`Traders in Financial Futures - Futures Only Positions as of November 12, 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   118,952
Positions
    44,127     16,489        532     14,240     17,209        158     23,434     41,416      3,154      6,975      6,222      1,475     24,857     32,297
 
Changes from:       November 5, 2013                                 Total Change is:     1,699
      -611     -1,522        157        211       -597        -44      1,239        725        581     -1,988        -30      1,225        929      1,204
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       13.9        0.4       12.0       14.5        0.1       19.7       34.8        2.7        5.9        5.2        1.2       20.9       27.2
 
Number of Traders in Each Category                                    Total Traders:        80
         6         10          .          5          7          .         11         28          7          8          5          5
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Traders in Financial Futures - Futures Only Positions as of November 12, 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    44,399
Positions
    18,870     21,837        345          0      1,751          0      9,826      6,687        983        988      3,632          0     13,387      9,164
 
Changes from:       November 5, 2013                                 Total Change is:    -8,353
     6,130     -3,205         46          0        -17          0     -9,656     -5,206        574        477     -2,116          0     -5,924      1,571
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       49.2        0.8        0.0        3.9        0.0       22.1       15.1        2.2        2.2        8.2        0.0       30.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        44
        10          9          .          0          .          0         12          6          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 12, 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   171,002
Positions
    17,364     64,321      2,882     23,170     28,200      1,117     84,201     36,613      4,061      5,212      8,684        669     32,326     24,455
 
Changes from:       November 5, 2013                                 Total Change is:    -1,366
       341     -1,404        468        222       -448        610     -3,356        -81        196      2,673     -1,081        490     -3,010       -116
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       37.6        1.7       13.5       16.5        0.7       49.2       21.4        2.4        3.0        5.1        0.4       18.9       14.3
 
Number of Traders in Each Category                                    Total Traders:       112
         6         12          7          8         15          4         26         28         10          5         12          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 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   195,690
Positions
   108,594      5,783         20     23,297     13,124      2,973     33,894    100,099      3,051     12,565     16,386          1     11,295     54,253
 
Changes from:       November 5, 2013                                 Total Change is:    26,686
    22,268     -3,167       -149        213       -123       -323      1,706     22,952        136      3,767        447        -11       -921      6,924
 
Percent of Open Interest Represented by Each Category of Trader
      55.5        3.0        0.0       11.9        6.7        1.5       17.3       51.2        1.6        6.4        8.4        0.0        5.8       27.7
 
Number of Traders in Each Category                                    Total Traders:       124
        10          8          .          8         11          4         22         45          8          5         15          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   229,166
Positions
    41,892     41,584      2,548     38,615     54,681      5,656     74,893     45,636      6,449     19,910     12,578        751     38,452     59,283
 
Changes from:       November 5, 2013                                 Total Change is:   -23,388
     6,221    -29,436       -727       -658        625        160    -13,277      1,042        845     -3,381     -2,667     -2,046    -10,525      8,816
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       18.1        1.1       16.9       23.9        2.5       32.7       19.9        2.8        8.7        5.5        0.3       16.8       25.9
 
Number of Traders in Each Category                                    Total Traders:       167
        16         17          9         14         22         14         25         37         18         15         21          6
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Traders in Financial Futures - Futures Only Positions as of November 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   137,241
Positions
    77,585      9,373         44        493     35,627        882     23,717     50,217      1,541     13,058     12,168        286     19,635     27,103
 
Changes from:       November 5, 2013                                 Total Change is:     7,744
    12,000     -2,676        -62       -214       -434         19     -2,533      8,899        533      1,918        774          0     -3,917        691
 
Percent of Open Interest Represented by Each Category of Trader
      56.5        6.8        0.0        0.4       26.0        0.6       17.3       36.6        1.1        9.5        8.9        0.2       14.3       19.7
 
Number of Traders in Each Category                                    Total Traders:        90
        12          7          .          .          8          .         26         23          9          4          9          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,289
Positions
    13,692     23,412     10,327      2,043          0          0      6,699        633      3,206      1,651          0      2,184        487        527
 
