`Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   137,986
Positions
    55,513      8,656     12,603     15,614     17,701        134     19,045     53,546      5,396      7,745      6,543        700     21,236     32,707
 
Changes from:       September 3, 2013                                Total Change is:    -5,255
    -1,948      2,693      5,073         52     -2,096         10     -7,759     -7,862      1,015     -1,118       -339        420     -1,000     -4,169
 
Percent of Open Interest Represented by Each Category of Trader
      40.2        6.3        9.1       11.3       12.8        0.1       13.8       38.8        3.9        5.6        4.7        0.5       15.4       23.7
 
Number of Traders in Each Category                                    Total Traders:        94
        10          8          8          6          6          .         20         27         15         11          6          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    38,760
Positions
    12,104     12,629        443          0      2,380          0     14,216      7,330        795          0      1,621          0     11,202     13,562
 
Changes from:       September 3, 2013                                Total Change is:    -1,331
       839     -2,786         12          0         -2          0       -144       -153       -664          0       -660          0     -1,374      2,922
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       32.6        1.1        0.0        6.1        0.0       36.7       18.9        2.1        0.0        4.2        0.0       28.9       35.0
 
Number of Traders in Each Category                                    Total Traders:        33
         6          6          5          0          4          0          9          7          4          0          .          0
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   185,433
Positions
    48,056     32,588     11,491     15,261     26,876      1,237     57,558     61,134     11,971      8,024      9,933        882     30,953     29,321
 
Changes from:       September 3, 2013                                Total Change is:    28,563
    -9,895     10,851      6,123       -114     -1,064        102     16,684      3,298      7,086        400        574        377      7,800      1,216
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       17.6        6.2        8.2       14.5        0.7       31.0       33.0        6.5        4.3        5.4        0.5       16.7       15.8
 
Number of Traders in Each Category                                    Total Traders:       110
         9         11          8          8         15          4         26         24         15          .         12          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   197,099
Positions
   112,818      6,157      1,607     25,239     13,932      1,275     24,356     97,601     12,323      2,970     12,523        673     15,838     51,008
 
Changes from:       September 3, 2013                                Total Change is:    18,739
    13,360     -4,289        535       -207        286       -424     -6,933      6,073      9,584        -76       -469        428      2,472      7,015
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        3.1        0.8       12.8        7.1        0.6       12.4       49.5        6.3        1.5        6.4        0.3        8.0       25.9
 
Number of Traders in Each Category                                    Total Traders:       121
        14          9          8          7         14          .         22         39         17          .         13          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   257,969
Positions
    41,131     27,086     23,155     35,174     62,554      4,977     62,609     52,899     19,711     25,487      9,622      2,436     43,289     55,529
 
Changes from:       September 3, 2013                                Total Change is:    13,406
     6,158       -589     10,421       -287     -5,336        163    -15,197     -2,334      8,414       -608        182        974      3,368      1,511
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       10.5        9.0       13.6       24.2        1.9       24.3       20.5        7.6        9.9        3.7        0.9       16.8       21.5
 
Number of Traders in Each Category                                    Total Traders:       167
        19         13         17         13         23         12         20         45         21         18         14          6
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   183,606
Positions
   105,754     27,278      2,551      1,504     36,148      1,056     33,618     61,652     12,901      8,893      9,983          1     17,328     32,036
 
Changes from:       September 3, 2013                                Total Change is:    -5,728
   -16,998      5,968        926        837     -1,335         29     -3,327    -17,778     10,758      3,338       -845     -1,602        311     -1,849
 
Percent of Open Interest Represented by Each Category of Trader
      57.6       14.9        1.4        0.8       19.7        0.6       18.3       33.6        7.0        4.8        5.4        0.0        9.4       17.4
 
Number of Traders in Each Category                                    Total Traders:        80
         9         10          4          .          6          .         10         28         12          .          9          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,213
Positions
    16,611     20,975     12,981          0      1,233          0      4,670         69      4,498      1,380          0      2,855        218        602
 
Changes from:       September 3, 2013                                Total Change is:      -293
       271          0     -1,226          0        -81          0       -461         49      1,179          0          0          0        -56       -214
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       48.5       30.0        0.0        2.9        0.0       10.8        0.2       10.4        3.2        0.0        6.6        0.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        26
         8         10         12          0          .          0          4          .          5          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   145,125
Positions
    33,153     31,818      5,560     34,932        918        214     23,670     60,652     32,591      9,003      8,430        460      5,542      4,482
 
