`Traders in Financial Futures - Futures Only Positions as of September 24, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   119,624
Positions
    36,147     24,624         20     15,394     16,421        125     33,323     35,177      1,314      6,519     16,628         13     26,769     25,302
 
Changes from:       September 17, 2013                               Total Change is:   -23,301
    -4,640     12,850    -33,736        270       -111          2     15,456     -6,300     -2,576       -602      9,607       -699      3,224     -2,338
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       20.6        0.0       12.9       13.7        0.1       27.9       29.4        1.1        5.4       13.9        0.0       22.4       21.2
 
Number of Traders in Each Category                                    Total Traders:        82
         .         12          .          6          4          .         23         18          6          9          7          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 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    39,512
Positions
     5,077     17,838        357          0      2,486          0     15,111      7,559        285          0      2,248          0     18,682      8,739
 
Changes from:       September 17, 2013                               Total Change is:    10,418
    -3,402     10,851        357          0        126          0      4,893      1,033         11          0        132          0      8,559     -2,092
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       45.1        0.9        0.0        6.3        0.0       38.2       19.1        0.7        0.0        5.7        0.0       47.3       22.1
 
Number of Traders in Each Category                                    Total Traders:        43
         5          9          .          0          4          0         17          6          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of September 24, 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   163,719
Positions
     4,114     61,963        139     21,939     28,072      1,210     93,246     29,738      3,755      1,650     12,374         59     37,607     26,409
 
Changes from:       September 17, 2013                               Total Change is:    21,984
     2,562     21,261         71        539        863         57     16,278       -522        989       -662       -652        -80      2,230         -3
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       37.8        0.1       13.4       17.1        0.7       57.0       18.2        2.3        1.0        7.6        0.0       23.0       16.1
 
Number of Traders in Each Category                                    Total Traders:       113
         .         16          .          8         15          5         38         15          9          .         17          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 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   174,892
Positions
    89,069      6,443          0     27,648     12,408        249     33,898     94,528      2,716     10,143     13,541          0     11,169     45,007
 
Changes from:       September 17, 2013                               Total Change is:    -2,153
     2,153      2,704        -47      1,349        414       -602     -3,759     -6,399         74       -550      2,172          0       -771       -469
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        3.7        0.0       15.8        7.1        0.1       19.4       54.0        1.6        5.8        7.7        0.0        6.4       25.7
 
Number of Traders in Each Category                                    Total Traders:       117
        10          8          0          9          9          .         25         38          7          4         14          0
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Traders in Financial Futures - Futures Only Positions as of September 24, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   254,464
Positions
    17,266     77,960      1,272     37,847     59,133      5,426    119,731     41,112      2,267     20,590     17,541      1,884     48,181     47,869
 
Changes from:       September 17, 2013                               Total Change is:    36,200
    -4,634     47,777        249      1,378     -2,847        457     29,210     -9,028        239      1,088      2,893       -104      8,317     -3,436
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       30.6        0.5       14.9       23.2        2.1       47.1       16.2        0.9        8.1        6.9        0.7       18.9       18.8
 
Number of Traders in Each Category                                    Total Traders:       198
        13         22          5         15         23         13         41         43          6         20         21          4
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Traders in Financial Futures - Futures Only Positions as of September 24, 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   126,462
Positions
    71,182      6,182         27        550     36,574        987     25,078     45,481      1,322      9,773     11,024          6     17,537     24,859
 
Changes from:       September 17, 2013                               Total Change is:    -3,344
     7,212      1,067         26        148       -284          0    -11,537     -1,865       -145       -596        568          5      1,543     -2,716
 
Percent of Open Interest Represented by Each Category of Trader
      56.3        4.9        0.0        0.4       28.9        0.8       19.8       36.0        1.0        7.7        8.7        0.0       13.9       19.7
 
Number of Traders in Each Category                                    Total Traders:        84
        13          8          .          .          7          .         21         23          6          .          8          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,846
Positions
    14,255     21,769     13,234          0        870          0      8,833      2,097      3,183      1,651          0      2,184        506        509
 
Changes from:       September 17, 2013                               Total Change is:     1,921
      -132        612          0          0       -121          0      1,996      1,314          0          0          0          0         57        116
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       49.6       30.2        0.0        2.0        0.0       20.1        4.8        7.3        3.8        0.0        5.0        1.2        1.2
 
