`Traders in Financial Futures - Futures Only Positions as of December 3, 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   145,767
Positions
    62,442      5,254      2,020     14,763     17,612        184     28,474     73,112      3,331      8,009      2,863      1,258     25,286     40,133
 
Changes from:       November 26, 2013                                Total Change is:    16,296
    12,573     -3,800       -342         52        475         21      3,994     20,210        135       -438     -3,329       -102        403      3,028
 
Percent of Open Interest Represented by Each Category of Trader
      42.8        3.6        1.4       10.1       12.1        0.1       19.5       50.2        2.3        5.5        2.0        0.9       17.3       27.5
 
Number of Traders in Each Category                                    Total Traders:        92
         9          7          .          5          8          .         13         36          7          8          6          5
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Traders in Financial Futures - Futures Only Positions as of December 3, 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    45,862
Positions
    16,283     24,595        335          0      1,266          0     10,706      4,476      1,865        511      3,218          0     16,162     10,107
 
Changes from:       November 26, 2013                                Total Change is:     3,441
    -1,814      2,669        292          0       -440          0      1,678        186        846          0       -432          0      2,439        320
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       53.6        0.7        0.0        2.8        0.0       23.3        9.8        4.1        1.1        7.0        0.0       35.2       22.0
 
Number of Traders in Each Category                                    Total Traders:        41
         9          9          .          0          .          0         13          5          7          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 3, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   239,371
Positions
    31,086    101,510     12,227     25,578     26,770      1,300    118,601     41,083      4,187      6,084     29,037        310     39,998     22,947
 
Changes from:       November 26, 2013                                Total Change is:    24,928
      -613     26,040      1,057      1,375       -781        177     17,882       -321       -550        880        -16        170      4,550       -848
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       42.4        5.1       10.7       11.2        0.5       49.5       17.2        1.7        2.5       12.1        0.1       16.7        9.6
 
Number of Traders in Each Category                                    Total Traders:       131
         6         16          7         11         13          5         45         20         11         10         10          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   245,167
Positions
   148,164      4,039      2,838     21,240     17,171      4,070     38,505    142,988      3,377     11,325     11,730        154     15,494     58,800
 
Changes from:       November 26, 2013                                Total Change is:     8,454
     9,387       -952       -460       -155        913        354     -2,181     13,240         36       -494     -4,573        113      1,854       -217
 
Percent of Open Interest Represented by Each Category of Trader
      60.4        1.6        1.2        8.7        7.0        1.7       15.7       58.3        1.4        4.6        4.8        0.1        6.3       24.0
 
Number of Traders in Each Category                                    Total Traders:       149
        18          5          .         10         18          7         19         62         14          4         12          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   253,653
Positions
    56,483     42,376      6,580     39,653     57,308      5,156     73,150     49,004     10,160     21,184     21,901        249     41,038     60,919
 
Changes from:       November 26, 2013                                Total Change is:    10,604
    -2,500      6,566      2,378        224      1,698         24      7,514     -3,049       -402        135        844         37      3,194      2,508
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       16.7        2.6       15.6       22.6        2.0       28.8       19.3        4.0        8.4        8.6        0.1       16.2       24.0
 
Number of Traders in Each Category                                    Total Traders:       181
        17         19         10         15         22         15         30         40         17         18         20          5
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Traders in Financial Futures - Futures Only Positions as of December 3, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   121,078
Positions
    64,506     10,818        591        983      5,927        169     25,029     58,409      1,757     12,197     11,336        120     15,726     31,951
 
Changes from:       November 26, 2013                                Total Change is:     9,405
     7,479     -6,248        252        -14        -82         95      3,494     12,378        271        683        701       -185     -2,670      2,223
 
Percent of Open Interest Represented by Each Category of Trader
      53.3        8.9        0.5        0.8        4.9        0.1       20.7       48.2        1.5       10.1        9.4        0.1       13.0       26.4
 
Number of Traders in Each Category                                    Total Traders:        95
        14          6          .          .          8          .         23         30         12          4          8          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,200
Positions
    18,914     25,108      8,481      2,083          0          0      3,103        441      3,286      1,651          0      2,184        498        700
 