Changes from:       September 3, 2013                                Total Change is:    37,151
       889     -1,558      4,854      3,959         99        214     -1,976      3,546     28,867       -527        635        460        411         34
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       21.9        3.8       24.1        0.6        0.1       16.3       41.8       22.5        6.2        5.8        0.3        3.8        3.1
 
Number of Traders in Each Category                                    Total Traders:       109
         4         10          5          5          4          .         28         34         15          9         10          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    21,677
Positions
     6,176     10,749      3,817          0      1,165        347      1,386      1,731         46      9,232      3,055          0        673        767
 
Changes from:       September 3, 2013                                Total Change is:      -610
      -971        638        -28          0     -1,135        347        293       -180        -96          0          0          0       -155       -156
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       49.6       17.6        0.0        5.4        1.6        6.4        8.0        0.2       42.6       14.1        0.0        3.1        3.5
 
Number of Traders in Each Category                                    Total Traders:        20
         5          4          .          0          .          .          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    15,097
Positions
     4,218      1,899        623        300        200          0      6,665      9,078        200        711        473          1      2,379      2,623
 
Changes from:       September 3, 2013                                Total Change is:     1,992
      -999        473        613       -285        -65          0      2,173      2,163        152         52       -794          1        285       -551
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       12.6        4.1        2.0        1.3        0.0       44.1       60.1        1.3        4.7        3.1        0.0       15.8       17.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          4          .          .          0          8         19          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    66,726
Positions
    10,496     33,599     10,035      7,325        651        403     16,499      6,639      3,187      5,514        727          0     13,268     11,487
 
Changes from:       September 3, 2013                                Total Change is:    17,707
    -3,780      1,165      9,902      1,372       -471         29      1,721      2,073      2,741        504        477         -2      5,222      1,795
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       50.4       15.0       11.0        1.0        0.6       24.7        9.9        4.8        8.3        1.1        0.0       19.9       17.2
 
Number of Traders in Each Category                                    Total Traders:        95
        19         11         13          8          .          .         23         14          8         10          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,664
Positions
     5,209     10,414          0      1,250          0          0        612      1,744          2      1,700        230          0      4,891      1,274
 
Changes from:       September 3, 2013                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       76.2        0.0        9.1        0.0        0.0        4.5       12.8        0.0       12.4        1.7        0.0       35.8        9.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          5          0          .          0          0          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,124
Positions
    23,620     59,415      7,023     12,150      1,302        806     36,483     14,499      1,660      7,628        993          0     16,754     20,426
 
Changes from:       September 3, 2013                                Total Change is:     8,086
    -4,932     -5,452      6,758        243       -942         57      6,928      5,368        767     -2,392        493         -4        661      1,041
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       56.0        6.6       11.4        1.2        0.8       34.4       13.7        1.6        7.2        0.9        0.0       15.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        92
        20         10          7          7          .          .         22         16          6          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   810,027
Positions
    23,541    139,868     73,169    314,762    120,275     47,565     92,372    182,138     54,749     45,632     50,887      4,979    153,259    136,397
 
Changes from:       September 3, 2013                                Total Change is:    20,066
     1,783     -5,547     16,311        892     -9,942      1,360        386      5,452     -2,402     -3,749      4,276        -65      5,549     10,622
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       17.3        9.0       38.9       14.8        5.9       11.4       22.5        6.8        5.6        6.3        0.6       18.9       16.8
 
Number of Traders in Each Category                                    Total Traders:       547
        31         42         37        111         54         61         79        118         76         44         66         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   201,056
Positions
    43,866     35,231      3,585     68,595     27,268        875     15,270     36,275      1,390     10,892     10,521      2,348     54,235     83,563
 
Changes from:       September 3, 2013                                Total Change is:     8,402
     4,583      1,704      2,836       -408        656       -201        -19     -1,021        184        -26       -808         21      1,432      5,031
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       17.5        1.8       34.1       13.6        0.4        7.6       18.0        0.7        5.4        5.2        1.2       27.0       41.6
 
Number of Traders in Each Category                                    Total Traders:        88
         9         11          8         16          7          6         15         16          6          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,044,856
Positions
   114,822    739,632    131,471  1,248,943    483,147    215,340    552,131    895,934    100,176    176,096    204,228     10,757    495,120    264,171
 