Number of Traders in Each Category                                    Total Traders:        23
         4         11          9          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 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   130,157
Positions
    36,460     49,570          0     39,193        473        162     36,566     70,901        936     10,462      5,971          0      6,378      2,144
 
Changes from:       September 17, 2013                               Total Change is:    18,682
    -2,492     12,302          0        540        -94        -86     18,982      7,276       -137        518        913          0      1,357     -1,492
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       38.1        0.0       30.1        0.4        0.1       28.1       54.5        0.7        8.0        4.6        0.0        4.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        99
         5          9          0          4          .          .         38         21          6         12          8          0
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Traders in Financial Futures - Futures Only Positions as of September 24, 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    19,744
Positions
     4,916     10,935      3,245          0        391        482      1,128        750        137      9,232      3,166          0        604        638
 
Changes from:       September 17, 2013                               Total Change is:      -395
       531        106       -572          0       -142          3       -445         40         67          0        111          0         21         -8
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       55.4       16.4        0.0        2.0        2.4        5.7        3.8        0.7       46.8       16.0        0.0        3.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        21
         4          4          .          0          .          .          4          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    19,621
Positions
     1,404      9,166          0        390        207          0     13,963      7,490          5        558        934          0      3,301      1,819
 
Changes from:       September 17, 2013                               Total Change is:     3,779
        -3      3,143          0        109       -103          0      2,782        707          0         51        202          0        840       -170
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       46.7        0.0        2.0        1.1        0.0       71.2       38.2        0.0        2.8        4.8        0.0       16.8        9.3
 
Number of Traders in Each Category                                    Total Traders:        50
         .          7          0          .          .          0         18         13          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    68,015
Positions
    10,411     56,346         97      5,984        786        319     38,011      4,214        216      4,166        976         64      8,749      4,999
 
Changes from:       September 17, 2013                               Total Change is:   -16,333
       170     12,046    -11,353     -1,508        320        107      9,170     -1,054     -6,210       -370       -158     -1,475     -4,865     -8,556
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       82.8        0.1        8.8        1.2        0.5       55.9        6.2        0.3        6.1        1.4        0.1       12.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       103
        17         14          .          7          .          .         34         15          .          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   136,030
Positions
    20,822    112,692        193     11,968      1,572        638     76,022      8,428        431      8,331      1,951        127     17,498      9,998
 
Changes from:       September 17, 2013                               Total Change is:      -197
     1,054     34,215    -11,235       -515        640        214     14,851     -3,794     -5,183      1,472        543     -1,761        906    -13,836
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       82.8        0.1        8.8        1.2        0.5       55.9        6.2        0.3        6.1        1.4        0.1       12.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       103
        17         14          .          7          .          .         34         15          .          7          6          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 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   675,574
Positions
    27,657    221,715      6,140    315,377    119,024     46,649     94,248    146,695     19,329     50,407     38,084      4,074    111,694     73,865
 
Changes from:       September 17, 2013                               Total Change is:  -242,108
    -2,353     50,807   -124,157     -3,944     -1,821       -540     -8,991    -30,996    -56,896      4,753    -15,429     -3,140    -46,840    -59,936
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       32.8        0.9       46.7       17.6        6.9       14.0       21.7        2.9        7.5        5.6        0.6       16.5       10.9
 
Number of Traders in Each Category                                    Total Traders:       524
        29         34         17        109         57         66         93        103         68         49         50         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   150,754
Positions
     3,032     72,945        900     72,770     27,875      1,038      9,576      4,676        790     13,249      7,189        988     48,411     34,353
 
Changes from:       September 17, 2013                               Total Change is:   -99,403
   -48,876     19,462    -35,009      4,394        481         48    -13,908    -33,038     -1,141      2,527     -3,348     -2,007     -5,431    -44,851
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       48.4        0.6       48.3       18.5        0.7        6.4        3.1        0.5        8.8        4.8        0.7       32.1       22.8
 
Number of Traders in Each Category                                    Total Traders:        80
         .         13          .         16          8          7         17         13          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 2,624,099
Positions
   130,688    751,414     18,635  1,227,767    470,480    213,322    430,914    717,646     85,141    189,462    158,146     11,757    316,413    197,558
 