Changes from:       November 5, 2013                                 Total Change is:    -2,556
       328        516     -2,907        876          0          0       -786       -213         23          0          0          0        -90         25
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       58.1       25.6        5.1        0.0        0.0       16.6        1.6        8.0        4.1        0.0        5.4        1.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        26
         7         11          9          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   122,171
Positions
    41,915     51,252          0     38,918        781          0     24,322     56,935      2,042      9,255      7,180          0      5,719      3,981
 
Changes from:       November 5, 2013                                 Total Change is:     6,099
     1,609      1,430          0         -2        314          0      4,761        549        334         -7      2,198          0       -596      1,274
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       42.0        0.0       31.9        0.6        0.0       19.9       46.6        1.7        7.6        5.9        0.0        4.7        3.3
 
Number of Traders in Each Category                                    Total Traders:        88
         .         10          0          5          .          0         22         32          6          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    21,996
Positions
     1,461     12,793          4      1,007        207          0     15,410      6,385        150        561        312          0      3,403      2,145
 
Changes from:       November 5, 2013                                 Total Change is:      -371
       -38        654         -1         28          0          0         77       -913        147       -163          0          0       -421       -258
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       58.2        0.0        4.6        0.9        0.0       70.1       29.0        0.7        2.6        1.4        0.0       15.5        9.8
 
Number of Traders in Each Category                                    Total Traders:        49
         .          7          .          4          .          0         16         13          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 12, 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    78,368
Positions
    15,469     45,369      3,951      6,383      4,275        514     30,034      5,257      6,883      5,229      1,593        804      9,102      9,724
 
Changes from:       November 5, 2013                                 Total Change is:     1,820
     1,477        124         70        211         68        -31        754        793        281       -298       -326        169       -813        672
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       57.9        5.0        8.1        5.5        0.7       38.3        6.7        8.8        6.7        2.0        1.0       11.6       12.4
 
Number of Traders in Each Category                                    Total Traders:       112
        22         14          4          8          .          .         29         17         11          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    13,930
Positions
     7,231      7,999        300        990          0          0      2,017      4,968          0      2,097          0          0      1,295        663
 
Changes from:       November 5, 2013                                 Total Change is:       325
       700        250          0          0          0          0        -51        250          0          0       -325          0       -324        150
 
Percent of Open Interest Represented by Each Category of Trader
      51.9       57.4        2.2        7.1        0.0        0.0       14.5       35.7        0.0       15.1        0.0        0.0        9.3        4.8
 
Number of Traders in Each Category                                    Total Traders:        22
         4          5          .          .          0          0          6          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   128,876
Positions
    23,126     81,389        652     10,786      8,550      1,028     69,363     13,907        436      7,601      4,523        270     15,614     18,121
 
Changes from:       November 5, 2013                                 Total Change is:     2,989
     1,743        -63        -50        421        136        -61      2,157      1,633         14       -256        338         -2       -977      1,044
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       63.2        0.5        8.4        6.6        0.8       53.8       10.8        0.3        5.9        3.5        0.2       12.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       107
        19         15          4          7          .          .         29         20          .          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   728,575
Positions
    32,422    200,392     29,814    307,645    113,271     43,104    113,224    157,592     42,961     41,407     52,721     12,842    105,155     75,877
 
Changes from:       November 5, 2013                                 Total Change is:       -84
     1,969     -5,580      1,568       -722        242     -1,206      4,016      2,117     -2,483       -405      4,712      1,251     -4,070       -703
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       27.5        4.1       42.2       15.5        5.9       15.5       21.6        5.9        5.7        7.2        1.8       14.4       10.4
 
Number of Traders in Each Category                                    Total Traders:       557
        30         39         25        114         58         67        102         97         73         57         60         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   166,324
Positions
    18,188     64,963      2,299     64,274     30,172      1,601     12,263     30,721      1,038     14,822      6,948      1,088     50,751     27,494
 
Changes from:       November 5, 2013                                 Total Change is:       332
     1,964      2,440       -980          8      1,975         10     -1,145        104         90        280         60        119        -14     -3,486
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       39.1        1.4       38.6       18.1        1.0        7.4       18.5        0.6        8.9        4.2        0.7       30.5       16.5
 
