of Open Interest Represented by Each Category of Trader
      81.4        1.2        0.0        0.0       34.0       15.6        2.9        8.9        0.0        0.0       40.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         7          .          0          0         10          .          .          6          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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    39,322
Positions
     9,863      2,155        819      5,500      2,802        541      7,509     28,855        711      8,379        888          0      6,000      2,551
 
Changes from:       December 10, 2013                                Total Change is:    -9,748
        61     -7,702        -41        534        624         70     -8,977     -1,223     -1,220        -92       -462         -3        -80        209
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        5.5        2.1       14.0        7.1        1.4       19.1       73.4        1.8       21.3        2.3        0.0       15.3        6.5
 
Number of Traders in Each Category                                    Total Traders:       120
         8          .          .         10          5          .         19         26          .         44          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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   378,966
Positions
    77,248     22,128     47,210     51,120     22,640     18,435     38,557    139,768     64,435     26,345      7,886     33,483     22,133     22,981
 
Changes from:       December 10, 2013                                Total Change is:    -8,376
   -12,771        224     11,181     -8,149     -1,132     -5,393    -12,697     -9,943     13,673     21,211     -1,446    -13,484     -1,947     -2,056
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        5.8       12.5       13.5        6.0        4.9       10.2       36.9       17.0        7.0        2.1        8.8        5.8        6.1
 
Number of Traders in Each Category                                    Total Traders:       167
        21         12         23          9         11          9         28         49         46         10         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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     8,993
Positions
        51      1,566        440      2,788          0        385      4,291      4,180        988          0      1,429          0         50          5
 
Changes from:       December 10, 2013                                Total Change is:      -122
       -30        161        440        393          0         99       -518       -302       -492          0        -21          0        -14         -7
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       17.4        4.9       31.0        0.0        4.3       47.7       46.5       11.0        0.0       15.9        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          6          0          .          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 20, 2013