`Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   142,925
Positions
    40,787     11,774     33,756     15,124     16,532        123     17,867     41,477      3,890      7,121      7,021        712     23,545     27,640
 
Changes from:       September 10, 2013                               Total Change is:     4,939
   -14,726      3,118     21,153       -490     -1,169        -11     -1,178    -12,069     -1,506       -624        478         12      2,309     -5,067
 
Percent of Open Interest Represented by Each Category of Trader
      28.5        8.2       23.6       10.6       11.6        0.1       12.5       29.0        2.7        5.0        4.9        0.5       16.5       19.3
 
Number of Traders in Each Category                                    Total Traders:        84
        10          9         13          6          4          .         20         19         10         10          6          .
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Traders in Financial Futures - Futures Only Positions as of September 17, 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    29,094
Positions
     8,479      6,987          0          0      2,360          0     10,218      6,526        274          0      2,116          0     10,123     10,831
 
Changes from:       September 10, 2013                               Total Change is:    -9,666
    -3,625     -5,642       -443          0        -20          0     -3,998       -804       -521          0        495          0     -1,079     -2,731
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       24.0        0.0        0.0        8.1        0.0       35.1       22.4        0.9        0.0        7.3        0.0       34.8       37.2
 
Number of Traders in Each Category                                    Total Traders:        32
         8          5          0          0          4          0          8          5          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   141,735
Positions
     1,552     40,702         68     21,400     27,209      1,153     76,968     30,260      2,766      2,312     13,026        139     35,377     26,412
 
Changes from:       September 10, 2013                               Total Change is:   -43,698
   -46,504      8,114    -11,423      6,139        333        -84     19,410    -30,874     -9,205     -5,712      3,093       -743      4,424     -2,909
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       28.7        0.0       15.1       19.2        0.8       54.3       21.3        2.0        1.6        9.2        0.1       25.0       18.6
 
Number of Traders in Each Category                                    Total Traders:       113
         .         13          .          8         14          5         34         21          6          .         18          .
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Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   177,045
Positions
    86,916      3,739         47     26,299     11,994        851     37,657    100,927      2,642     10,693     11,369          0     11,940     45,476
 
Changes from:       September 10, 2013                               Total Change is:   -20,054
   -25,902     -2,418     -1,560      1,060     -1,938       -424     13,301      3,326     -9,681      7,723     -1,154       -673     -3,898     -5,532
 
Percent of Open Interest Represented by Each Category of Trader
      49.1        2.1        0.0       14.9        6.8        0.5       21.3       57.0        1.5        6.0        6.4        0.0        6.7       25.7
 
Number of Traders in Each Category                                    Total Traders:       115
        10          6          .          9         11          .         24         41          7          4         10          0
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Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   218,264
Positions
    21,900     30,183      1,023     36,469     61,980      4,969     90,521     50,140      2,028     19,502     14,648      1,988     39,864     51,305
 
Changes from:       September 10, 2013                               Total Change is:   -39,705
   -19,231      3,097    -22,132      1,295       -574         -8     27,912     -2,759    -17,683     -5,985      5,026       -448     -3,425     -4,224
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       13.8        0.5       16.7       28.4        2.3       41.5       23.0        0.9        8.9        6.7        0.9       18.3       23.5
 
Number of Traders in Each Category                                    Total Traders:       165
        15         13          5         15         23         13         25         42          7         18         14          5
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Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   129,806
Positions
    63,970      5,115          1        402     36,858        987     36,615     47,346      1,467     10,369     10,456          1     15,994     27,575
 
Changes from:       September 10, 2013                               Total Change is:   -53,800
   -41,784    -22,163     -2,550     -1,102        710        -69      2,997    -14,306    -11,434      1,476        473          0     -1,334     -4,461
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        3.9        0.0        0.3       28.4        0.8       28.2       36.5        1.1        8.0        8.1        0.0       12.3       21.2
 
Number of Traders in Each Category                                    Total Traders:        81
        11          7          .          .          7          .         19         25          6          4          7          .
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Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,925
Positions
    14,387     21,157     13,234          0        991          0      6,837        783      3,183      1,651          0      2,184        449        393
 
Changes from:       September 10, 2013                               Total Change is:    -1,288
    -2,224        182        253          0       -242          0      2,167        714     -1,315        271          0       -671        231       -209
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       50.5       31.6        0.0        2.4        0.0       16.3        1.9        7.6        3.9        0.0        5.2        1.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        21
         5         10          9          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 17, 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   111,475
Positions
    38,952     37,268          0     38,653        567        248     17,584     63,625      1,073      9,944      5,058          0      5,021      3,636
 