Changes from:       November 26, 2013                                Total Change is:        73
       130         -9          0          1          0          0        -44         34         29          0          0          0        -43         19
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       62.5       21.1        5.2        0.0        0.0        7.7        1.1        8.2        4.1        0.0        5.4        1.2        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          9          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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   121,461
Positions
    42,678     52,434      2,803     38,913        480          0     18,788     49,070      3,618      8,761      8,914        411      5,489      3,731
 
Changes from:       November 26, 2013                                Total Change is:    -6,109
       293     -1,217      2,803          1         29          0    -11,204     -9,609      2,448        278       -860       -496       -232        793
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       43.2        2.3       32.0        0.4        0.0       15.5       40.4        3.0        7.2        7.3        0.3        4.5        3.1
 
Number of Traders in Each Category                                    Total Traders:        91
         4         11          .          5          .          0         27         29          7          6          7          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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    18,318
Positions
     1,409      9,323         11        629        207          0     12,038      5,953        252        642        312          0      3,337      2,260
 
Changes from:       November 26, 2013                                Total Change is:    -2,601
      -164     -2,414          8         12          0          0     -2,447       -240        246        -96       -188          0       -160        -13
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       50.9        0.1        3.4        1.1        0.0       65.7       32.5        1.4        3.5        1.7        0.0       18.2       12.3
 
Number of Traders in Each Category                                    Total Traders:        51
         .          6          .          .          .          0         18         14          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 3, 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    86,226
Positions
    14,480     50,634      4,886      7,220      4,148        477     36,072      5,008      7,950      4,324      1,778        851      9,968     10,496
 
Changes from:       November 26, 2013                                Total Change is:     4,513
       947      7,578       -118       -237         -1         57      3,257     -2,434        991       -704       -581          0        321       -979
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       58.7        5.7        8.4        4.8        0.6       41.8        5.8        9.2        5.0        2.1        1.0       11.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       113
        17         14          7         11          .          .         31         17         13          4         11          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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    14,557
Positions
     7,479      8,497        300        990          0          0      2,736      5,170          5      1,397          0          0      1,650        585
 
Changes from:       November 26, 2013                                Total Change is:       746
       748        748          0          0          0          0        538        202          5       -700          0          0        155       -209
 
Percent of Open Interest Represented by Each Category of Trader
      51.4       58.4        2.1        6.8        0.0        0.0       18.8       35.5        0.0        9.6        0.0        0.0       11.3        4.0
 
Number of Traders in Each Category                                    Total Traders:        26
         4          8          .          .          0          0          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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   143,337
Positions
    21,752     92,023      1,421     12,459      8,296        954     81,406     14,410      1,155      7,252      4,953        303     16,635     19,822
 
Changes from:       November 26, 2013                                Total Change is:     7,533
       -33     13,229        194       -474         -1        114      6,823     -3,887        586         -8     -1,162          0        331     -1,540
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       64.2        1.0        8.7        5.8        0.7       56.8       10.1        0.8        5.1        3.5        0.2       11.6       13.8
 
Number of Traders in Each Category                                    Total Traders:       109
        15         14          5         10          .          .         32         21          .          4         11          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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   748,300
Positions
    40,377    196,601     33,550    299,329    113,494     43,850    112,648    156,502     60,314     39,622     59,648     14,308    104,303     70,034
 
Changes from:       November 26, 2013                                Total Change is:     6,474
     3,385     -7,965        782     -7,475       -843      1,826      2,317        502      6,505     -1,392      5,988        337        189       -658
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       26.3        4.5       40.0       15.2        5.9       15.1       20.9        8.1        5.3        8.0        1.9       13.9        9.4
 
Number of Traders in Each Category                                    Total Traders:       574
        37         39         28        109         63         70        103        105         86         53         65         20
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Traders in Financial Futures - Futures Only Positions as of December 3, 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   164,842
Positions
    16,483     59,151      2,642     62,751     29,582      1,583     14,306     37,228      1,534     14,026      7,084        871     50,646     25,167
 
Changes from:       November 26, 2013                                Total Change is:    -4,091
    -1,850     -6,537       -490     -1,437        610          8       -450      3,107        214       -789       -874         46        657       -175
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       35.9        1.6       38.1       17.9        1.0        8.7       22.6        0.9        8.5        4.3        0.5       30.7       15.3
 
