`Traders in Financial Futures - Futures Only Positions as of July 23, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   119,597
Positions
    49,878     12,269      1,675     16,331     21,244        128     17,582     39,555      5,212      6,372      5,448      1,020     21,399     33,046
 
Changes from:       July 16, 2013                                    Total Change is:   -14,273
    -5,151        736        219        234       -737        -19     -8,999    -12,919        254     -1,985      2,139       -420      1,594     -3,526
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       10.3        1.4       13.7       17.8        0.1       14.7       33.1        4.4        5.3        4.6        0.9       17.9       27.6
 
Number of Traders in Each Category                                    Total Traders:        84
         6          7          4          6          5          .         16         28          7          9          7          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 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    34,906
Positions
    14,506      8,471          6          0      1,777          0     10,601      9,813        289          0      1,621          0      9,504     12,929
 
Changes from:       July 16, 2013                                    Total Change is:    -5,352
    -2,853         87       -202          0        -80          0     -4,034     -3,834        -24       -408          0          0      2,169     -1,299
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       24.3        0.0        0.0        5.1        0.0       30.4       28.1        0.8        0.0        4.6        0.0       27.2       37.0
 
Number of Traders in Each Category                                    Total Traders:        31
         8          5          .          0          .          0          9          5          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of July 23, 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   148,065
Positions
    84,799      5,637        588     12,544     27,366        181     18,732     66,599      3,808      9,648      9,418        386     17,379     34,082
 
Changes from:       July 16, 2013                                    Total Change is:    -3,062
     2,185      1,397         13        496       -567        -43     -5,354     -1,302     -1,302     -1,849      2,057          0      2,792     -3,315
 
Percent of Open Interest Represented by Each Category of Trader
      57.3        3.8        0.4        8.5       18.5        0.1       12.7       45.0        2.6        6.5        6.4        0.3       11.7       23.0
 
Number of Traders in Each Category                                    Total Traders:       104
        13          8          .          7         13          .         17         35          9          4          7          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 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   187,250
Positions
   111,844      5,273        531     24,139     21,444      1,767     28,705     95,338      2,018      3,370     13,158        195     14,681     47,526
 
Changes from:       July 16, 2013                                    Total Change is:     4,821
     3,064        -61        261     -1,285     -1,060        -17      2,185      2,953        -75       -212        269       -131      1,031      2,682
 
Percent of Open Interest Represented by Each Category of Trader
      59.7        2.8        0.3       12.9       11.5        0.9       15.3       50.9        1.1        1.8        7.0        0.1        7.8       25.4
 
Number of Traders in Each Category                                    Total Traders:       133
        14          7          .          6         18          .         22         46          9          .         18          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 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   219,429
Positions
    56,886     12,843      3,117     37,899     57,752      4,613     47,633     68,296      3,131     22,154     12,749      2,906     41,090     54,022
 
Changes from:       July 16, 2013                                    Total Change is:      -708
   -13,876        662       -156      1,867      2,079        -68      4,854        239       -136         10        579         98      6,699     -4,005
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        5.9        1.4       17.3       26.3        2.1       21.7       31.1        1.4       10.1        5.8        1.3       18.7       24.6
 
Number of Traders in Each Category                                    Total Traders:       167
        20         12         10         16         19         10         23         39         15         19         19          4
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Traders in Financial Futures - Futures Only Positions as of July 23, 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   185,349
Positions
   111,862     12,280        875        649     42,357        956     42,822     80,499        714      8,172     11,175        225     19,074     36,268
 
Changes from:       July 16, 2013                                    Total Change is:      -915
       328      3,981        476          0       -823        -50     -4,529     -1,483       -612        691      1,377        210      2,571     -3,991
 
Percent of Open Interest Represented by Each Category of Trader
      60.4        6.6        0.5        0.4       22.9        0.5       23.1       43.4        0.4        4.4        6.0        0.1       10.3       19.6
 
Number of Traders in Each Category                                    Total Traders:       100
        10          9          6          .          9          4         20         32          6          7         12          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,605
Positions
    15,565     20,318     12,699          0      1,421          0      6,348      1,418      3,328      1,379          0      2,855        431        566
 