Changes from:       September 10, 2013                               Total Change is:   -33,650
     5,799      5,450     -5,560      3,721       -351         34     -6,086      2,973    -31,518        941     -3,372       -460       -521       -846
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       33.4        0.0       34.7        0.5        0.2       15.8       57.1        1.0        8.9        4.5        0.0        4.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       102
         5          8          0          5          .          .         30         33          5         13          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    20,139
Positions
     4,385     10,829      3,817          0        533        479      1,573        710         70      9,232      3,055          0        583        646
 
Changes from:       September 10, 2013                               Total Change is:    -1,538
    -1,791         80          0          0       -632        132        187     -1,021         24          0          0          0        -90       -121
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       53.8       19.0        0.0        2.6        2.4        7.8        3.5        0.3       45.8       15.2        0.0        2.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          0          .          .          4          5          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    15,842
Positions
     1,407      6,023          0        281        310          0     11,181      6,783          5        507        732          0      2,461      1,989
 
Changes from:       September 10, 2013                               Total Change is:       745
    -2,811      4,124       -623        -19        110          0      4,516     -2,295       -195       -204        259         -1         82       -634
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       38.0        0.0        1.8        2.0        0.0       70.6       42.8        0.0        3.2        4.6        0.0       15.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        45
         .          7          0          .          .          0         14         11          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of September 17, 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    84,348
Positions
    10,241     44,301     11,449      7,492        466        212     28,842      5,268      6,425      4,535      1,134      1,539     13,614     13,555
 
Changes from:       September 10, 2013                               Total Change is:    17,622
      -255     10,702      1,415        167       -185       -191     12,343     -1,371      3,238       -979        407      1,539        346      2,068
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       52.5       13.6        8.9        0.6        0.3       34.2        6.2        7.6        5.4        1.3        1.8       16.1       16.1
 
Number of Traders in Each Category                                    Total Traders:       106
        18         12         17          9          .          .         33         14         17          7          7          4
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Traders in Financial Futures - Futures Only Positions as of September 17, 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    16,234
Positions
     5,921     10,626        171      1,250          0          0        844      1,745      1,030      1,700      1,024          0      5,318      1,638
 
Changes from:       September 10, 2013                               Total Change is:     2,570
       712        212        171          0          0          0        232          1      1,028          0        794          0        427        364
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       65.5        1.1        7.7        0.0        0.0        5.2       10.7        6.3       10.5        6.3        0.0       32.8       10.1
 
Number of Traders in Each Category                                    Total Traders:        24
         8          5          .          .          0          0          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   136,227
Positions
    19,768     78,477     11,428     12,483        932        424     61,171     12,222      5,614      6,859      1,408      1,888     16,592     23,834
 
Changes from:       September 10, 2013                               Total Change is:    30,103
    -3,852     19,062      4,405        333       -370       -382     24,688     -2,277      3,954       -769        415      1,888       -162      3,408
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       57.6        8.4        9.2        0.7        0.3       44.9        9.0        4.1        5.0        1.0        1.4       12.2       17.5
 
Number of Traders in Each Category                                    Total Traders:       103
        17         13         14          8          .          .         32         16         15          7          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   917,682
Positions
    30,010    170,908    130,297    319,321    120,845     47,189    103,239    177,690     76,225     45,653     53,513      7,214    158,534    133,800
 
Changes from:       September 10, 2013                               Total Change is:   107,655
     6,470     31,041     57,128      4,559        570       -376     10,867     -4,448     21,476         22      2,626      2,235      5,275     -2,597
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       18.6       14.2       34.8       13.2        5.1       11.2       19.4        8.3        5.0        5.8        0.8       17.3       14.6
 
Number of Traders in Each Category                                    Total Traders:       554
        28         44         43        110         57         65         93        107         87         46         65         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   250,157
Positions
    51,908     53,483     35,909     68,376     27,394        990     23,484     37,714      1,931     10,722     10,537      2,995     53,842     79,204
 
Changes from:       September 10, 2013                               Total Change is:    49,101
     8,042     18,252     32,324       -219        126        115      8,214      1,439        541       -170         16        647       -393     -4,359
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       21.4       14.4       27.3       11.0        0.4        9.4       15.1        0.8        4.3        4.2        1.2       21.5       31.7
 
Number of Traders in Each Category                                    Total Traders:        95
         9         12         12         16          7          8         17         19         10          6          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,337,625
Positions
   115,269    811,884    247,181  1,270,304    482,837    215,417    588,831    889,937    181,414    177,086    217,309     18,665    523,458    272,981
 
