`Traders in Financial Futures - Futures Only Positions as of November 26, 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   129,471
Positions
    49,869      9,054      2,362     14,711     17,137        163     24,480     52,902      3,196      8,447      6,192      1,360     24,883     37,105
 
Changes from:       November 19, 2013                                Total Change is:     7,658
     5,821     -7,582      1,572        -14         55         15     -1,336      8,052        275      1,416         26        648       -739      4,597
 
Percent of Open Interest Represented by Each Category of Trader
      38.5        7.0        1.8       11.4       13.2        0.1       18.9       40.9        2.5        6.5        4.8        1.1       19.2       28.7
 
Number of Traders in Each Category                                    Total Traders:        85
         8          8          4          5          7          .         14         30          8          8          5          4
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Traders in Financial Futures - Futures Only Positions as of November 26, 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    42,421
Positions
    18,097     21,926         43          0      1,706          0      9,028      4,290      1,019        511      3,650          0     13,723      9,787
 
Changes from:       November 19, 2013                                Total Change is:       651
       139      1,567       -217          0          0          0        174       -981         -4          0        437          0        559       -151
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       51.7        0.1        0.0        4.0        0.0       21.3       10.1        2.4        1.2        8.6        0.0       32.3       23.1
 
Number of Traders in Each Category                                    Total Traders:        39
        10          8          .          0          .          0         11          4          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   214,443
Positions
    31,699     75,470     11,170     24,203     27,551      1,123    100,719     41,404      4,737      5,204     29,053        140     35,448     23,795
 
Changes from:       November 19, 2013                                Total Change is:    30,994
    11,999      6,689      9,967        323         -6       -100      5,508      1,759        162        746     12,027       -667      3,056      1,163
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       35.2        5.2       11.3       12.8        0.5       47.0       19.3        2.2        2.4       13.5        0.1       16.5       11.1
 
Number of Traders in Each Category                                    Total Traders:       127
         7         14          6         10         14          5         39         24         10          6         13          .
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Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   236,713
Positions
   138,777      4,991      3,298     21,395     16,258      3,716     40,686    129,748      3,341     11,819     16,303         41     13,640     59,017
 
Changes from:       November 19, 2013                                Total Change is:    22,502
    13,455     -1,387      2,722     -1,013      2,058        229      4,945     14,321        121       -641       -517         33      2,651      4,922
 
Percent of Open Interest Represented by Each Category of Trader
      58.6        2.1        1.4        9.0        6.9        1.6       17.2       54.8        1.4        5.0        6.9        0.0        5.8       24.9
 
Number of Traders in Each Category                                    Total Traders:       139
        14          8          4          9         16          6         21         55         12          4         12          .
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Traders in Financial Futures - Futures Only Positions as of November 26, 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   243,049
Positions
    58,983     35,810      4,202     39,429     55,610      5,132     65,636     52,053     10,562     21,049     21,057        212     37,844     58,411
 
Changes from:       November 19, 2013                                Total Change is:    10,723
    12,476     -6,935      1,273        444       -663       -523     -7,904      5,626      4,518      1,321      6,543       -720       -162      1,604
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       14.7        1.7       16.2       22.9        2.1       27.0       21.4        4.3        8.7        8.7        0.1       15.6       24.0
 
Number of Traders in Each Category                                    Total Traders:       174
        18         17          9         15         20         15         26         44         16         14         20          4
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Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   111,673
Positions
    57,027     17,066        339        997      6,009         74     21,535     46,031      1,486     11,514     10,635        305     18,396     29,728
 
Changes from:       November 19, 2013                                Total Change is:   -25,026
   -23,449      6,742        197        939    -29,388       -890       -531     -2,812        150       -127       -326        -10     -1,305      1,311
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       15.3        0.3        0.9        5.4        0.1       19.3       41.2        1.3       10.3        9.5        0.3       16.5       26.6
 
Number of Traders in Each Category                                    Total Traders:        91
        12          7          4          .          8          .         24         28          8          5          6          .
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Traders in Financial Futures - Futures Only Positions as of November 26, 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    40,127
Positions
    18,784     25,117      8,481      2,082          0          0      3,147        407      3,257      1,651          0      2,184        541        681
 
