`Traders in Financial Futures - Futures Only Positions as of October 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   122,732
Positions
    35,935     31,988        196     15,411     16,340        129     34,953     36,555      2,107      7,587     11,701         13     26,401     23,703
 
Changes from:       September 24, 2013                               Total Change is:     3,108
      -212      7,364        176         17        -81          4      1,630      1,378        793      1,068     -4,927          0       -368     -1,599
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       26.1        0.2       12.6       13.3        0.1       28.5       29.8        1.7        6.2        9.5        0.0       21.5       19.3
 
Number of Traders in Each Category                                    Total Traders:        85
         5         13          .          6          4          .         22         19          8         10          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    45,298
Positions
     5,221     21,691        414          0      2,089          0     17,297      9,766        309        537      2,305          0     21,520      8,724
 
Changes from:       September 24, 2013                               Total Change is:     5,786
       144      3,853         57          0       -397          0      2,186      2,207         24        537         57          0      2,838        -15
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       47.9        0.9        0.0        4.6        0.0       38.2       21.6        0.7        1.2        5.1        0.0       47.5       19.3
 
Number of Traders in Each Category                                    Total Traders:        42
         4         11          .          0          .          0         14          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   172,422
Positions
     4,822     74,298        136     21,831     26,989      1,210     96,225     27,936      4,765      3,135     10,067        250     40,048     26,771
 
Changes from:       September 24, 2013                               Total Change is:     8,703
       708     12,335         -3       -108     -1,083          0      2,979     -1,802      1,010      1,485     -2,307        191      2,441        362
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       43.1        0.1       12.7       15.7        0.7       55.8       16.2        2.8        1.8        5.8        0.1       23.2       15.5
 
Number of Traders in Each Category                                    Total Traders:       113
         .         16          .          8         14          5         35         19          8          4         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   170,525
Positions
    86,906     11,866          4     26,741     12,118        221     30,298     85,348      2,927      8,531     14,680          0     14,897     43,361
 
Changes from:       September 24, 2013                               Total Change is:    -4,367
    -2,163      5,423          4       -907       -290        -28     -3,600     -9,180        211     -1,612      1,139          0      3,728     -1,646
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        7.0        0.0       15.7        7.1        0.1       17.8       50.1        1.7        5.0        8.6        0.0        8.7       25.4
 
Number of Traders in Each Category                                    Total Traders:       119
        10         11          .          9         10          .         23         39          9          .         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   255,067
Positions
    18,832     83,640      1,490     37,881     56,417      5,223    115,774     35,270      3,881     22,693     18,440      2,009     47,284     48,697
 
Changes from:       September 24, 2013                               Total Change is:       603
     1,566      5,680        218         34     -2,716       -203     -3,957     -5,842      1,614      2,103        899        125       -897        828
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       32.8        0.6       14.9       22.1        2.0       45.4       13.8        1.5        8.9        7.2        0.8       18.5       19.1
 
Number of Traders in Each Category                                    Total Traders:       194
        13         23          8         15         22         13         39         38          7         20         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   113,676
Positions
    61,608      7,012        129        472     36,545        834     20,063     32,266      1,887      9,467     11,028          1     19,215     23,974
 
Changes from:       September 24, 2013                               Total Change is:   -12,786
    -9,574        830        102        -78        -29       -153     -5,015    -13,215        565       -306          4         -5      1,678       -885
 
Percent of Open Interest Represented by Each Category of Trader
      54.2        6.2        0.1        0.4       32.1        0.7       17.6       28.4        1.7        8.3        9.7        0.0       16.9       21.1
 
Number of Traders in Each Category                                    Total Traders:        83
        12          7          .          .          7          .         25         22          6          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,608
Positions
    13,875     21,711     13,234          0        593         79      7,882      1,323      3,183      1,651          0      2,184        520        301
 
Changes from:       September 24, 2013                               Total Change is:    -1,238
      -380        -58          0          0       -277         79       -951       -774          0          0          0          0         14       -208
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       51.0       31.1        0.0        1.4        0.2       18.5        3.1        7.5        3.9        0.0        5.1        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        23
         4         11          9          0          .          .          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   119,788
Positions
    36,876     52,376          0     39,327        579        161     25,570     58,428        845     10,814      5,208          0      6,195      2,191
 