Number of Traders in Each Category                                    Total Traders:        95
         7         13          .         15         10          9         16         20          6         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 2,811,253
Positions
   152,546    758,523     56,197  1,234,070    432,708    190,301    614,815    744,366     99,605    173,230    269,170     18,467    272,022    241,916
 
Changes from:       November 5, 2013                                 Total Change is:    -2,080
     8,200    -31,928      4,564     -4,376     -9,391     -5,358     10,770     -4,970      2,169     -1,302     25,384      3,534    -20,281     13,916
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       27.0        2.0       43.9       15.4        6.8       21.9       26.5        3.5        6.2        9.6        0.7        9.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       541
        34         35         20        110         54         61         98         97         59         53         60         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   108,110
Positions
     3,638     55,634         35     61,568     37,764      1,831     28,254      5,522        861        892      2,888          0     11,031      3,575
 
Changes from:       November 5, 2013                                 Total Change is:    -2,353
      -142        571        -12     -1,911     -1,079       -533        768        153        215       -334         30          0       -404     -1,698
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       51.5        0.0       56.9       34.9        1.7       26.1        5.1        0.8        0.8        2.7        0.0       10.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        97
         5         14          .         38         10         15         18          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    79,457
Positions
     2,737     62,244         72     38,420      3,732        574     29,091      6,097        176      2,327      2,468         48      6,012      4,046
 
Changes from:       November 5, 2013                                 Total Change is:    -4,665
      -988     -4,701        -37       -899         44         29     -2,385        965         49       -233       -462         26       -227       -578
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       78.3        0.1       48.4        4.7        0.7       36.6        7.7        0.2        2.9        3.1        0.1        7.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       214
        16         21          6         32         13          7         70         25         12         18         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   397,285
Positions
    13,687    311,221        360    192,099     18,660      2,869    145,457     30,484        879     11,635     12,339        241     30,058     20,232
 
Changes from:       November 5, 2013                                 Total Change is:   -23,325
    -4,942    -23,504       -187     -4,493        219        145    -11,926      4,826        245     -1,163     -2,309        131     -1,135     -2,891
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       78.3        0.1       48.4        4.7        0.7       36.6        7.7        0.2        2.9        3.1        0.1        7.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       214
        16         21          6         32         13          7         70         25         12         18         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   352,881
Positions
    55,710    117,904     23,882    154,626     91,650     17,725     63,053     69,751      8,451      6,642      7,722        521     22,271     15,275
 
Changes from:       November 5, 2013                                 Total Change is:    -2,003
       821      6,107      1,528      1,741     -2,216       -296     -2,150     -5,658     -2,735        200        495        -13     -1,099        785
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       33.4        6.8       43.8       26.0        5.0       17.9       19.8        2.4        1.9        2.2        0.1        6.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       246
        18         17          .         52         33         23         53         45         12         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    61,460
Positions
     3,641     44,885        159     27,078        438        431     10,190      8,355          0      8,241      2,875          0     11,720      4,317
 
Changes from:       November 5, 2013                                 Total Change is:    -5,993
       926        337        -15       -250       -100        -80     -8,219     -4,268          0      1,156       -345          0        489     -1,522
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       73.0        0.3       44.1        0.7        0.7       16.6       13.6        0.0       13.4        4.7        0.0       19.1        7.0
 
Number of Traders in Each Category                                    Total Traders:        72
         7          8          .         19          .          .         17          6          0         10          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    80,823
Positions
    27,923      6,786      1,041     12,092        754        592     20,436      4,683        771      6,813      1,963        400     10,755     63,833
 
Changes from:       November 5, 2013                                 Total Change is:      -161
       794        687        260     -1,136          5         28     -1,778        234         80       -151        602       -200      1,942     -1,857
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        8.4        1.3       15.0        0.9        0.7       25.3        5.8        1.0        8.4        2.4        0.5       13.3       79.0
 
Number of Traders in Each Category                                    Total Traders:        87
        21         10          5         11          .          .         23          9          7          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    87,262
Positions
     2,257     54,427      1,629     41,625     17,188      4,056     26,690      3,567      3,649        264        625          0      7,092      2,121
 
Changes from:       November 5, 2013                                 Total Change is:     3,434
       -59      5,363       -134      2,987     -1,282        -19      1,012       -324        -37       -755          0          0        439       -133
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       62.4        1.9       47.7       19.7        4.6       30.6        4.1        4.2        0.3        0.7        0.0        8.1        2.4
 