Changes from:       November 19, 2013                                Total Change is:    -2,508
     2,419     -1,000     -1,846          4          0          0     -3,129        147         52          0          0          0         -8        139
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       62.6       21.1        5.2        0.0        0.0        7.8        1.0        8.1        4.1        0.0        5.4        1.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          9          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   127,570
Positions
    42,385     53,651          0     38,912        451          0     29,992     58,679      1,170      8,483      9,774        907      5,721      2,938
 
Changes from:       November 19, 2013                                Total Change is:    -2,539
       686      1,005          0          2          0          0     -2,826     -5,363       -529        -18        916        907       -761        525
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       42.1        0.0       30.5        0.4        0.0       23.5       46.0        0.9        6.6        7.7        0.7        4.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        89
         4         11          0          5          .          0         29         25          4          5          8          .
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Traders in Financial Futures - Futures Only Positions as of November 26, 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    12,817
Positions
     6,147      3,636      3,803        611          0          0      1,310      1,090        214        100      3,299          0        632        775
 
Changes from:       November 19, 2013                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      48.0       28.4       29.7        4.8        0.0        0.0       10.2        8.5        1.7        0.8       25.7        0.0        4.9        6.0
 
Number of Traders in Each Category                                    Total Traders:        21
         5          5          .          .          0          0          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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    20,919
Positions
     1,573     11,737          3        617        207          0     14,485      6,193          6        738        500          0      3,497      2,273
 
Changes from:       November 19, 2013                                Total Change is:    -3,531
       -43     -2,879          1       -215          0          0     -3,164       -341       -107        -13       -124          0         10        -81
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       56.1        0.0        2.9        1.0        0.0       69.2       29.6        0.0        3.5        2.4        0.0       16.7       10.9
 
Number of Traders in Each Category                                    Total Traders:        52
         4          6          .          .          .          0         18         13          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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    81,713
Positions
    13,534     43,056      5,004      7,457      4,149        420     32,815      7,442      6,959      5,028      2,359        851      9,647     11,475
 
Changes from:       November 19, 2013                                Total Change is:     2,651
    -2,221        476        773      1,569        -20        -21      2,594        695        355       -203        -18         51       -247        360
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       52.7        6.1        9.1        5.1        0.5       40.2        9.1        8.5        6.2        2.9        1.0       11.8       14.0
 
Number of Traders in Each Category                                    Total Traders:       113
        17         15          6         10          .          .         28         21         12          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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    13,811
Positions
     6,731      7,749        300        990          0          0      2,198      4,968          0      2,097          0          0      1,495        794
 
Changes from:       November 19, 2013                                Total Change is:      -187
      -500       -250          0          0          0          0        278          0          0          0          0          0         35         63
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       56.1        2.2        7.2        0.0        0.0       15.9       36.0        0.0       15.2        0.0        0.0       10.8        5.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          6          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   135,804
Positions
    21,785     78,794      1,227     12,933      8,297        840     74,583     18,297        569      7,260      6,115        303     16,304     21,362
 
Changes from:       November 19, 2013                                Total Change is:     5,675
    -2,430      2,463        534      3,138        -39        -41      5,186      1,944        154       -336         34         33       -563        593
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       58.0        0.9        9.5        6.1        0.6       54.9       13.5        0.4        5.3        4.5        0.2       12.0       15.7
 
Number of Traders in Each Category                                    Total Traders:       109
        15         16          5          9          .          .         28         24          4          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   741,827
Positions
    36,992    204,566     32,768    306,803    114,337     42,024    110,332    156,000     53,809     41,013     53,660     13,971    104,114     70,691
 
Changes from:       November 19, 2013                                Total Change is:    -3,892
     2,024      5,606       -453     -1,505        100       -276        902        679          7     -1,108     -2,782      1,257     -4,739     -8,029
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       27.6        4.4       41.4       15.4        5.7       14.9       21.0        7.3        5.5        7.2        1.9       14.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       564
        34         38         27        111         62         69        100        104         79         54         60         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   168,933
Positions
    18,333     65,688      3,132     64,188     28,972      1,575     14,756     34,121      1,320     14,815      7,958        825     49,989     25,342
 
Changes from:       November 19, 2013                                Total Change is:      -202
      -846      3,105        871       -253       -202         82       -403      1,480       -163        132        873       -111        489     -6,137
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       38.9        1.9       38.0       17.1        0.9        8.7       20.2        0.8        8.8        4.7        0.5       29.6       15.0
 