Changes from:       September 24, 2013                               Total Change is:   -10,369
       416      2,806          0        134        106         -1    -10,996    -12,473        -91        352       -763          0       -183         47
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       43.7        0.0       32.8        0.5        0.1       21.3       48.8        0.7        9.0        4.3        0.0        5.2        1.8
 
Number of Traders in Each Category                                    Total Traders:        96
         5          9          0          5          .          .         29         23          5         13          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    19,813
Positions
     4,471     11,304      3,603          0        166        437      1,367        505        103      9,232      3,166          0        600        529
 
Changes from:       September 24, 2013                               Total Change is:        69
      -445        369        358          0       -225        -45        239       -245        -34          0          0          0         -4       -109
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       57.1       18.2        0.0        0.8        2.2        6.9        2.5        0.5       46.6       16.0        0.0        3.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          .          0          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    22,577
Positions
     1,432     13,019          0        377        207          0     16,143      6,935          5        665        671          0      3,955      1,740
 
Changes from:       September 24, 2013                               Total Change is:     2,956
        28      3,853          0        -13          0          0      2,180       -555          0        107       -263          0        654        -79
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       57.7        0.0        1.7        0.9        0.0       71.5       30.7        0.0        2.9        3.0        0.0       17.5        7.7
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          0          .          .          0         16         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    59,278
Positions
    12,529     47,837        137      4,998        775        186     28,192      4,503        285      4,326        744         89      8,538      4,724
 
Changes from:       September 24, 2013                               Total Change is:    -8,738
     2,118     -8,509         41       -986        -12       -134     -9,820        289         70        161       -232         25       -212       -276
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       80.7        0.2        8.4        1.3        0.3       47.6        7.6        0.5        7.3        1.3        0.1       14.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       107
        19         13          .          6          .          .         38         16          .          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   118,555
Positions
    25,057     95,674        274      9,996      1,549        371     56,383      9,005        570      8,652      1,488        177     17,075      9,447
 
Changes from:       September 24, 2013                               Total Change is:   -17,475
     4,235    -17,018         81     -1,972        -23       -267    -19,639        577        139        321       -463         50       -423       -551
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       80.7        0.2        8.4        1.3        0.3       47.6        7.6        0.5        7.3        1.3        0.1       14.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       107
        19         13          .          6          .          .         38         16          .          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   677,685
Positions
    30,226    217,802      5,935    302,244    113,961     50,947     93,291    143,393     26,641     52,622     39,603      4,020    111,760     75,384
 
Changes from:       September 24, 2013                               Total Change is:     2,111
     2,569     -3,913       -205    -13,133     -5,064      4,298       -957     -3,302      7,312      2,215      1,520        -54         67      1,519
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       32.1        0.9       44.6       16.8        7.5       13.8       21.2        3.9        7.8        5.8        0.6       16.5       11.1
 
Number of Traders in Each Category                                    Total Traders:       531
        30         37         17        110         53         63        104         96         67         49         52         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   152,906
Positions
     3,162     68,400        900     69,262     25,666      1,051     11,638     11,970        757     13,868      7,182        995     51,273     35,985
 
Changes from:       September 24, 2013                               Total Change is:     2,152
       130     -4,545          0     -3,508     -2,209         13      2,062      7,294        -33        619         -7          7      2,862      1,632
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       44.7        0.6       45.3       16.8        0.7        7.6        7.8        0.5        9.1        4.7        0.7       33.5       23.5
 
Number of Traders in Each Category                                    Total Traders:        83
         .         12          .         15          8          7         17         17          6          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 2,623,895
Positions
   142,674    754,365     17,822  1,181,053    457,618    233,334    450,746    699,597     86,936    194,989    163,325     13,905    302,436    196,993
 