Changes from:       September 10, 2013                               Total Change is:   292,769
       447     72,252    115,710     21,361       -310         77     36,700     -5,997     81,238        990     13,081      7,908     28,338      8,810
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       24.3        7.4       38.1       14.5        6.5       17.6       26.7        5.4        5.3        6.5        0.6       15.7        8.2
 
Number of Traders in Each Category                                    Total Traders:       535
        29         43         37        103         55         60         87        109         76         46         60         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   121,018
Positions
     3,612     50,683     12,017     58,162     39,538      2,900     28,420      7,479      1,151        909      1,808        818     13,029      4,624
 
Changes from:       September 10, 2013                               Total Change is:    18,172
      -620      4,767     11,763        573       -991        -62      3,014        -61        383          0         13        818      2,303      1,542
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       41.9        9.9       48.1       32.7        2.4       23.5        6.2        1.0        0.8        1.5        0.7       10.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        97
         5         15          7         35         13         14         16          9          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   106,495
Positions
     3,663     60,657     15,618     34,490      5,371        989     31,048      5,022      6,645      2,647      4,888         58     11,337      7,247
 
Changes from:       September 10, 2013                               Total Change is:    22,933
       566      5,833     11,474      1,287        812        114      3,617         18      4,459         -1       -367         10      1,408        581
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       57.0       14.7       32.4        5.0        0.9       29.2        4.7        6.2        2.5        4.6        0.1       10.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       228
        19         26         23         35         18          9         73         22         21         17         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,757
Positions
     3,693     11,543        696      1,503          0          0      2,701          0          0        404          0          0      4,760      1,518
 
Changes from:       September 10, 2013                               Total Change is:     2,177
      -491      1,266        696          0          0          0        834          0          0          0          0          0      1,138        215
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       83.9        5.1       10.9        0.0        0.0       19.6        0.0        0.0        2.9        0.0        0.0       34.6       11.0
 
Number of Traders in Each Category                                    Total Traders:        24
         8          8          .          .          0          0          4          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   463,690
Positions
    14,633    260,353     59,826    166,814     28,733      3,066    155,024     38,401     19,937     11,214     24,440        289     32,887     28,645
 
Changes from:       September 10, 2013                               Total Change is:   103,781
     2,830     20,378     56,343      8,315      5,938     -1,312     18,100      4,274     18,113         -6     -1,834         50      1,348      1,831
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       56.1       12.9       36.0        6.2        0.7       33.4        8.3        4.3        2.4        5.3        0.1        7.1        6.2
 
Number of Traders in Each Category                                    Total Traders:       225
        19         25         20         34         18          8         72         23         19         16         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   372,374
Positions
    66,192     79,131     27,422    137,478    131,952     21,827     71,765     69,780     14,223      5,452      6,536      1,153     26,862     20,350
 
Changes from:       September 10, 2013                               Total Change is:    20,655
    -1,512        355     11,238      4,324        -92        765     -5,246      1,502      4,916        432     -1,283        714      5,024      2,540
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       21.3        7.4       36.9       35.4        5.9       19.3       18.7        3.8        1.5        1.8        0.3        7.2        5.5
 
Number of Traders in Each Category                                    Total Traders:       253
        20         15         11         59         35         23         54         43         15         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    56,654
Positions
     3,269     38,826          0     26,084        262        430     11,838     11,872        112      5,236        606          0      9,685      4,546
 
Changes from:       September 10, 2013                               Total Change is:   -19,926
        34       -960    -11,443        102        148        -65        534      2,715     -6,456       -841        288       -182     -1,609     -3,971
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       68.5        0.0       46.0        0.5        0.8       20.9       21.0        0.2        9.2        1.1        0.0       17.1        8.0
 
Number of Traders in Each Category                                    Total Traders:        70
         6          7          0         19          .          .         16         11          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    60,272
Positions
    18,048      2,619        598     10,870      1,147        790     17,346      2,686        519      4,068        856        300      7,733     50,757
 
Changes from:       September 10, 2013                               Total Change is:   -10,632
      -102     -6,773     -3,002       -156     -5,138        -67      4,991     -3,751     -6,039         35     -1,515        300     -6,592     15,353
 
Percent of Open Interest Represented by Each Category of Trader
      29.9        4.3        1.0       18.0        1.9        1.3       28.8        4.5        0.9        6.7        1.4        0.5       12.8       84.2
 
Number of Traders in Each Category                                    Total Traders:        80
        18          5          .          8          .          .         27          9          6          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    92,536
Positions
       886     39,475     10,417     37,385     21,502      3,382     25,889      6,611      5,503        562        744          0      8,512      4,902
 