Number of Traders in Each Category                                    Total Traders:        89
         7         11          .         15         10          9         16         17          6          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 2,917,291
Positions
   180,859    748,637     93,150  1,198,799    435,472    195,422    645,803    750,461    139,811    166,713    301,556     28,448    268,286    224,334
 
Changes from:       November 26, 2013                                Total Change is:    52,823
    13,631    -19,684     18,902    -30,116     -7,193      9,018     25,612     -1,247     19,678     -7,459     29,864      5,898     -2,341     -2,413
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       25.7        3.2       41.1       14.9        6.7       22.1       25.7        4.8        5.7       10.3        1.0        9.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       558
        36         39         25        105         59         64        103        103         73         50         63         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,608
Positions
     3,331     56,934         79     58,608     36,932      2,041     32,388      5,669        952        888      2,582          0     10,321      3,419
 
Changes from:       November 26, 2013                                Total Change is:    -5,625
       844     -5,309         11     -6,266        644         82      1,098       -851         89       -346        -47          0     -1,137       -244
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       52.4        0.1       54.0       34.0        1.9       29.8        5.2        0.9        0.8        2.4        0.0        9.5        3.1
 
Number of Traders in Each Category                                    Total Traders:        97
         4         13          .         39         10         16         20          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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    85,816
Positions
     5,224     65,898        364     38,609      3,675        896     32,213      6,777        309      2,151      2,553        174      5,876      5,170
 
Changes from:       November 26, 2013                                Total Change is:     3,607
       729      1,766        252      1,240         -7        436        784      1,146        240       -156        -62        146        -65       -310
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       76.8        0.4       45.0        4.3        1.0       37.5        7.9        0.4        2.5        3.0        0.2        6.8        6.0
 
Number of Traders in Each Category                                    Total Traders:       226
        18         24          9         37         13          8         64         30         13         19         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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   429,079
Positions
    26,120    329,489      1,821    193,043     18,375      4,480    161,066     33,883      1,544     10,755     12,767        871     29,379     25,849
 
Changes from:       November 26, 2013                                Total Change is:    18,035
     3,645      8,828      1,259      6,202        -36      2,181      3,920      5,730      1,200       -780       -309        731       -323     -1,549
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       76.8        0.4       45.0        4.3        1.0       37.5        7.9        0.4        2.5        3.0        0.2        6.8        6.0
 
Number of Traders in Each Category                                    Total Traders:       226
        18         24          9         37         13          8         64         30         13         19         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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   369,613
Positions
    52,253    137,226     28,813    156,930     91,259     13,686     75,485     66,948      9,641     10,928      6,862        200     21,677     14,978
 
Changes from:       November 26, 2013                                Total Change is:    -1,415
      -295      3,337        319     -6,798        675     -1,357      1,634     -4,132        767      3,145       -497        -21      1,191       -506
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       37.1        7.8       42.5       24.7        3.7       20.4       18.1        2.6        3.0        1.9        0.1        5.9        4.1
 
Number of Traders in Each Category                                    Total Traders:       255
        17         21          5         56         36         24         50         46         18         18         11          .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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    71,237
Positions
     5,543     45,782        418     31,885        463        430     13,774     10,757        519      6,368      3,665          0     12,300      9,203
 
Changes from:       November 26, 2013                                Total Change is:     2,494
       510        -28        418        483          0          0      1,296        727        495         13         72          0       -721        810
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       64.3        0.6       44.8        0.6        0.6       19.3       15.1        0.7        8.9        5.1        0.0       17.3       12.9
 
Number of Traders in Each Category                                    Total Traders:        82
         7          9          .         21          .          .         16         13          4          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   100,627
Positions
    27,167      8,756      2,494     10,640      1,242        673     34,179     12,154      2,075      8,490      3,484        738     14,171     69,011
 
Changes from:       November 26, 2013                                Total Change is:     9,220
     1,814       -333      1,641        -22        195         21      1,350       -245      1,055        126        -83        380      2,855      6,589
 
Percent of Open Interest Represented by Each Category of Trader
      27.0        8.7        2.5       10.6        1.2        0.7       34.0       12.1        2.1        8.4        3.5        0.7       14.1       68.6
 