Changes from:       September 24, 2013                               Total Change is:      -204
    11,986      2,951       -813    -46,714    -12,862     20,012     19,832    -18,049      1,795      5,527      5,179      2,148    -13,977       -565
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       28.7        0.7       45.0       17.4        8.9       17.2       26.7        3.3        7.4        6.2        0.5       11.5        7.5
 
Number of Traders in Each Category                                    Total Traders:       516
        32         35         13        104         51         56        102         94         50         47         51         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   110,227
Positions
     3,023     52,391        105     56,798     41,923      2,718     34,089      6,582      1,007      1,109      2,971          0     11,378      2,530
 
Changes from:       September 24, 2013                               Total Change is:     3,944
      -657        773          5      2,643      2,047       -193      3,542      1,255       -198        192        345          0     -1,390        -90
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       47.5        0.1       51.5       38.0        2.5       30.9        6.0        0.9        1.0        2.7        0.0       10.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       104
         4         17          .         37         12         16         19          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    80,374
Positions
     1,889     63,176        205     35,738      4,765        480     33,495      5,304         98      2,237      2,075         43      6,188      4,228
 
Changes from:       September 24, 2013                               Total Change is:     2,098
      -220        350        121        137        692        -75      1,966        139        -41        239          5         -6        -23        913
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       78.6        0.3       44.5        5.9        0.6       41.7        6.6        0.1        2.8        2.6        0.1        7.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       207
        17         20          6         33         16          8         64         27          5         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   401,871
Positions
     9,446    315,879      1,027    178,688     23,823      2,400    167,474     26,518        491     11,186     10,374        217     30,942     21,142
 
Changes from:       September 24, 2013                               Total Change is:    10,489
    -1,100      1,750        607        687      3,460       -375      9,830        693       -204      1,193         23        -32       -117      4,567
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       78.6        0.3       44.5        5.9        0.6       41.7        6.6        0.1        2.8        2.6        0.1        7.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       207
        17         20          6         33         16          8         64         27          5         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   344,696
Positions
    58,983    104,277     17,509    139,433     89,677     21,068     72,607     82,747      7,643      6,216      4,181        300     20,937     17,294
 
Changes from:       September 24, 2013                               Total Change is:    13,476
    -1,771      4,691      2,159      8,788     -2,990      1,056      3,781      5,072        313        271         98          4     -1,125      3,073
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       30.3        5.1       40.5       26.0        6.1       21.1       24.0        2.2        1.8        1.2        0.1        6.1        5.0
 
Number of Traders in Each Category                                    Total Traders:       254
        18         16          .         60         34         22         55         47         13         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    62,162
Positions
     2,923     39,960          0     27,181         86        608     14,996     13,348          0      6,014      1,789          0     10,440      6,371
 
Changes from:       September 24, 2013                               Total Change is:     2,305
      -165        579        -83         93       -350        178      1,146        410          0        381        936          0        755        635
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       64.3        0.0       43.7        0.1        1.0       24.1       21.5        0.0        9.7        2.9        0.0       16.8       10.2
 
Number of Traders in Each Category                                    Total Traders:        69
         4          8          0         17          .          .         16         10          0          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    69,433
Positions
    21,179      2,809      1,485     11,384      2,283        729     19,827      3,627      1,073      5,540        430        400      7,816     56,597
 
Changes from:       September 24, 2013                               Total Change is:     2,795
     5,093       -622       -473        103         80        -95     -2,407      1,122        333        615       -525        100       -474      2,875
 
Percent of Open Interest Represented by Each Category of Trader
      30.5        4.0        2.1       16.4        3.3        1.0       28.6        5.2        1.5        8.0        0.6        0.6       11.3       81.5
 
Number of Traders in Each Category                                    Total Traders:        81
        20          7          4         10          .          .         23          7          6          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    80,712
Positions
     1,599     42,728      1,280     34,391     21,953      3,465     28,895      4,748      3,888        562        745          0      6,632      1,905
 
Changes from:       September 24, 2013                               Total Change is:     3,854
    -2,131      3,740        360       -248      1,133         78      4,837     -1,603         37          0          0          0        921        109
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       52.9        1.6       42.6       27.2        4.3       35.8        5.9        4.8        0.7        0.9        0.0        8.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        87
         .         13          .         30         17         12         15          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   248,975
Positions
    15,372    134,926      6,969    104,529     22,051     33,906     49,986     35,403      2,996     20,058      6,746        554     14,605      5,424
 