Changes from:       September 10, 2013                               Total Change is:    10,114
       100        275      6,504     -1,842        243        142      1,112       -637      1,324        264          0       -173      2,683      2,436
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       42.7       11.3       40.4       23.2        3.7       28.0        7.1        5.9        0.6        0.8        0.0        9.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        89
         .         12          9         30         19         12         15          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   302,049
Positions
    17,780    114,709     50,516    105,804     25,077     30,296     48,329     42,435      8,700     17,086     14,770        718     22,820     14,828
 
Changes from:       September 10, 2013                               Total Change is:    23,242
    -1,356     22,539      9,107      6,828     -3,554        432        444     -4,504     -5,970      6,699        -47        228      6,830      5,011
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       38.0       16.7       35.0        8.3       10.0       16.0       14.0        2.9        5.7        4.9        0.2        7.6        4.9
 
Number of Traders in Each Category                                    Total Traders:       171
        13         24         14         44         22         21         26         20         16         17          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   632,691
Positions
       199    100,433      4,677    288,580     96,519     95,671     70,264     93,026     18,867     19,358     43,332      9,418    125,657    170,748
 
Changes from:       September 10, 2013                               Total Change is:     1,404
    -2,248     17,443       -966     -1,486    -24,129      5,191      4,041      9,465     -1,441     -9,832     -1,951      8,612       -467    -10,820
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.9        0.7       45.6       15.3       15.1       11.1       14.7        3.0        3.1        6.8        1.5       19.9       27.0
 
Number of Traders in Each Category                                    Total Traders:       152
         .         21          6         33         30         33         19         29         14          7         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   393,421
Positions
     5,985    103,055      5,541    230,997     15,512     49,419     12,716    129,693      1,599      8,652     13,344          0     78,512     75,258
 
Changes from:       September 10, 2013                               Total Change is:   -11,358
     4,172      2,614     -4,922    -15,783     -1,884      4,959         46     -5,773     -1,522     -1,012       -399          0      2,704     -4,431
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       26.2        1.4       58.7        3.9       12.6        3.2       33.0        0.4        2.2        3.4        0.0       20.0       19.1
 
Number of Traders in Each Category                                    Total Traders:        75
         .         11          6         32          8         18          .         13          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   865,602
Positions
   116,877     78,491      9,601    227,313    351,049     67,471    244,352    115,220     34,210     51,482     60,023     28,277     86,019    121,260
 
Changes from:       September 10, 2013                               Total Change is:     3,635
      -785     10,339    -11,047      7,936      8,070        423     11,290     -1,919      2,931     -1,622       -491        524     -6,015     -5,195
 
Percent of Open Interest Represented by Each Category of Trader
      13.5        9.1        1.1       26.3       40.6        7.8       28.2       13.3        4.0        5.9        6.9        3.3        9.9       14.0
 
Number of Traders in Each Category                                    Total Traders:       213
        16         19          6         30         36         26         38         34         24         16         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    32,848
Positions
     7,648     13,709      6,286          0          0          0     10,013      4,443      7,826         13         25        471        591         88
 
Changes from:       September 10, 2013                               Total Change is:      -696
    -3,629     -1,922        772          0          0          0        620       -552        915         13         -3         94        519          0
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       41.7       19.1        0.0        0.0        0.0       30.5       13.5       23.8        0.0        0.1        1.4        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        37
         6         10          9          0          0          0         10          9          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 1,968,911
Positions
   139,696    117,687     41,344    585,395    695,982    266,940    502,014    195,304     71,669     83,945    135,215     23,746    254,162    421,024
 
Changes from:       September 10, 2013                               Total Change is:  -145,403
   -38,421     -7,731     -4,774    -65,839   -105,171      3,320    -57,428      8,977        -94     -3,701     -4,501     -1,029     22,563    -34,400
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        6.0        2.1       29.7       35.3       13.6       25.5        9.9        3.6        4.3        6.9        1.2       12.9       21.4
 
Number of Traders in Each Category                                    Total Traders:       300
        25         34         15         23         73         48         48         57         48         13         27          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 1,705,040
Positions
   237,283    140,451     18,913    623,150    457,256    165,524    360,900    381,751     45,474     81,277    167,010      2,816    169,703    325,845
 
Changes from:       September 10, 2013                               Total Change is:    67,720
    -7,494     37,931     -3,730    142,228    -12,026     -7,806    -43,917     80,230    -16,774      7,028      6,038        293     -2,108    -16,436
 
Percent of Open Interest Represented by Each Category of Trader
      13.9        8.2        1.1       36.5       26.8        9.7       21.2       22.4        2.7        4.8        9.8        0.2       10.0       19.1
 