Changes from:       July 16, 2013                                    Total Change is:     2,163
      -279        814          8          0        151          0      2,473      1,161          0          0          0          0        -39         29
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       47.7       29.8        0.0        3.3        0.0       14.9        3.3        7.8        3.2        0.0        6.7        1.0        1.3
 
Number of Traders in Each Category                                    Total Traders:        24
         6         11         11          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    93,757
Positions
    25,588     23,454        673      3,106        525          0     46,792     61,349        754      9,282      5,201          0      7,562      1,801
 
Changes from:       July 16, 2013                                    Total Change is:    15,119
      -385      4,044        268        112        -90          0     13,472     12,879         68        340     -1,501          0      1,244       -549
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       25.0        0.7        3.3        0.6        0.0       49.9       65.4        0.8        9.9        5.5        0.0        8.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        95
         7         10          .          4          .          0         36         21          6         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,238
Positions
     9,845     14,689      3,255        744      3,107          0      2,882      1,731        226      9,531      3,161          0        755      1,069
 
Changes from:       July 16, 2013                                    Total Change is:      -338
      -204         36          0          0         20          0        -21       -217       -141          0          6          0         28        -42
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       53.9       12.0        2.7       11.4        0.0       10.6        6.4        0.8       35.0       11.6        0.0        2.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        28
         5          5          .          .          .          0          5          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    12,613
Positions
     6,394        713         29        304        542          0      2,895      6,884        129        891        309          0      1,971      4,007
 
Changes from:       July 16, 2013                                    Total Change is:      -291
      -466        571         14        158         33          0         78       -644        -16        223          0          0       -282       -249
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        5.7        0.2        2.4        4.3        0.0       23.0       54.6        1.0        7.1        2.4        0.0       15.6       31.8
 
Number of Traders in Each Category                                    Total Traders:        42
         5          .          .          .          .          0          9         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    60,037
Positions
    10,646     45,381        218      5,634        289        413     29,507      5,858        186      4,597        879         79      8,759      6,736
 
Changes from:       July 16, 2013                                    Total Change is:     1,478
       771        693          8         83         13          9        227        149        -68        134        346          0        316        329
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       75.6        0.4        9.4        0.5        0.7       49.1        9.8        0.3        7.7        1.5        0.1       14.6       11.2
 
Number of Traders in Each Category                                    Total Traders:       102
        18         15          .          9          .          .         34         12          5          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   120,073
Positions
    21,291     90,761        435     11,268        578        826     59,014     11,716        372      9,193      1,757        157     17,517     13,471
 
Changes from:       July 16, 2013                                    Total Change is:     2,955
     1,541      1,385         16        165         25         18        453        297       -136        267        692          0        631        658
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       75.6        0.4        9.4        0.5        0.7       49.1        9.8        0.3        7.7        1.5        0.1       14.6       11.2
 
Number of Traders in Each Category                                    Total Traders:       102
        18         15          .          9          .          .         34         12          5          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   727,263
Positions
    21,006    206,046     18,144    343,892    129,252     40,209    102,405    174,063     24,843     56,956     43,042      4,409    115,397     87,254
 
Changes from:       July 16, 2013                                    Total Change is:    11,099
    -1,100      7,672      5,724      8,796     -5,515        165      3,066      8,666     -1,076      1,312      1,922       -216     -5,573     -6,244
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       28.3        2.5       47.3       17.8        5.5       14.1       23.9        3.4        7.8        5.9        0.6       15.9       12.0
 
Number of Traders in Each Category                                    Total Traders:       555
        28         42         19        118         57         62         94        107         75         50         59         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   164,617
Positions
    10,273     59,458      2,058     73,671     29,060      1,510     12,029     18,679        466     11,571      9,480      1,601     51,438     42,305
 
Changes from:       July 16, 2013                                    Total Change is:     5,269
     2,358      4,531      1,814      1,322       -285         93      1,284      4,235       -151     -1,257        -58      1,178     -1,372     -6,088
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       36.1        1.3       44.8       17.7        0.9        7.3       11.3        0.3        7.0        5.8        1.0       31.2       25.7
 
Number of Traders in Each Category                                    Total Traders:        89
         6         12          5         16          8          9         19         16          4          7          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 2,813,229
Positions
    94,777    774,049     39,320  1,368,069    517,924    176,534    500,058    825,097     73,710    228,742    169,627     12,223    319,796    224,745
 
