`Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   142,482
Positions
    59,110     14,541        905     17,598     19,109        207     20,997     73,140      4,440      5,970      2,188         26     33,229     27,926
 
Changes from:       May 7, 2013                                      Total Change is:    -6,532
   -12,271      1,869        -20       -175         87         39      3,943     -6,512     -1,588     -1,065         66         -6      4,611       -467
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       10.2        0.6       12.4       13.4        0.1       14.7       51.3        3.1        4.2        1.5        0.0       23.3       19.6
 
Number of Traders in Each Category                                    Total Traders:        76
         8          6          5          7          .          6         22         19          9          8          .          .
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Traders in Financial Futures - Futures Only Positions as of May 14, 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    58,084
Positions
    35,482     11,878        479          0      1,312          0     10,780     22,160        292      3,279      1,621          0      7,772     20,342
 
Changes from:       May 7, 2013                                      Total Change is:     8,839
     7,599     -7,630        206          0       -499          0      2,381     10,485         36        244          0          0     -1,627      6,241
 
Percent of Open Interest Represented by Each Category of Trader
      61.1       20.4        0.8        0.0        2.3        0.0       18.6       38.2        0.5        5.6        2.8        0.0       13.4       35.0
 
Number of Traders in Each Category                                    Total Traders:        49
         7          8          .          0          .          0         11         18          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 14, 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   198,068
Positions
    90,202     18,917      1,416     18,034     29,135        166     38,498     90,807      4,429     26,961     15,022         10     18,352     38,166
 
Changes from:       May 7, 2013                                      Total Change is:     7,287
     1,226        827        577        229      1,671        -67      4,927      7,823       -167        278     -1,132          0        284     -2,245
 
Percent of Open Interest Represented by Each Category of Trader
      45.5        9.6        0.7        9.1       14.7        0.1       19.4       45.8        2.2       13.6        7.6        0.0        9.3       19.3
 
Number of Traders in Each Category                                    Total Traders:       110
         8         10          5          6         17          .         20         32         10          5         12          .
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Traders in Financial Futures - Futures Only Positions as of May 14, 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   229,746
Positions
   120,530     26,354        564     18,337     17,032      2,194     48,837    100,845      3,345     15,145     13,190      3,321     17,473     62,901
 
Changes from:       May 7, 2013                                      Total Change is:    20,376
     9,832        266        227       -817      2,788        349      6,661     10,637        642      3,754       -779        585       -857      5,661
 
Percent of Open Interest Represented by Each Category of Trader
      52.5       11.5        0.2        8.0        7.4        1.0       21.3       43.9        1.5        6.6        5.7        1.4        7.6       27.4
 
Number of Traders in Each Category                                    Total Traders:       148
         9         14          .          6         18          .         24         48          9          7         22          .
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Traders in Financial Futures - Futures Only Positions as of May 14, 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   232,417
Positions
    67,755     14,606      2,451     28,568     48,786      4,836     46,365     83,141      4,274     37,314     13,544        676     40,178     60,103
 
Changes from:       May 7, 2013                                      Total Change is:    17,820
    17,297     -3,472        194       -268      3,376     -2,881      1,882     12,262        497      1,904      1,307         57       -862      6,480
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        6.3        1.1       12.3       21.0        2.1       19.9       35.8        1.8       16.1        5.8        0.3       17.3       25.9
 
Number of Traders in Each Category                                    Total Traders:       171
        20         14          6         13         18          9         19         50         20         15         22          6
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Traders in Financial Futures - Futures Only Positions as of May 14, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   190,884
Positions
    80,281     30,433      1,737          0     41,598      1,259     73,455     68,983      3,441      8,875      5,739         14     21,822     37,680
 
Changes from:       May 7, 2013                                      Total Change is:    33,714
    32,522      1,889      1,021     -1,572        232        268      1,960     17,313      1,058      3,471      2,358         14     -5,028      9,561
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       15.9        0.9        0.0       21.8        0.7       38.5       36.1        1.8        4.6        3.0        0.0       11.4       19.7
 