Number of Traders in Each Category                                    Total Traders:        99
        23         11          4          9          .          .         28          7          7         12          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    89,447
Positions
     2,312     56,865      1,605     47,111     15,526      4,291     23,283      3,613      3,983        439        871          0      6,423      2,693
 
Changes from:       November 26, 2013                                Total Change is:        44
      -406        808        -63      1,819        111        110       -731       -584       -401       -369          0          0         85         63
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       63.6        1.8       52.7       17.4        4.8       26.0        4.0        4.5        0.5        1.0        0.0        7.2        3.0
 
Number of Traders in Each Category                                    Total Traders:        85
         4         11          .         34         17         14         11          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   247,916
Positions
    13,235    109,365     12,357     96,158     32,986     39,233     45,345     37,666      3,826     19,160      3,603        505     18,097      8,375
 
Changes from:       November 26, 2013                                Total Change is:    11,949
     2,127     -3,840      6,790        540      2,294       -431     -1,054      3,339      1,959     -1,628     -1,016       -126      3,772      2,980
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       44.1        5.0       38.8       13.3       15.8       18.3       15.2        1.5        7.7        1.5        0.2        7.3        3.4
 
Number of Traders in Each Category                                    Total Traders:       177
        15         23         10         54         21         25         26         13         10         20          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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   710,746
Positions
    11,205     67,119     15,359    303,598    134,597    102,749     77,368    115,509     48,442     23,096     29,409      5,863    123,066    191,699
 
Changes from:       November 26, 2013                                Total Change is:   -88,847
    -3,726     -3,804    -24,673       -306      9,690      2,689      6,204     -2,661    -56,497      2,470        492     -3,339    -11,669    -10,744
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        9.4        2.2       42.7       18.9       14.5       10.9       16.3        6.8        3.2        4.1        0.8       17.3       27.0
 
Number of Traders in Each Category                                    Total Traders:       162
         6         13          9         31         39         35         24         29         18          7         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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   479,309
Positions
    22,050    119,960      7,448    276,990     18,801     44,522     17,945    164,398     11,706     10,557     17,543      4,923     83,168     90,008
 
Changes from:       November 26, 2013                                Total Change is:    15,112
     2,352     19,852       -753     20,235       -560     -6,616        237     10,622      3,272      1,443      1,244      2,616     -7,674    -14,565
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       25.0        1.6       57.8        3.9        9.3        3.7       34.3        2.4        2.2        3.7        1.0       17.4       18.8
 
Number of Traders in Each Category                                    Total Traders:        93
         .         15         11         35          7         22          .         21         12          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 1,001,894
Positions
    91,068     70,516     40,365    249,628    223,156     60,330    287,920    320,940     95,641     35,460     64,228     28,612    112,870     98,106
 
Changes from:       November 26, 2013                                Total Change is:   -12,086
       877    -15,766     -4,108      6,855      5,926      3,192     -6,560        190      9,976     -3,319      7,061     -5,743    -13,256    -12,814
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        7.0        4.0       24.9       22.3        6.0       28.7       32.0        9.5        3.5        6.4        2.9       11.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       202
        13         20         12         35         33         29         38         29         23         13         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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    44,868
Positions
    10,494     23,653      5,568        672          0          0     20,847      8,352      5,489          2          0      1,503        293        303
 
Changes from:       November 26, 2013                                Total Change is:   -19,055
      -508    -18,902        289         49          0          0    -18,701       -434       -285       -169          0        -21        291        298
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       52.7       12.4        1.5        0.0        0.0       46.5       18.6       12.2        0.0        0.0        3.3        0.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        40
         4         12          8          .          0          0          7         15          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 2,459,449
Positions
   176,220    227,191     78,024    779,783    821,376    293,915    658,525    293,912    125,671     82,672    138,834     31,996    232,643    448,530
 
Changes from:       November 26, 2013                                Total Change is:   -18,020
    20,725     49,209    -23,089     32,228    -41,521    -22,563     56,600     46,276     -5,267    -13,042    -10,856     -2,029    -61,583     -8,180
 
Percent of Open Interest Represented by Each Category of Trader
       7.2        9.2        3.2       31.7       33.4       12.0       26.8       12.0        5.1        3.4        5.6        1.3        9.5       18.2
 