Number of Traders in Each Category                                    Total Traders:        87
         4         12          .         33         15         16         16          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   253,241
Positions
    12,242    133,788      4,728    111,082     24,070     40,162     49,240     38,668      1,212     19,108      5,354        707     14,760      4,552
 
Changes from:       November 5, 2013                                 Total Change is:   -16,964
     1,537    -10,378        258       -105      2,924      1,931     -1,499    -11,421         66    -18,919       -241        100       -333       -203
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       52.8        1.9       43.9        9.5       15.9       19.4       15.3        0.5        7.5        2.1        0.3        5.8        1.8
 
Number of Traders in Each Category                                    Total Traders:       180
        17         20          6         51         21         25         29         16         11         21          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   676,333
Positions
    23,243     73,648     10,704    291,129    130,210    110,561     75,276    124,303     11,876     17,988     33,347      5,876    129,680    175,808
 
Changes from:       November 5, 2013                                 Total Change is:     5,590
    12,878     -6,870      5,945     11,520      5,830     -1,493    -10,096     12,042     -1,115       -250    -12,399        373    -12,172      3,277
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       10.9        1.6       43.0       19.3       16.3       11.1       18.4        1.8        2.7        4.9        0.9       19.2       26.0
 
Number of Traders in Each Category                                    Total Traders:       158
        10         10          .         28         40         31         21         30         22          8         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   425,959
Positions
    19,695     99,556      8,253    237,458     15,372     55,808     16,650    133,099      1,461      9,019     14,832          0     77,615     97,578
 
Changes from:       November 5, 2013                                 Total Change is:     3,728
     4,454    -10,550      7,246        738     -1,513        965     -1,474     -4,210       -578     -6,676        374          0       -947     11,994
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       23.4        1.9       55.7        3.6       13.1        3.9       31.2        0.3        2.1        3.5        0.0       18.2       22.9
 
Number of Traders in Each Category                                    Total Traders:        81
         .         11          4         32          7         20          .         17          6          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   959,408
Positions
   110,129     90,885     21,109    268,848    262,324     56,648    313,870    323,134     15,876     38,776     63,097     24,453    109,699    101,882
 
Changes from:       November 5, 2013                                 Total Change is:    -1,696
    30,593    -17,379       -421     -7,766     -7,613     -2,535    -20,394     32,851      1,883     -7,389     -3,393         14      4,319     -5,103
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        9.5        2.2       28.0       27.3        5.9       32.7       33.7        1.7        4.0        6.6        2.5       11.4       10.6
 
Number of Traders in Each Category                                    Total Traders:       213
        11         24          7         32         34         28         39         37         24         14         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    46,967
Positions
     8,539     29,362      3,664          0          0          0     29,139      8,244      4,295          0          0      1,307         23         95
 
Changes from:       November 5, 2013                                 Total Change is:     6,529
      -780      3,287      1,873          0          0          0      3,998        -75      1,269          0          0        146         23         29
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       62.5        7.8        0.0        0.0        0.0       62.0       17.6        9.1        0.0        0.0        2.8        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         .         12          6          0          0          0          7         13         10          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,292,115
Positions
   200,250    143,370     72,824    714,381    788,341    316,577    526,260    258,296     71,515     65,637    160,801     38,254    286,417    442,137
 
Changes from:       November 5, 2013                                 Total Change is:    16,178
   -21,286    -22,464     14,053     18,600     -3,988     12,260    -38,910    -10,895     16,167     24,459     -1,063      1,375    -10,540     10,733
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        6.3        3.2       31.2       34.4       13.8       23.0       11.3        3.1        2.9        7.0        1.7       12.5       19.3
 
Number of Traders in Each Category                                    Total Traders:       324
        29         31         16         30         72         56         47         65         47         12         38         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 1,903,736
Positions
   189,954    205,118     28,482    674,970    523,153    161,424    486,478    475,572     42,261     83,359    132,815     14,409    222,399    320,502
 