Changes from:       September 3, 2013                                Total Change is:    58,319
    -2,479    -24,734     55,855      3,898    -55,592     10,409     -9,033     21,304     -1,870    -18,148     25,888       -896     20,583     27,955
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       24.3        4.3       41.0       15.9        7.1       18.1       29.4        3.3        5.8        6.7        0.4       16.3        8.7
 
Number of Traders in Each Category                                    Total Traders:       529
        31         41         32        104         53         56         76        118         66         44         61         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   102,846
Positions
     4,232     45,916        254     57,589     40,529      2,962     25,406      7,540        768        909      1,795          0     10,726      3,082
 
Changes from:       September 3, 2013                                Total Change is:        18
    -1,390      3,159         45        893     -3,501        637      1,001       -309       -236     -1,288         -2          0        356        225
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       44.6        0.2       56.0       39.4        2.9       24.7        7.3        0.7        0.9        1.7        0.0       10.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        95
         6         14          .         35         12         13         14         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    83,562
Positions
     3,097     54,824      4,145     33,203      4,559        876     27,431      5,004      2,186      2,648      5,255         48      9,930      6,666
 
Changes from:       September 3, 2013                                Total Change is:     3,187
       794        627        918        597       -201         75       -668       -227        429        166        376         -2        877      1,192
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       65.6        5.0       39.7        5.5        1.0       32.8        6.0        2.6        3.2        6.3        0.1       11.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       230
        18         27         13         35         17          8         75         26         13         19         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    11,580
Positions
     4,184     10,277          0      1,503          0          0      1,867          0          0        404          0          0      3,622      1,303
 
Changes from:       September 3, 2013                                Total Change is:     1,331
       857        980          0          0          0          0        244          0          0          0          0          0        230        351
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       88.7        0.0       13.0        0.0        0.0       16.1        0.0        0.0        3.5        0.0        0.0       31.3       11.3
 
Number of Traders in Each Category                                    Total Traders:        21
         8          7          0          .          0          0          .          0          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   359,909
Positions
    11,803    239,975      3,483    158,499     22,795      4,378    136,924     34,127      1,824     11,220     26,274        239     31,539     26,814
 
Changes from:       September 3, 2013                                Total Change is:     9,278
     3,357      1,903        921      2,983     -1,003        375     -2,524        903        108        832      1,879        -11      3,237      4,203
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       66.7        1.0       44.0        6.3        1.2       38.0        9.5        0.5        3.1        7.3        0.1        8.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       227
        18         26          8         34         17          8         74         27         11         18         13          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   351,719
Positions
    67,704     78,776     16,184    133,154    132,044     21,062     77,011     68,278      9,307      5,020      7,819        439     21,838     17,810
 
Changes from:       September 3, 2013                                Total Change is:    10,266
     1,407      5,009      1,317      3,211     -3,207       -598       -628      3,712      2,906        642        625        151      1,858        351
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       22.4        4.6       37.9       37.5        6.0       21.9       19.4        2.6        1.4        2.2        0.1        6.2        5.1
 
Number of Traders in Each Category                                    Total Traders:       256
        22         13          6         58         35         25         52         49         16         14         13          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    76,580
Positions
     3,235     39,786     11,443     25,982        114        495     11,304      9,157      6,568      6,077        318        182     11,294      8,517
 
Changes from:       September 3, 2013                                Total Change is:    20,976
       860       -299     11,443      1,674        114        153      1,062      1,697      5,516      1,083       -575       -239       -576      3,166
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       52.0       14.9       33.9        0.1        0.6       14.8       12.0        8.6        7.9        0.4        0.2       14.7       11.1
 
Number of Traders in Each Category                                    Total Traders:        74
         7          8          6         19          .          .         16         11          7          9          .          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    70,904
Positions
    18,150      9,392      3,600     11,026      6,285        857     12,355      6,437      6,558      4,033      2,371          0     14,325     35,404
 
Changes from:       September 3, 2013                                Total Change is:    11,485
     1,364        351      2,910     -2,125     -4,880         44      1,415      2,867      3,951        368        536          0      3,558      5,706
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       13.2        5.1       15.6        8.9        1.2       17.4        9.1        9.2        5.7        3.3        0.0       20.2       49.9
 
Number of Traders in Each Category                                    Total Traders:        82
        16         11         12         10          4          .         22          8         13          7          .          0
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    82,422
Positions
       786     39,200      3,913     39,227     21,259      3,240     24,777      7,248      4,179        298        744        173      5,829      2,466
 