Changes from:       September 24, 2013                               Total Change is:   -21,117
      -601        763      2,202        561       -100       -880     -3,385    -21,452        722    -15,636       -457        -40     -4,060     -1,875
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       54.2        2.8       42.0        8.9       13.6       20.1       14.2        1.2        8.1        2.7        0.2        5.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       166
        14         22          6         49         19         23         28         14         10         16          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   630,995
Positions
    10,617     99,636      2,207    286,693     81,016     98,631     77,566    111,595      8,468     17,241     52,823      6,928    122,644    169,691
 
Changes from:       September 24, 2013                               Total Change is:    10,556
    10,457     28,320     -2,371    -13,636    -25,378      9,776     14,542    -10,846        502      2,426     10,727        109    -11,249       -283
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       15.8        0.3       45.4       12.8       15.6       12.3       17.7        1.3        2.7        8.4        1.1       19.4       26.9
 
Number of Traders in Each Category                                    Total Traders:       151
         .         19          .         36         31         34         18         28         12          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   401,219
Positions
     8,796    101,074        531    227,339     19,877     55,436     13,918    139,828      1,941     17,569     11,640          0     75,689     70,892
 
Changes from:       September 24, 2013                               Total Change is:        20
     4,817     -8,428     -1,939     -3,893     10,419      4,367        469     -1,654        111       -185     -1,827          0     -3,727     -1,029
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       25.2        0.1       56.7        5.0       13.8        3.5       34.9        0.5        4.4        2.9        0.0       18.9       17.7
 
Number of Traders in Each Category                                    Total Traders:        78
         .         11          4         33          7         19          .         15          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   916,057
Positions
    88,921     95,001      9,991    281,486    332,175     60,326    254,800    190,537     23,627     62,683     63,227     29,027    105,196    112,146
 
Changes from:       September 24, 2013                               Total Change is:    48,623
     2,850       -809        829     19,014    -25,169       -934     35,593     82,231    -11,297     -9,870      5,210      1,228     11,210     -2,666
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       10.4        1.1       30.7       36.3        6.6       27.8       20.8        2.6        6.8        6.9        3.2       11.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       214
        12         25          6         32         34         28         39         30         18         17         25          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    26,184
Positions
     9,487     10,916      2,496      1,070          0        500      4,460      3,778      7,334          2         25        679        156        456
 
Changes from:       September 24, 2013                               Total Change is:    -8,753
     2,660     -3,167     -4,988      1,070          0        500     -6,691        -83     -1,574         -1          0        177         94        382
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       41.7        9.5        4.1        0.0        1.9       17.0       14.4       28.0        0.0        0.1        2.6        0.6        1.7
 
Number of Traders in Each Category                                    Total Traders:        35
         8          6          8          .          0          .          9          9          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 1,951,203
Positions
   162,284    103,371     42,245    634,860    771,986    232,714    478,189    176,089     62,582     50,732    134,883     25,743    261,854    401,590
 
Changes from:       September 24, 2013                               Total Change is:     2,587
    27,041    -22,186     -3,976     21,017     52,228     -2,337    -27,095     -2,431     -4,864     -5,916     -7,073      4,307     -5,590    -11,081
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        5.3        2.2       32.5       39.6       11.9       24.5        9.0        3.2        2.6        6.9        1.3       13.4       20.6
 
Number of Traders in Each Category                                    Total Traders:       290
        30         25         12         27         74         56         48         49         38         10         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 1,681,909
Positions
   177,804    151,961     11,769    608,521    465,528    167,675    417,951    364,756     21,173     78,588    189,259      6,071    192,357    303,717
 
Changes from:       September 24, 2013                               Total Change is:   -16,288
   -42,136     10,560     -1,075     16,117     -3,258     -9,219     23,336      1,465    -11,639     11,668      5,840     -2,998       -342     -5,964
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        9.0        0.7       36.2       27.7       10.0       24.8       21.7        1.3        4.7       11.3        0.4       11.4       18.1
 