Changes from:       November 5, 2013                                 Total Change is:    31,280
    -4,803     25,864      3,908     20,509     37,447      1,755     -6,587    -16,780     14,920     12,497    -50,908      3,390    -14,309     11,684
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       10.8        1.5       35.5       27.5        8.5       25.6       25.0        2.2        4.4        7.0        0.8       11.7       16.8
 
Number of Traders in Each Category                                    Total Traders:       251
        13         31          9         31         46         32         42         54         35         11         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   283,950
Positions
    96,430     70,020     79,148      1,441          0      1,412     24,672     25,858     40,437        776      8,948     12,773     26,861     45,354
 
Changes from:       November 5, 2013                                 Total Change is:     6,161
     7,212      3,631       -640        621          0       -631       -398        496       -197       -545        444       -783      1,522      3,841
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       24.7       27.9        0.5        0.0        0.5        8.7        9.1       14.2        0.3        3.2        4.5        9.5       16.0
 
Number of Traders in Each Category                                    Total Traders:        62
        15         19         23          .          0          .          9          8         13          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 is10,203,515
Positions
 1,016,055  2,762,868  2,051,791  2,359,808    459,078    204,776    947,910    815,044  2,073,112    270,462    326,012    350,479    929,122  1,160,355
 
Changes from:       November 5, 2013                                 Total Change is:   387,721
  -121,442     79,608    160,511    148,901   -113,495     13,741     49,649     43,277     96,600    -27,317    -12,450     55,243     11,835     64,686
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       27.1       20.1       23.1        4.5        2.0        9.3        8.0       20.3        2.7        3.2        3.4        9.1       11.4
 
Number of Traders in Each Category                                    Total Traders:       266
        23         58         76         11         13         19         52         58         89         16         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    40,557
Positions
    31,199        658          0        159      6,361      9,036         90     15,619          0          0      8,799          0         73         84
 
Changes from:       November 5, 2013                                 Total Change is:       623
     1,737       -187          0         -7        532        -16     -1,087        -88          0          0        408          0         -4        -26
 
Percent of Open Interest Represented by Each Category of Trader
      76.9        1.6        0.0        0.4       15.7       22.3        0.2       38.5        0.0        0.0       21.7        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        39
         6          .          0          .          7          .          .         11          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    30,208
Positions
    26,353      8,744      1,000          0      8,289         22      2,819      1,878          0          0     10,238          0         14         37
 
Changes from:       November 5, 2013                                 Total Change is:     7,761
     5,613      5,811          0          0      3,005         -4      2,144     -1,148          0          0         85          0          8         12
 
Percent of Open Interest Represented by Each Category of Trader
      87.2       28.9        3.3        0.0       27.4        0.1        9.3        6.2        0.0        0.0       33.9        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        34
         9          .          .          0          9          .          5          5          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    41,351
Positions
    10,703      9,518        793      5,404      2,237        339      7,420     25,214      1,167      8,866        332          1      6,658      1,750
 
Changes from:       November 5, 2013                                 Total Change is:    -2,455
      -214       -250          0        140     -1,165         47     -3,266       -169        296         25       -476          1        516       -739
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       23.0        1.9       13.1        5.4        0.8       17.9       61.0        2.8       21.4        0.8        0.0       16.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       115
         8          .          .          6          6          .         21         22          8         47          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   407,724
Positions
    86,294     34,774     42,383     66,269     22,631     17,097     53,271    134,767     62,120      5,500     15,111     51,692     23,098     27,149
 
Changes from:       November 5, 2013                                 Total Change is:    18,203
      -580     -1,671        143      1,784      1,744      1,054       -254     -1,944      6,347        139      1,311      9,154        416      2,065
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        8.5       10.4       16.3        5.6        4.2       13.1       33.1       15.2        1.3        3.7       12.7        5.7        6.7
 
Number of Traders in Each Category                                    Total Traders:       180
        16         12         21         11         13         12         35         44         45         15         22         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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     7,421
Positions
       219      1,405          0      1,654          0          0      4,634      4,900        782          0        330          0        132          4
 
Changes from:       November 5, 2013                                 Total Change is:       379
       -80          0          0         12          0          0        359        290          0          0        221          0         88       -132
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       18.9        0.0       22.3        0.0        0.0       62.4       66.0       10.5        0.0        4.4        0.0        1.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          0          0          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated November 15, 2013