Number of Traders in Each Category                                    Total Traders:        90
         8         13          4         15         10          9         16         17          6          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,864,468
Positions
   167,228    768,321     74,248  1,228,915    442,665    186,404    620,191    751,708    120,133    174,172    271,692     22,550    270,627    226,747
 
Changes from:       November 19, 2013                                Total Change is:   -18,448
    -4,211     -6,056     11,941     -6,742      1,029     -1,310      7,324     -3,206         50     -3,605    -15,679      4,245    -26,140     -9,462
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       26.8        2.6       42.9       15.5        6.5       21.7       26.2        4.2        6.1        9.5        0.8        9.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       548
        34         37         23        107         58         62        100        101         65         52         58         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   114,233
Positions
     2,487     62,243         68     64,874     36,288      1,959     31,290      6,520        863      1,234      2,629          0     11,458      3,663
 
Changes from:       November 19, 2013                                Total Change is:     6,180
       -41      6,362         39      2,152       -880         78      2,728        454        147        342       -237          0        735        217
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       54.5        0.1       56.8       31.8        1.7       27.4        5.7        0.8        1.1        2.3        0.0       10.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        99
         .         15          .         40         10         16         17          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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    82,209
Positions
     4,495     64,132        112     37,368      3,682        460     31,429      5,631         69      2,307      2,615         28      5,940      5,480
 
Changes from:       November 19, 2013                                Total Change is:     2,702
       610        858         49       -346         55       -276      2,798      1,463        -19        -42       -202         -8        -63        784
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       78.0        0.1       45.5        4.5        0.6       38.2        6.8        0.1        2.8        3.2        0.0        7.2        6.7
 
Number of Traders in Each Category                                    Total Traders:       223
        21         21          8         33         14          7         64         30          9         22         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   411,044
Positions
    22,475    320,661        562    186,841     18,411      2,299    157,146     28,153        344     11,535     13,076        140     29,702     27,398
 
Changes from:       November 19, 2013                                Total Change is:    13,510
     3,048      4,292        243     -1,731        273     -1,382     13,992      7,315        -97       -208     -1,012        -40       -315      3,918
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       78.0        0.1       45.5        4.5        0.6       38.2        6.8        0.1        2.8        3.2        0.0        7.2        6.7
 
Number of Traders in Each Category                                    Total Traders:       223
        21         21          8         33         14          7         64         30          9         22         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   371,028
Positions
    52,548    133,889     28,494    163,728     90,584     15,043     73,851     71,080      8,874      7,783      7,359        221     20,486     15,484
 
Changes from:       November 19, 2013                                Total Change is:    23,496
     3,224     20,722      3,422      5,859       -297     -1,662     15,345      4,230       -734        328        342          0     -2,286     -2,527
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       36.1        7.7       44.1       24.4        4.1       19.9       19.2        2.4        2.1        2.0        0.1        5.5        4.2
 
Number of Traders in Each Category                                    Total Traders:       257
        16         20          5         56         35         24         52         50         15         16         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    68,743
Positions
     5,033     45,810          0     31,402        463        430     12,478     10,030         24      6,355      3,593          0     13,021      8,393
 
Changes from:       November 19, 2013                                Total Change is:     3,887
         9        925       -392        344         10        -11      2,492      1,430         24        598        761       -200      1,023      1,340
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       66.6        0.0       45.7        0.7        0.6       18.2       14.6        0.0        9.2        5.2        0.0       18.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        79
         6          9          0         22          .          .         17         10          .          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    91,407
Positions
    25,353      9,089        853     10,662      1,047        652     32,829     12,399      1,020      8,364      3,567        358     11,316     62,422
 
Changes from:       November 19, 2013                                Total Change is:     6,665
     1,246        788        -48     -1,356        -65         74      5,549      5,190       -581        641       -151         -9      1,149      1,467
 
Percent of Open Interest Represented by Each Category of Trader
      27.7        9.9        0.9       11.7        1.1        0.7       35.9       13.6        1.1        9.2        3.9        0.4       12.4       68.3
 
Number of Traders in Each Category                                    Total Traders:       101
        23         12          5          9          .          .         28         10          7         11          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    89,403
Positions
     2,718     56,057      1,668     45,292     15,415      4,181     24,014      4,197      4,384        808        871          0      6,338      2,630
 