Changes from:       September 17, 2013                               Total Change is:  -713,526
    15,419    -60,470   -228,546    -42,537    -12,357     -2,095   -157,917   -172,291    -96,273     12,376    -59,163     -6,908   -207,045    -75,423
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       28.6        0.7       46.8       17.9        8.1       16.4       27.3        3.2        7.2        6.0        0.4       12.1        7.5
 
Number of Traders in Each Category                                    Total Traders:       507
        31         32         13        103         54         59         90        102         55         45         50         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   106,283
Positions
     3,680     51,618        100     54,155     39,876      2,911     30,547      5,327      1,205        917      2,626          0     12,768      2,620
 
Changes from:       September 17, 2013                               Total Change is:   -14,735
        68        935    -11,917     -4,007        338         11      2,127     -2,152         54          8        818       -818       -261     -2,004
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       48.6        0.1       51.0       37.5        2.7       28.7        5.0        1.1        0.9        2.5        0.0       12.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        93
         4         16          .         34         12         14         17          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    78,276
Positions
     2,109     62,826         84     35,600      4,073        555     31,529      5,165        139      1,999      2,070         50      6,212      3,315
 
Changes from:       September 17, 2013                               Total Change is:   -28,219
    -1,553      2,169    -15,534      1,110     -1,298       -434        481        143     -6,506       -648     -2,818         -8     -5,126     -3,932
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       80.3        0.1       45.5        5.2        0.7       40.3        6.6        0.2        2.6        2.6        0.1        7.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       205
        16         24          7         33         15          8         65         27          8         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   391,382
Positions
    10,546    314,129        420    178,001     20,363      2,775    157,644     25,825        695      9,993     10,351        249     31,059     16,575
 
Changes from:       September 17, 2013                               Total Change is:   -72,308
    -4,087     53,776    -59,406     11,187     -8,370       -291      2,620    -12,576    -19,242     -1,221    -14,089        -40     -1,828    -12,070
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       80.3        0.1       45.5        5.2        0.7       40.3        6.6        0.2        2.6        2.6        0.1        7.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       205
        16         24          7         33         15          8         65         27          8         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   331,220
Positions
    60,754     99,586     15,350    130,645     92,667     20,012     68,826     77,675      7,330      5,945      4,083        296     22,062     14,221
 
Changes from:       September 17, 2013                               Total Change is:   -41,154
    -5,438     20,455    -12,072     -6,833    -39,285     -1,815     -2,939      7,895     -6,893        493     -2,453       -857     -4,800     -6,129
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       30.1        4.6       39.4       28.0        6.0       20.8       23.5        2.2        1.8        1.2        0.1        6.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       248
        19         16          .         56         36         22         48         50          9         13         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    59,857
Positions
     3,088     39,381         83     27,088        436        430     13,850     12,938          0      5,633        853          0      9,685      5,736
 
Changes from:       September 17, 2013                               Total Change is:     3,203
      -181        555         83      1,004        174          0      2,012      1,066       -112        397        247          0          0      1,190
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       65.8        0.1       45.3        0.7        0.7       23.1       21.6        0.0        9.4        1.4        0.0       16.2        9.6
 
Number of Traders in Each Category                                    Total Traders:        69
         6          8          .         18          .          .         16          8          0          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    66,638
Positions
    16,086      3,431      1,958     11,281      2,203        824     22,234      2,505        740      4,925        955        300      8,290     53,722
 
Changes from:       September 17, 2013                               Total Change is:     6,366
    -1,962        812      1,360        411      1,056         34      4,888       -181        221        857         99          0        557      2,965
 
Percent of Open Interest Represented by Each Category of Trader
      24.1        5.1        2.9       16.9        3.3        1.2       33.4        3.8        1.1        7.4        1.4        0.5       12.4       80.6
 
Number of Traders in Each Category                                    Total Traders:        82
        18          7          4          9          4          .         27          5          7         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    76,858
Positions
     3,730     38,988        920     34,639     20,820      3,387     24,058      6,351      3,851        562        745          0      5,711      1,796
 