Changes from:       July 16, 2013                                    Total Change is:    29,148
    -5,098     27,897      7,362     37,039    -26,483        691      3,306     16,552        976      7,796      4,853     -1,920    -21,004       -780
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       27.5        1.4       48.6       18.4        6.3       17.8       29.3        2.6        8.1        6.0        0.4       11.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       532
        26         41         15        113         52         57         91        106         64         47         56         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   120,288
Positions
     3,416     63,486        160     67,873     41,352      1,754     34,370      5,857      1,863        930      1,800          0      9,922      4,016
 
Changes from:       July 16, 2013                                    Total Change is:     5,098
       463      5,547         39      3,177     -1,336       -160        239         89      1,238        337          5          0       -235       -324
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       52.8        0.1       56.4       34.4        1.5       28.6        4.9        1.5        0.8        1.5        0.0        8.2        3.3
 
Number of Traders in Each Category                                    Total Traders:       100
         5         16          .         36         12         11         18          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    79,243
Positions
     1,550     56,069        497     35,374      4,891        740     32,305      8,273        621      2,129      4,477         53      5,977      3,623
 
Changes from:       July 16, 2013                                    Total Change is:     5,910
       471      5,713         37         17       -115        -52      5,368        532        418       -228       -890         -7       -115        275
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       70.8        0.6       44.6        6.2        0.9       40.8       10.4        0.8        2.7        5.6        0.1        7.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       226
        17         28          .         33         17          8         76         25          9         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   396,217
Positions
     7,749    280,347      2,483    176,869     24,457      3,698    161,524     41,367      3,103     10,643     22,386        263     29,885     18,113
 
Changes from:       July 16, 2013                                    Total Change is:    29,551
     2,353     28,564        187         87       -575       -260     26,842      2,659      2,091     -1,138     -4,451        -37       -574      1,373
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       70.8        0.6       44.6        6.2        0.9       40.8       10.4        0.8        2.7        5.6        0.1        7.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       226
        17         28          .         33         17          8         76         25          9         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   356,800
Positions
    66,929     88,969      7,576    145,596    133,981     19,968     83,297     78,544      6,528      6,106      6,852        300     20,500     14,082
 
Changes from:       July 16, 2013                                    Total Change is:     3,098
    -5,569      7,023      2,700      3,752     -4,114        547      3,655        275        274        267        653          0     -2,528     -4,260
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       24.9        2.1       40.8       37.6        5.6       23.3       22.0        1.8        1.7        1.9        0.1        5.7        3.9
 
Number of Traders in Each Category                                    Total Traders:       261
        16         19          .         56         35         22         54         55         11         15         11          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    65,309
Positions
     7,238     44,094        442     25,041          0        265     15,037     14,951          0      6,114        230          0     11,172      5,327
 
Changes from:       July 16, 2013                                    Total Change is:       -65
      -197        325        333        393          0        -13       -595        159          0        418       -300          0       -404       -569
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       67.5        0.7       38.3        0.0        0.4       23.0       22.9        0.0        9.4        0.4        0.0       17.1        8.2
 
Number of Traders in Each Category                                    Total Traders:        73
         9          9          4         19          0          .         17          8          0         10          .          0
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Traders in Financial Futures - Futures Only Positions as of July 23, 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    71,399
Positions
    22,974     15,882        509     12,927      2,319        475     19,315      1,931      2,215      3,567        904          0      9,417     47,164
 
Changes from:       July 16, 2013                                    Total Change is:      -142
     1,370         58        -13       -541        -78         23     -1,190     -2,155        465       -575       -609          0        319      2,167
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       22.2        0.7       18.1        3.2        0.7       27.1        2.7        3.1        5.0        1.3        0.0       13.2       66.1
 
Number of Traders in Each Category                                    Total Traders:        78
        18         14          4          8          .          .         22          6          8          6          .          0
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Traders in Financial Futures - Futures Only Positions as of July 23, 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    79,884
Positions
     2,112     33,041      2,178     34,967     24,518      4,131     27,058      9,730      2,989        242      1,213          0      6,207      2,084
 
Changes from:       July 16, 2013                                    Total Change is:       776
       223      1,632         32       -691        799        194        321     -2,064        844        242        322          0       -389       -983
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       41.4        2.7       43.8       30.7        5.2       33.9       12.2        3.7        0.3        1.5        0.0        7.8        2.6
 