Changes from:       November 19, 2013                                Total Change is:       589
       270        -13         18      2,161       -423         -4     -2,853        674        722        369       -292          0        -94        -93
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       62.7        1.9       50.7       17.2        4.7       26.9        4.7        4.9        0.9        1.0        0.0        7.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        93
         5         12          .         35         17         15         13          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   235,967
Positions
    11,108    113,205      5,567     95,618     30,692     39,664     46,399     34,327      1,867     20,788      4,619        631     14,325      5,395
 
Changes from:       November 19, 2013                                Total Change is:    -8,825
      -510     -4,038        -64     -4,969      4,142     -1,558        372     -6,504        671     -1,588     -1,076         13     -1,192       -411
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       48.0        2.4       40.5       13.0       16.8       19.7       14.5        0.8        8.8        2.0        0.3        6.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       174
        15         21          5         52         22         25         25         13          8         21          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   799,593
Positions
    14,931     70,923     40,032    303,904    124,907    100,060     71,164    118,170    104,939     20,626     28,917      9,202    134,735    202,443
 
Changes from:       November 19, 2013                                Total Change is:   112,348
   -10,148     -5,267     18,332     17,106       -658     -6,497     -7,529     -6,210     90,744      1,315     -6,110      1,516      7,509     26,498
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        8.9        5.0       38.0       15.6       12.5        8.9       14.8       13.1        2.6        3.6        1.2       16.9       25.3
 
Number of Traders in Each Category                                    Total Traders:       161
         8         13          9         31         37         36         20         30         23          8         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   464,197
Positions
    19,698    100,108      8,201    256,755     19,361     51,138     17,708    153,776      8,434      9,114     16,299      2,307     90,842    104,573
 
Changes from:       November 19, 2013                                Total Change is:     7,525
    -3,319    -12,158     -5,763      5,874      4,396       -385      1,075     12,994      5,254        101        -12      2,307      2,381        892
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       21.6        1.8       55.3        4.2       11.0        3.8       33.1        1.8        2.0        3.5        0.5       19.6       22.5
 
Number of Traders in Each Category                                    Total Traders:        85
         .         12          8         33          7         24          .         20         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,013,980
Positions
    90,191     86,282     44,473    242,773    217,230     57,138    294,480    320,750     85,665     38,779     57,167     34,355    126,126    110,920
 
Changes from:       November 19, 2013                                Total Change is:    16,564
   -28,814     -7,869     14,481    -23,551    -10,216        631    -13,318    -34,141     48,598       -342     -6,445      5,300     13,579      6,225
 
Percent of Open Interest Represented by Each Category of Trader
       8.9        8.5        4.4       23.9       21.4        5.6       29.0       31.6        8.4        3.8        5.6        3.4       12.4       10.9
 
Number of Traders in Each Category                                    Total Traders:       207
        11         23          9         36         33         29         39         30         31         16         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    63,923
Positions
    11,002     42,555      5,279        623          0          0     39,548      8,786      5,774        171          0      1,524          2          5
 
Changes from:       November 19, 2013                                Total Change is:     6,617
       -60      4,215      1,156        106          0          0      5,495      1,445       -348        131          0        149        -12          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       66.6        8.3        1.0        0.0        0.0       61.9       13.7        9.0        0.3        0.0        2.4        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        41
         .         13          8          .          0          0         10         13         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,477,469
Positions
   155,495    177,982    101,113    747,555    862,897    316,478    601,925    247,636    130,938     95,714    149,690     34,025    294,226    456,710
 
Changes from:       November 19, 2013                                Total Change is:   103,101
   -32,777     14,009     22,333     41,297     20,310     -3,108      7,113      1,373     31,194     13,095    -11,419     -1,853     25,807     30,262
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        7.2        4.1       30.2       34.8       12.8       24.3       10.0        5.3        3.9        6.0        1.4       11.9       18.4
 
Number of Traders in Each Category                                    Total Traders:       308
        21         35         24         33         69         61         45         61         53         12         32          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,041,788
Positions
   144,021    234,737     71,415    644,896    512,285    171,225    451,638    437,079    137,802    111,157    132,892     18,128    291,506    326,225
 