Number of Traders in Each Category                                    Total Traders:       226
        13         28          7         29         47         31         26         51         22          8         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   281,321
Positions
    73,605     72,906     88,335        970          0      2,043     34,587     18,170     35,080        592      3,131     14,739     31,370     46,917
 
Changes from:       September 24, 2013                               Total Change is:   -25,867
    -6,734    -19,725     -9,460          0          0          0    -12,041      2,552     -1,275       -148     -2,949      1,630      2,161      3,360
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       25.9       31.4        0.3        0.0        0.7       12.3        6.5       12.5        0.2        1.1        5.2       11.2       16.7
 
Number of Traders in Each Category                                    Total Traders:        51
         8         18         19          .          0          .         12          7         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 is 8,928,021
Positions
 1,291,879  2,303,806  1,759,213  1,869,103    672,117    142,731    873,281    765,773  1,627,844    316,753    371,149    243,769    803,448  1,041,619
 
Changes from:       September 24, 2013                               Total Change is:   110,918
   -63,120     65,877    -40,147    269,969   -127,244    -20,543    -46,138    116,115     63,960    -29,931     64,524     -9,835    -13,297     -1,789
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       25.8       19.7       20.9        7.5        1.6        9.8        8.6       18.2        3.5        4.2        2.7        9.0       11.7
 
Number of Traders in Each Category                                    Total Traders:       260
        20         51         67         12         10         16         52         61         86         17         21         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    41,597
Positions
    30,137        588          0          0      8,698      9,054      2,370     15,237          0          0      7,944          0         36         76
 
Changes from:       September 24, 2013                               Total Change is:      -218
       882          9          0          0        386        -16     -1,091        -84          0          0       -503          0          7        -10
 
Percent of Open Interest Represented by Each Category of Trader
      72.4        1.4        0.0        0.0       20.9       21.8        5.7       36.6        0.0        0.0       19.1        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        39
         6          4          0          0          9          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    18,827
Positions
    16,423      1,665        500          0      5,916         26      1,871      1,866          0          0      8,775          0          7         79
 
Changes from:       September 24, 2013                               Total Change is:       233
       -66        263          0          0          0          0        292        219          0          0       -262          0          7         13
 
Percent of Open Interest Represented by Each Category of Trader
      87.2        8.8        2.7        0.0       31.4        0.1        9.9        9.9        0.0        0.0       46.6        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         6          .          .          0          6          .          4          6          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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    53,794
Positions
    11,045      9,518        793      4,987      4,714        260     20,731     31,627      1,024      7,594      2,332          0      7,360      3,526
 
Changes from:       September 24, 2013                               Total Change is:       719
       177       -238          0        -12       -133          6      1,284       -174        513     -1,543        -26          0        294        771
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       17.7        1.5        9.3        8.8        0.5       38.5       58.8        1.9       14.1        4.3        0.0       13.7        6.6
 
Number of Traders in Each Category                                    Total Traders:       140
         6          .          .          7          6          .         24         34          4         50         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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   356,219
Positions
   111,104     10,091     39,971     44,746     20,953     14,683     28,445    149,172     46,422      8,024      9,902     38,443     24,381     26,582
 
Changes from:       September 24, 2013                               Total Change is:   -12,013
    -5,381     -2,483      3,030     -8,896      1,357      2,049     -4,882    -14,241      9,061      1,544     -1,232     -9,338        800       -216
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        2.8       11.2       12.6        5.9        4.1        8.0       41.9       13.0        2.3        2.8       10.8        6.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       161
        20          6         21          7         11          9         27         44         41         19         20         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     7,288
Positions
     1,012      1,405          0      2,254          0        485      2,727      4,477        782          0        106          0         28         33
 
Changes from:       September 24, 2013                               Total Change is:       -62
        19          0          0        180          0        -74         11       -121          0          0        106          0       -198         27
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       19.3        0.0       30.9        0.0        6.7       37.4       61.4       10.7        0.0        1.5        0.0        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          .          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 25, 2013