Number of Traders in Each Category                                    Total Traders:        81
         4         10          .         27         20         11         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   222,059
Positions
    15,138    107,799      3,822     96,533     29,146     32,280     45,263     21,771      2,160     11,194     15,146        997     14,672      8,938
 
Changes from:       July 16, 2013                                    Total Change is:    -2,528
    -1,263      4,023     -2,130      4,357     -4,815       -223      6,125        275        474    -12,344     -2,535        164      2,312      2,239
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       48.5        1.7       43.5       13.1       14.5       20.4        9.8        1.0        5.0        6.8        0.4        6.6        4.0
 
Number of Traders in Each Category                                    Total Traders:       160
        15         22          5         39         23         20         21         20         12         13          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   573,979
Positions
    11,182     62,520      4,605    256,780     91,368     86,804     64,114     95,834      7,359     17,496     54,404        308    125,331    170,777
 
Changes from:       July 16, 2013                                    Total Change is:    -2,348
     1,931    -11,483      3,529     -3,849      1,680      2,157     -5,580      7,027     -1,417      1,163     -1,848         16       -298     -2,009
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       10.9        0.8       44.7       15.9       15.1       11.2       16.7        1.3        3.0        9.5        0.1       21.8       29.8
 
Number of Traders in Each Category                                    Total Traders:       172
         6         19          8         39         28         31         18         44         17          7         10          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 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   376,402
Positions
     1,873     99,232         66    244,783     34,541     38,353     13,423    121,572      1,411      9,032      6,144          0     67,461     75,083
 
Changes from:       July 16, 2013                                    Total Change is:      -264
         0      5,672          0      9,480     -5,110     -6,707        -54      3,251        108       -318         19          0     -2,773      2,503
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       26.4        0.0       65.0        9.2       10.2        3.6       32.3        0.4        2.4        1.6        0.0       17.9       19.9
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          .         33          9         19          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   810,349
Positions
    96,905     89,755      2,082    214,234    239,096     62,161    184,656    217,123     11,375    104,907     54,473     30,432    103,597    103,852
 
Changes from:       July 16, 2013                                    Total Change is:    26,507
   -21,777     26,046     -2,241      2,487      4,852    -10,052     31,984     14,102      4,218      7,580     -3,375       -141     14,449     -6,902
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       11.1        0.3       26.4       29.5        7.7       22.8       26.8        1.4       12.9        6.7        3.8       12.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       200
         9         26          6         34         27         30         35         34         23         14         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    34,762
Positions
    11,647     14,142      6,691      1,109          0          0      9,789      8,422      4,420          1          0        871        234        216
 
Changes from:       July 16, 2013                                    Total Change is:       106
      -847        671        444        -30          0          0      1,724         68       -595        -20          0       -114       -456       -368
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       40.7       19.2        3.2        0.0        0.0       28.2       24.2       12.7        0.0        0.0        2.5        0.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        42
         9         10         12          .          0          0         10         10          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 2,211,881
Positions
   176,835    190,115     33,885    623,374    805,355    308,640    709,964    191,577     41,601     62,511    171,624     30,273    224,798    438,811
 
Changes from:       July 16, 2013                                    Total Change is:    91,706
     9,751     20,132      6,013     52,007     24,747      1,952      1,065     -1,108      8,298     11,645     12,727        639        336     18,306
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        8.6        1.5       28.2       36.4       14.0       32.1        8.7        1.9        2.8        7.8        1.4       10.2       19.8
 
Number of Traders in Each Category                                    Total Traders:       317
        29         38         16         21         75         47         53         56         42         16         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 1,613,914
Positions
   266,447    108,645     12,260    395,177    513,035    162,007    399,426    326,685     33,566    144,399    141,948      9,497    191,135    306,271
 
Changes from:       July 16, 2013                                    Total Change is:    27,356
    10,686      8,742     -2,345    -42,500     29,480     10,730     47,453    -29,041     -4,272    -14,307      7,512        -58     21,969      6,608
 
Percent of Open Interest Represented by Each Category of Trader
      16.5        6.7        0.8       24.5       31.8       10.0       24.7       20.2        2.1        8.9        8.8        0.6       11.8       19.0
 