Changes from:       November 19, 2013                                Total Change is:    12,286
  -112,059     -8,300     23,901    -46,126    -53,201     -2,144     -7,234    -36,197     66,292     31,671        202      4,931     53,054     16,802
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       11.5        3.5       31.6       25.1        8.4       22.1       21.4        6.7        5.4        6.5        0.9       14.3       16.0
 
Number of Traders in Each Category                                    Total Traders:       231
        10         28         13         25         49         32         35         48         35          9         26          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   288,493
Positions
   102,895     80,332     79,603      1,516          0      1,335     23,671     25,664     40,786      1,540      8,703     11,679     25,468     40,391
 
Changes from:       November 19, 2013                                Total Change is:    -3,749
       185     -1,202       -267          0          0          0     -2,043       -271     -1,732        249        -19       -944        803        686
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       27.8       27.6        0.5        0.0        0.5        8.2        8.9       14.1        0.5        3.0        4.0        8.8       14.0
 
Number of Traders in Each Category                                    Total Traders:        69
        16         22         24          .          0          .         11          9         15          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,424,169
Positions
   998,032  2,848,542  2,040,787  2,639,822    569,128    199,597    988,581    817,795  2,044,385    275,642    486,220    331,451    905,872  1,086,264
 
Changes from:       November 19, 2013                                Total Change is:   298,655
   -12,589    -18,109    122,510    124,672    114,311     -1,814     67,670     12,558    -14,511     -2,001    129,136     -7,104     21,822    -38,322
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       27.3       19.6       25.3        5.5        1.9        9.5        7.8       19.6        2.6        4.7        3.2        8.7       10.4
 
Number of Traders in Each Category                                    Total Traders:       267
        26         59         80         11         14         19         41         67         84         17         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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    46,313
Positions
    31,496      1,017          0        259      8,887      9,032      5,492     18,014          0          0      9,281          0         34         82
 
Changes from:       November 19, 2013                                Total Change is:     3,939
       -91        147          0          0      2,438          0      4,060        896         -9          0        469          0        -21         -2
 
Percent of Open Interest Represented by Each Category of Trader
      68.0        2.2        0.0        0.6       19.2       19.5       11.9       38.9        0.0        0.0       20.0        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          0          .          9          .          .         10          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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    32,265
Positions
    27,236      5,650        874          0      8,476      3,872        212      2,094         20          0     11,256          0         51         23
 
Changes from:       November 19, 2013                                Total Change is:     3,216
       395      2,454       -201          0     -3,999      3,850       -898        190         20          0        933          0         50        -31
 
Percent of Open Interest Represented by Each Category of Trader
      84.4       17.5        2.7        0.0       26.3       12.0        0.7        6.5        0.1        0.0       34.9        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        33
         6          .          .          0         10          .          .          7          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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    42,877
Positions
     9,735      9,518        801      5,516      1,779        471      9,121     26,431      1,372      9,411      1,014          0      6,450      1,491
 
Changes from:       November 19, 2013                                Total Change is:      -362
      -620          0          8        288       -242         -2     -1,253       -366         51        990        279          0        176        -90
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       22.2        1.9       12.9        4.1        1.1       21.3       61.6        3.2       21.9        2.4        0.0       15.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       109
         7          .          .          8          4          .         24         19          9         40          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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   413,869
Positions
    84,859     21,656     43,214     63,170     23,581     21,295     55,768    145,930     63,458      2,588     13,848     56,117     23,400     24,770
 
Changes from:       November 19, 2013                                Total Change is:   -25,772
    -8,152    -14,012     -8,422     -6,140       -105      4,619     -8,690     -3,786      7,304     -1,400     -3,649     -5,090        199     -2,631
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        5.2       10.4       15.3        5.7        5.1       13.5       35.3       15.3        0.6        3.3       13.6        5.7        6.0
 
Number of Traders in Each Category                                    Total Traders:       186
        22         10         22         10         13         14         33         51         44          9         21         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,005
Positions
       230      1,405          0      1,543          0          0      5,319      4,883        782          0        932          0        131          3
 
Changes from:       November 19, 2013                                Total Change is:       402
        18          0          0       -166          0          0        550       -201          0          0        604          0          0         -1
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       17.6        0.0       19.3        0.0        0.0       66.4       61.0        9.8        0.0       11.6        0.0        1.6        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          0          0          7          4          .          0          .          0
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Updated December 2, 2013