Number of Traders in Each Category                                    Total Traders:       230
        14         30          9         36         43         35         30         47         24         11         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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   297,019
Positions
    73,919     83,408     95,429        944          0      2,043     45,132     17,701     37,119          0      5,869     14,382     28,051     41,068
 
Changes from:       September 10, 2013                               Total Change is:    14,368
    10,365     12,169        503         -4          0          0      1,954     -1,122     -1,307        -36        514       -460      3,353      4,071
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       28.1       32.1        0.3        0.0        0.7       15.2        6.0       12.5        0.0        2.0        4.8        9.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        58
        15         14         21          .          0          .         15          6         13          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 8,995,858
Positions
 1,491,529  2,141,594  1,812,382  1,430,028    792,108    186,234    965,321    670,927  1,723,990    348,068    331,089    252,102    786,204  1,085,432
 
Changes from:       September 10, 2013                               Total Change is:  -584,669
  -251,701    -58,260    -86,568    239,764    100,937    -70,631    -39,873     18,302   -334,657    -20,937    -63,040    -43,801     23,735    -46,951
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       23.8       20.1       15.9        8.8        2.1       10.7        7.5       19.2        3.9        3.7        2.8        8.7       12.1
 
Number of Traders in Each Category                                    Total Traders:       243
        28         44         65         13          9         14         53         48         76         20         15         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    39,880
Positions
    29,239        460          0          0      6,968      6,082      4,520     17,899          0          0      8,320          0         39        151
 
Changes from:       September 10, 2013                               Total Change is:    -4,157
    -5,616          0        -64          0     -6,562      6,055       -203        644     -4,338          0          5          0          9        103
 
Percent of Open Interest Represented by Each Category of Trader
      73.3        1.2        0.0        0.0       17.5       15.3       11.3       44.9        0.0        0.0       20.9        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        37
         6          .          0          0          9          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    17,653
Positions
    17,202        151          0          0      5,973         26        423      2,716          0          0      8,711          0          2         76
 
Changes from:       September 10, 2013                               Total Change is:    -4,974
      -794       -564     -4,346          0       -393         26        154        148          0          0        189          0        -14        -34
 
Percent of Open Interest Represented by Each Category of Trader
      97.4        0.9        0.0        0.0       33.8        0.1        2.4       15.4        0.0        0.0       49.3        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          0          0          7          .          .          6          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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    68,238
Positions
    11,294     30,526        793      5,126      3,034        321     25,679     26,361      4,096     12,108        881          0      8,821      2,226
 
Changes from:       September 10, 2013                               Total Change is:    -2,413
       -21       -210        -14       -259        504        -17      3,282       -752       -864     -2,419        406        -29     -2,072     -1,437
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       44.7        1.2        7.5        4.4        0.5       37.6       38.6        6.0       17.7        1.3        0.0       12.9        3.3
 
Number of Traders in Each Category                                    Total Traders:       131
         5          .          .          8          5          .         29         19          7         54          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   427,065
Positions
   138,374      8,593     67,810     49,320     20,728     12,883     30,885    181,538     43,827      5,681      9,950     52,366     25,919     29,370
 
Changes from:       September 10, 2013                               Total Change is:    42,470
      -694     -3,110     29,101      2,969      2,234      1,542     -1,328        408      3,030        184        767      6,312      1,354      2,186
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        2.0       15.9       11.5        4.9        3.0        7.2       42.5       10.3        1.3        2.3       12.3        6.1        6.9
 
Number of Traders in Each Category                                    Total Traders:       166
        19         10         22          6         11          9         34         47         44         13         19         18
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Traders in Financial Futures - Futures Only Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,314
Positions
     1,208        472      1,405      2,023          0        642      2,479      5,811        976        338          0          0        243          8
 
Changes from:       September 10, 2013                               Total Change is:     1,185
      -226        -18      1,405       -169          0       -237        201       -150        191          0          0          0         20         -6
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        5.1       15.1       21.7        0.0        6.9       26.6       62.4       10.5        3.6        0.0        0.0        2.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          6          0          .          5          5          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 17, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,572
Positions
     1,054      7,299          0      6,088          0          0      1,411      1,996         40          0          0          0        979        237
 
Changes from:       September 10, 2013                               Total Change is:      -871
         2          0          0       -319          0          0       -727       -771        -12          0          0          0        185        -88
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       76.3        0.0       63.6        0.0        0.0       14.7       20.9        0.4        0.0        0.0        0.0       10.2        2.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          0          5          .          .          0          0          0
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Updated September 20, 2013