Changes from:       September 17, 2013                               Total Change is:   -15,678
     2,844       -487     -9,497     -2,746       -682          5     -1,831       -260     -1,652          0          1          0     -2,801     -3,106
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       50.7        1.2       45.1       27.1        4.4       31.3        8.3        5.0        0.7        1.0        0.0        7.4        2.3
 
Number of Traders in Each Category                                    Total Traders:        85
         5          9          .         31         17         11         13          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   270,092
Positions
    15,973    134,163      4,767    103,968     22,151     34,786     53,371     56,855      2,274     35,694      7,203        594     18,665      7,299
 
Changes from:       September 17, 2013                               Total Change is:   -31,957
    -1,807     19,454    -45,749     -1,836     -2,926      4,490      5,042     14,420     -6,426     18,608     -7,567       -124     -4,155     -7,529
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       49.7        1.8       38.5        8.2       12.9       19.8       21.1        0.8       13.2        2.7        0.2        6.9        2.7
 
Number of Traders in Each Category                                    Total Traders:       170
        14         22          5         53         19         24         24         18          9         16          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   620,439
Positions
       160     71,316      4,578    300,329    106,394     88,855     63,024    122,441      7,966     14,815     42,096      6,819    133,893    169,974
 
Changes from:       September 17, 2013                               Total Change is:   -12,252
       -39    -29,117        -99     11,749      9,875     -6,816     -7,240     29,415    -10,901     -4,543     -1,236     -2,599      8,236       -774
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.5        0.7       48.4       17.1       14.3       10.2       19.7        1.3        2.4        6.8        1.1       21.6       27.4
 
Number of Traders in Each Category                                    Total Traders:       148
         .         19          .         37         30         34         16         30         12          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   401,199
Positions
     3,979    109,502      2,470    231,232      9,458     51,069     13,449    141,482      1,830     17,754     13,467          0     79,416     71,921
 
Changes from:       September 17, 2013                               Total Change is:     7,778
    -2,006      6,447     -3,071        235     -6,054      1,650        733     11,789        231      9,102        123          0        904     -3,337
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       27.3        0.6       57.6        2.4       12.7        3.4       35.3        0.5        4.4        3.4        0.0       19.8       17.9
 
Number of Traders in Each Category                                    Total Traders:        77
         .         13          6         31          7         18          .         13          7          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   867,434
Positions
    86,071     95,810      9,162    262,472    357,344     61,260    219,207    108,306     34,924     72,553     58,017     27,799     93,986    114,812
 
Changes from:       September 17, 2013                               Total Change is:     1,832
   -30,806     17,319       -439     35,159      6,295     -6,211    -25,145     -6,914        714     21,071     -2,006       -478      7,967     -6,448
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       11.0        1.1       30.3       41.2        7.1       25.3       12.5        4.0        8.4        6.7        3.2       10.8       13.2
 
Number of Traders in Each Category                                    Total Traders:       205
        11         25          6         30         36         28         39         26         20         16         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    34,937
Positions
     6,827     14,083      7,484          0          0          0     11,151      3,861      8,908          3         25        502         62         74
 
Changes from:       September 17, 2013                               Total Change is:     2,089
      -821        374      1,198          0          0          0      1,138       -582      1,082        -10          0         31       -529        -14
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       40.3       21.4        0.0        0.0        0.0       31.9       11.1       25.5        0.0        0.1        1.4        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         8          8          9          0          0          0         10          9          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,948,616
Positions
   135,243    125,557     46,221    613,843    719,758    235,051    505,284    178,520     67,446     56,648    141,956     21,436    267,444    412,671
 
Changes from:       September 17, 2013                               Total Change is:   -20,295
    -4,453      7,870      4,877     28,448     23,776    -31,889      3,270    -16,784     -4,223    -27,297      6,741     -2,310     13,282     -8,353
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        6.4        2.4       31.5       36.9       12.1       25.9        9.2        3.5        2.9        7.3        1.1       13.7       21.2
 
Number of Traders in Each Category                                    Total Traders:       277
        26         24         11         27         72         53         45         48         42         11         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,698,197
Positions
   219,940    141,401     12,844    592,404    468,786    176,894    394,615    363,291     32,812     66,920    183,419      9,069    192,699    309,681
 