Changes from:       September 3, 2013                                Total Change is:     1,889
       188        692      1,482        983     -1,170       -202       -442        481        335          0       -232        173       -628        330
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       47.6        4.7       47.6       25.8        3.9       30.1        8.8        5.1        0.4        0.9        0.2        7.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        86
         .         11          4         30         18         12         15          7          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   278,807
Positions
    19,136     92,170     41,409     98,976     28,631     29,864     47,885     46,939     14,670     10,387     14,817        490     15,990      9,817
 
Changes from:       September 3, 2013                                Total Change is:    30,188
    -1,024      3,890     24,308      2,143    -14,298     -1,913      3,833     15,766      2,018       -484       -216        -41      1,348        674
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       33.1       14.9       35.5       10.3       10.7       17.2       16.8        5.3        3.7        5.3        0.2        5.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       177
        15         25         14         43         23         21         26         24         17         15          5          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   631,287
Positions
     2,447     82,990      5,643    290,066    120,648     90,480     66,223     83,561     20,308     29,190     45,283        806    126,124    181,568
 
Changes from:       September 3, 2013                                Total Change is:      -167
      -635     19,317     -2,880      6,723      5,736     -1,176     18,380    -10,133    -19,954    -12,269     -2,154        470     11,174     10,607
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       13.1        0.9       45.9       19.1       14.3       10.5       13.2        3.2        4.6        7.2        0.1       20.0       28.8
 
Number of Traders in Each Category                                    Total Traders:       148
         4         14          6         35         30         35         21         28         16          9          7          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   404,779
Positions
     1,813    100,441     10,463    246,780     17,396     44,460     12,670    135,466      3,121      9,664     13,743          0     75,808     79,689
 
Changes from:       September 3, 2013                                Total Change is:   -14,122
    -2,851    -10,302     -5,221     -1,805      3,273      3,028     -1,363     -1,242     -5,256        -85      3,888     -2,604      2,035        314
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       24.8        2.6       61.0        4.3       11.0        3.1       33.5        0.8        2.4        3.4        0.0       18.7       19.7
 
Number of Traders in Each Category                                    Total Traders:        72
         .          9          6         33          8         19          .         12          7          .          5          0
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   861,967
Positions
   117,662     68,152     20,648    219,377    342,979     67,048    233,062    117,139     31,279     53,104     60,514     27,753     92,034    126,455
 
Changes from:       September 3, 2013                                Total Change is:    44,260
    28,168     -4,025      8,250       -563     47,209      6,150     37,667     -9,451    -19,655    -16,523      8,123       -874      1,640      8,533
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        7.9        2.4       25.5       39.8        7.8       27.0       13.6        3.6        6.2        7.0        3.2       10.7       14.7
 
Number of Traders in Each Category                                    Total Traders:       207
        16         19          9         29         36         27         36         29         24         17         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    33,544
Positions
    11,277     15,631      5,514          0          0          0      9,393      4,995      6,911          0         28        377         72         88
 
Changes from:       September 3, 2013                                Total Change is:     2,010
    -1,721      1,623     -1,106          0          0          0      4,012        670        815          0         -2         10          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       46.6       16.4        0.0        0.0        0.0       28.0       14.9       20.6        0.0        0.1        1.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        36
         7          8          8          0          0          0          9         10          9          0          .          .
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,114,314
Positions
   178,117    125,418     46,118    651,234    801,153    263,620    559,442    186,327     71,763     87,646    139,716     24,775    231,599    455,424
 
Changes from:       September 3, 2013                                Total Change is:   -36,965
    20,897      4,821     -9,691    -27,708    -34,811     30,736    -49,856    -49,070        583      7,646      7,190     -2,033     -7,539     15,310
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        5.9        2.2       30.8       37.9       12.5       26.5        8.8        3.4        4.1        6.6        1.2       11.0       21.5
 
Number of Traders in Each Category                                    Total Traders:       299
        31         33         23         24         68         50         41         60         45         14         28          6
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,637,320
Positions
   244,777    102,520     22,643    480,922    469,282    173,330    404,817    301,521     62,248     74,249    160,972      2,523    171,811    342,281
 
Changes from:       September 3, 2013                                Total Change is:    56,100
     5,581     10,299    -12,478     75,909     35,399        925     -6,444     20,900      1,338      4,719      7,549     -5,774     -7,676     -2,058
 