Number of Traders in Each Category                                    Total Traders:       221
        15         25          9         32         43         37         40         36         24         10         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   308,582
Positions
    81,667     82,024    105,898      1,029        745      2,013     41,775     23,502     38,833        239      6,660     10,228     26,900     38,679
 
Changes from:       July 16, 2013                                    Total Change is:     2,590
     1,098      4,811     -3,562         14          0          0      3,279       -796     -2,397        239       -457      1,167      2,752      3,824
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       26.6       34.3        0.3        0.2        0.7       13.5        7.6       12.6        0.1        2.2        3.3        8.7       12.5
 
Number of Traders in Each Category                                    Total Traders:        61
        12         22         23          .          .          .         11          8         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,679,341
Positions
 1,939,730  2,371,424  1,538,821  1,016,667    809,323    203,199    996,540    538,714  1,608,342    336,365    272,124    265,419    774,258  1,071,975
 
Changes from:       July 16, 2013                                    Total Change is:   114,098
    48,717       -990     -1,724     41,629     42,725        738    -54,742    101,381    -15,167     28,291    -24,713    -11,831     78,187     23,679
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       27.3       17.7       11.7        9.3        2.3       11.5        6.2       18.5        3.9        3.1        3.1        8.9       12.4
 
Number of Traders in Each Category                                    Total Traders:       227
        26         44         68         13          8         17         54         34         80         16         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    27,068
Positions
    24,345        981          0        995      7,027         88        790     13,237         16        820      5,687          0         14         32
 
Changes from:       July 16, 2013                                    Total Change is:    -3,178
      -529         20          0       -695        -33          8     -1,962     -1,497          0          0     -1,701          0          0         25
 
Percent of Open Interest Represented by Each Category of Trader
      89.9        3.6        0.0        3.7       26.0        0.3        2.9       48.9        0.1        3.0       21.0        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        37
         7          4          0          .          5          .          .          8          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    13,591
Positions
    12,297      3,722          4          0      3,570          0         38      4,472          0      1,246      1,786          0          6         37
 
Changes from:       July 16, 2013                                    Total Change is:     1,849
       564      1,792          0          0         80          0         38        -50          0      1,246          1          0          1         26
 
Percent of Open Interest Represented by Each Category of Trader
      90.5       27.4        0.0        0.0       26.3        0.0        0.3       32.9        0.0        9.2       13.1        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         4          .          .          0          5          0          .          6          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    60,781
Positions
    11,514     29,395        874      7,468        674        206     18,560     26,153        717     14,477      1,182          0      6,965      1,580
 
Changes from:       July 16, 2013                                    Total Change is:    -3,561
      -997       -507          0       -434        290       -166     -2,529     -3,474        -23      1,147         78          0       -559        241
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       48.4        1.4       12.3        1.1        0.3       30.5       43.0        1.2       23.8        1.9        0.0       11.5        2.6
 
Number of Traders in Each Category                                    Total Traders:       132
         6          .          .         11          .          .         35         11          .         55         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   359,429
Positions
   103,543     13,776     36,134     57,693     25,081     11,613     35,751    143,283     47,160      6,715     17,565     40,170     20,650     24,647
 
Changes from:       July 16, 2013                                    Total Change is:     3,028
    14,591     -9,479    -13,248      2,058      2,526        152      3,386     27,276     -1,146      1,485      1,406     -4,258          8       -201
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        3.8       10.1       16.1        7.0        3.2        9.9       39.9       13.1        1.9        4.9       11.2        5.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       166
        21          8         18          6         16         10         28         49         48         12         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,441
Positions
       876        549          0      1,601         61        626      2,131      4,276        834          0         73          0        373         22
 
Changes from:       July 16, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      13.6        8.5        0.0       24.9        0.9        9.7       33.1       66.4       12.9        0.0        1.1        0.0        5.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,439
Positions
     1,295      7,645          0      6,771          0          0      1,533      2,293         67          0          0          0        773        434
 
Changes from:       July 16, 2013                                    Total Change is:       452
         2        -48          0        210          0          0        327        666        -78          0          0          0         -9        -88
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       73.2        0.0       64.9        0.0        0.0       14.7       22.0        0.6        0.0        0.0        0.0        7.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         11          0          0          .          4          .          0          0          0
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Updated July 26, 2013