Changes from:       September 17, 2013                               Total Change is:    -6,843
   -17,343        950     -6,069    -30,746     11,530     11,370     33,715    -18,460    -12,662    -14,357     16,409      6,253     22,996    -16,164
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        8.3        0.8       34.9       27.6       10.4       23.2       21.4        1.9        3.9       10.8        0.5       11.3       18.2
 
Number of Traders in Each Category                                    Total Traders:       221
        12         27          6         30         44         31         29         48         22          7         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   307,188
Positions
    80,339     92,631     97,795        970          0      2,043     46,628     15,618     36,355        740      6,080     13,109     29,209     43,557
 
Changes from:       September 17, 2013                               Total Change is:    10,169
     6,420      9,223      2,366         26          0          0      1,496     -2,083       -764        740        211     -1,273      1,158      2,489
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       30.2       31.8        0.3        0.0        0.7       15.2        5.1       11.8        0.2        2.0        4.3        9.5       14.2
 
Number of Traders in Each Category                                    Total Traders:        59
        16         15         23          .          0          .         16          5         12          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 8,817,103
Positions
 1,354,999  2,237,929  1,799,360  1,599,134    799,361    163,274    919,419    649,658  1,563,884    346,684    306,625    253,604    816,745  1,043,408
 
Changes from:       September 17, 2013                               Total Change is:  -178,755
  -136,530     96,335    -13,022    169,106      7,253    -22,960    -45,902    -21,269   -160,106     -1,384    -24,464      1,502     30,541    -42,024
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       25.4       20.4       18.1        9.1        1.9       10.4        7.4       17.7        3.9        3.5        2.9        9.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       249
        28         45         68         12          7         14         58         50         80         19         16         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    41,815
Positions
    29,255        579          0          0      8,312      9,070      3,461     15,321          0          0      8,447          0         29         86
 
Changes from:       September 17, 2013                               Total Change is:     1,935
        16        119          0          0      1,344      2,988     -1,059     -2,578          0          0        127          0        -10        -65
 
Percent of Open Interest Represented by Each Category of Trader
      70.0        1.4        0.0        0.0       19.9       21.7        8.3       36.6        0.0        0.0       20.2        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        38
         5          4          0          0          9          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    18,594
Positions
    16,489      1,402        500          0      5,916         26      1,579      1,647          0          0      9,037          0          0         66
 
Changes from:       September 17, 2013                               Total Change is:       941
      -713      1,251        500          0        -57          0      1,156     -1,069          0          0        326          0         -2        -10
 
Percent of Open Interest Represented by Each Category of Trader
      88.7        7.5        2.7        0.0       31.8        0.1        8.5        8.9        0.0        0.0       48.6        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          .          0          6          .          4          5          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    53,075
Positions
    10,868      9,756        793      4,999      4,847        254     19,447     31,801        511      9,137      2,358          0      7,066      2,755
 
Changes from:       September 17, 2013                               Total Change is:   -15,163
      -426    -20,770          0       -127      1,813        -67     -6,232      5,440     -3,585     -2,971      1,477          0     -1,755        529
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       18.4        1.5        9.4        9.1        0.5       36.6       59.9        1.0       17.2        4.4        0.0       13.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       145
         6          .          .          7          6          .         24         32          4         53         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   368,232
Positions
   116,485     12,574     36,941     53,642     19,596     12,634     33,327    163,413     37,361      6,480     11,134     47,781     23,581     26,798
 
Changes from:       September 17, 2013                               Total Change is:   -58,833
   -21,889      3,981    -30,869      4,322     -1,132       -249      2,442    -18,125     -6,466        799      1,184     -4,585     -2,338     -2,572
 
Percent of Open Interest Represented by Each Category of Trader
      31.6        3.4       10.0       14.6        5.3        3.4        9.1       44.4       10.1        1.8        3.0       13.0        6.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       162
        21          7         21          6         10          8         31         43         37         18         20         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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     7,350
Positions
       993      1,405          0      2,074          0        559      2,716      4,598        782          0          0          0        226          6
 
Changes from:       September 17, 2013                               Total Change is:    -1,964
      -215        933     -1,405         51          0        -83        237     -1,213       -194       -338          0          0        -17         -2
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       19.1        0.0       28.2        0.0        7.6       37.0       62.6       10.6        0.0        0.0        0.0        3.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          7          0          .          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated September 27, 2013