Percent of Open Interest Represented by Each Category of Trader
      14.9        6.3        1.4       29.4       28.7       10.6       24.7       18.4        3.8        4.5        9.8        0.2       10.5       20.9
 
Number of Traders in Each Category                                    Total Traders:       215
        14         22         10         31         43         36         33         42         27          7         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   282,651
Positions
    63,554     71,239     94,926        948          0      2,043     43,178     18,823     38,426         36      5,355     14,842     24,698     36,997
 
Changes from:       September 3, 2013                                Total Change is:    11,139
     7,828      1,433     -2,260        -56          0          0     -2,472      3,569      4,778          0        -17      2,242      1,079      1,394
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       25.2       33.6        0.3        0.0        0.7       15.3        6.7       13.6        0.0        1.9        5.3        8.7       13.1
 
Number of Traders in Each Category                                    Total Traders:        57
        12         14         20          .          0          .         17          7         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,580,527
Positions
 1,743,230  2,199,854  1,898,950  1,190,264    691,171    256,865  1,005,194    652,625  2,058,647    369,005    394,129    295,903    762,469  1,132,383
 
Changes from:       September 3, 2013                                Total Change is:   147,036
  -257,032     72,882    101,628    106,215    -11,121     -9,161    149,450    -69,960     18,481     -2,134     15,709     30,097      9,492     -1,519
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       23.0       19.8       12.4        7.2        2.7       10.5        6.8       21.5        3.9        4.1        3.1        8.0       11.8
 
Number of Traders in Each Category                                    Total Traders:       250
        31         46         72         16          9         17         62         39         83         19         14         25
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    44,037
Positions
    34,855        460         64          0     13,530         27      4,723     17,255      4,338          0      8,315          0         30         48
 
Changes from:       September 3, 2013                                Total Change is:     5,501
      -130          0       -133          0       -696          0      1,434      1,504      4,322          0        503          0          8          1
 
Percent of Open Interest Represented by Each Category of Trader
      79.1        1.0        0.1        0.0       30.7        0.1       10.7       39.2        9.9        0.0       18.9        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        36
         7          .          .          0          8          .          .         10          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,627
Positions
    17,996        715      4,346          0      6,366          0        269      2,568          0          0      8,522          0         16        110
 
Changes from:       September 3, 2013                                Total Change is:    -1,407
    -1,638       -438      2,989          0       -168          0        -23     -1,374     -2,750          0        280          0         15         54
 
Percent of Open Interest Represented by Each Category of Trader
      79.5        3.2       19.2        0.0       28.1        0.0        1.2       11.3        0.0        0.0       37.7        0.0        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         4          .          .          0          6          0          .          5          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    70,651
Positions
    11,315     30,736        807      5,385      2,530        338     22,397     27,113      4,960     14,527        475         29     10,893      3,663
 
Changes from:       September 3, 2013                                Total Change is:     3,184
      -305      1,647          0        230       -662         90      3,295     -2,377      2,811     -4,193       -256         27      1,229      1,904
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       43.5        1.1        7.6        3.6        0.5       31.7       38.4        7.0       20.6        0.7        0.0       15.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       145
         5          .          .          9          5          .         36         15         10         64          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   384,595
Positions
   139,068     11,703     38,709     46,351     18,494     11,341     32,213    181,130     40,797      5,497      9,183     46,054     24,565     27,184
 
Changes from:       September 3, 2013                                Total Change is:    29,168
     5,656      7,271        -14      6,926      1,304        281      1,608       -923        561     -3,853        756     15,907      2,096      4,025
 
Percent of Open Interest Represented by Each Category of Trader
      36.2        3.0       10.1       12.1        4.8        2.9        8.4       47.1       10.6        1.4        2.4       12.0        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       164
        20         11         20          5         12          8         29         44         41         18         17         24
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Traders in Financial Futures - Futures Only Positions as of September 10, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,129
Positions
     1,434        490          0      2,192          0        879      2,278      5,961        785        338          0          0        223         14
 
Changes from:       September 3, 2013                                Total Change is:       126
         0          0          0         72          0       -389        -93        508          2        338          0          0        196          5
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        6.0        0.0       27.0        0.0       10.8       28.0       73.3        9.7        4.2        0.0        0.0        2.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          6          0          .          5          5          .          .          0          0
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Updated September 13, 2013