Number of Traders in Each Category                                    Total Traders:       314
        21         36         22         35         67         59         43         67         43         12         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 1,959,228
Positions
   125,465    212,908     56,981    687,058    536,242    169,779    449,475    443,376     86,300    127,797    123,531     12,987    243,386    317,124
 
Changes from:       November 26, 2013                                Total Change is:   -82,560
   -18,556    -21,829    -14,434     42,162     23,957     -1,446     -2,163      6,297    -51,502     16,640     -9,361     -5,141    -48,120     -9,101
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       10.9        2.9       35.1       27.4        8.7       22.9       22.6        4.4        6.5        6.3        0.7       12.4       16.2
 
Number of Traders in Each Category                                    Total Traders:       230
        11         24         14         29         48         36         33         51         30         10         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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   264,394
Positions
   100,847     71,042     65,876        808        392        943     23,500     26,098     34,895      1,518      7,701     13,558     22,449     43,889
 
Changes from:       November 26, 2013                                Total Change is:   -24,099
    -2,048     -9,290    -13,727       -708        392       -392       -171        434     -5,891        -22     -1,002      1,879     -3,019      3,498
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       26.9       24.9        0.3        0.1        0.4        8.9        9.9       13.2        0.6        2.9        5.1        8.5       16.6
 
Number of Traders in Each Category                                    Total Traders:        63
        15         18         20          .          .          .         11          7         13          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 is10,534,798
Positions
 1,061,878  2,836,977  2,025,617  2,667,534    577,108    189,879    972,212    877,845  2,074,108    278,339    497,349    328,983    936,248  1,126,932
 
Changes from:       November 26, 2013                                Total Change is:   110,629
    63,846    -11,565    -15,170     27,712      7,980     -9,718    -16,369     60,050     29,723      2,697     11,129     -2,468     30,376     40,668
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       26.9       19.2       25.3        5.5        1.8        9.2        8.3       19.7        2.6        4.7        3.1        8.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       268
        22         59         75         10         15         19         42         71         82         15         21         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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    47,354
Positions
    32,522      1,067          0        255      8,871      9,042      5,025     18,304          0          0      9,488          0        510        582
 
Changes from:       November 26, 2013                                Total Change is:     1,041
     1,026         50          0         -4        -16         10       -467        290          0          0        207          0        476        500
 
Percent of Open Interest Represented by Each Category of Trader
      68.7        2.3        0.0        0.5       18.7       19.1       10.6       38.7        0.0        0.0       20.0        0.0        1.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        43
         8          .          0          .         10          .          .         10          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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    36,006
Positions
    27,559      6,869        168          0      8,178      4,687        398      1,885      3,170          0     11,025          0         24         24
 
Changes from:       November 26, 2013                                Total Change is:     3,741
       323      1,219       -706          0       -298        815        186       -209      3,150          0       -231          0        -27          1
 
Percent of Open Interest Represented by Each Category of Trader
      76.5       19.1        0.5        0.0       22.7       13.0        1.1        5.2        8.8        0.0       30.6        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          .          0         10          .          .          6          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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    46,173
Positions
     9,864      9,618        812      5,265      2,062        467     11,097     28,678      1,894      9,676      1,024          0      7,098      1,618
 
Changes from:       November 26, 2013                                Total Change is:     3,296
       129        100         11       -251        283         -4      1,976      2,247        522        265         10          0        648        127
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       20.8        1.8       11.4        4.5        1.0       24.0       62.1        4.1       21.0        2.2        0.0       15.4        3.5
 
Number of Traders in Each Category                                    Total Traders:       118
         7          .          .          9          4          .         23         22         10         45          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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   381,272
Positions
    84,494     20,743     39,933     59,751     25,856     21,754     41,427    133,097     62,739      5,423     11,088     41,906     23,845     24,156
 
Changes from:       November 26, 2013                                Total Change is:   -32,597
      -365       -913     -3,281     -3,419      2,275        459    -14,341    -12,833       -719      2,835     -2,760    -14,211        445       -614
 
Percent of Open Interest Represented by Each Category of Trader
      22.2        5.4       10.5       15.7        6.8        5.7       10.9       34.9       16.5        1.4        2.9       11.0        6.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       175
        22         10         22          9         15         12         28         49         45         11         18         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated December 6, 2013