Number of Traders in Each Category                                    Total Traders:       115
        12         10          4          0          8          .         26         42         15          9          8          .
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Traders in Financial Futures - Futures Only Positions as of May 14, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    56,633
Positions
    23,086     27,440     19,400      2,246          0          0      2,776      1,592      4,304      1,201          0      3,211        409        686
 
Changes from:       May 7, 2013                                      Total Change is:      -860
       695          0          3          0          0          0     -1,564       -909         29        123          0       -123        -23        140
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       48.5       34.3        4.0        0.0        0.0        4.9        2.8        7.6        2.1        0.0        5.7        0.7        1.2
 
Number of Traders in Each Category                                    Total Traders:        26
         7         10         11          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 14, 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   168,040
Positions
     5,616    114,362        799      8,048        661         19    130,350     44,681      1,187     10,680      3,694          0     11,341      2,637
 
Changes from:       May 7, 2013                                      Total Change is:       381
     2,511      1,187        390       -291          0          4       -938       -765        273     -1,002       -509       -100       -466        -99
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       68.1        0.5        4.8        0.4        0.0       77.6       26.6        0.7        6.4        2.2        0.0        6.7        1.6
 
Number of Traders in Each Category                                    Total Traders:       141
         8         12          .         10          .          .         72         13          8         17          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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    41,892
Positions
    16,181     23,564        274      1,764      2,127          0      7,017      1,599        763     13,174     11,442      1,749        970        374
 
Changes from:       May 7, 2013                                      Total Change is:     2,500
       789        977          0         70        123          0      1,516        153         24         89      1,300       -109        121         32
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       56.2        0.7        4.2        5.1        0.0       16.8        3.8        1.8       31.4       27.3        4.2        2.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        36
         5          8          .          .          .          0         11          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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    37,320
Positions
     3,389     22,806        316        521        407          0     27,608      8,196         89      2,035      1,628          0      3,362      3,878
 
Changes from:       May 7, 2013                                      Total Change is:    -8,685
      -139     -6,155          4          5          0          0     -7,110     -3,073        -36        261        264          0     -1,670        311
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       61.1        0.8        1.4        1.1        0.0       74.0       22.0        0.2        5.5        4.4        0.0        9.0       10.4
 
Number of Traders in Each Category                                    Total Traders:        61
         4          9          .          .          .          0         17         17          .          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,879
Positions
     8,740     33,582        664      5,581        202        548     31,513     12,781        296      3,188      1,626          0      9,352     10,183
 
Changes from:       May 7, 2013                                      Total Change is:      -301
      -227       -986        233        774         -9       -143     -1,646       -283        264        -11       -216          0        454        839
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       56.1        1.1        9.3        0.3        0.9       52.6       21.3        0.5        5.3        2.7        0.0       15.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       110
        15         21          4          7          .          .         36         13          6          8          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   119,758
Positions
    17,480     67,164      1,327     11,162        403      1,095     63,025     25,562        591      6,375      3,251          0     18,703     20,365
 
Changes from:       May 7, 2013                                      Total Change is:      -602
      -453     -1,972        466      1,548        -18       -286     -3,292       -566        528        -21       -431          0        908      1,677
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       56.1        1.1        9.3        0.3        0.9       52.6       21.3        0.5        5.3        2.7        0.0       15.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       110
        15         21          4          7          .          .         36         13          6          8          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   846,248
Positions
    39,297    230,300     49,907    345,770    124,194     56,878    129,442    207,612     38,120     59,035     38,409      9,858    117,941     90,970
 
Changes from:       May 7, 2013                                      Total Change is:    29,973
     3,373      4,697      7,881      6,163     -4,434     -1,515       -143     11,682      8,024      2,484         40      2,439      1,267      1,160
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       27.2        5.9       40.9       14.7        6.7       15.3       24.5        4.5        7.0        4.5        1.2       13.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       585
        31         41         26        123         53         61        105        119         82         58         54         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   188,695
Positions
    25,696     73,607      2,158     59,975     30,542      8,699     15,462     17,280      1,591     14,924     12,077      1,215     58,975     41,526
 
Changes from:       May 7, 2013                                      Total Change is:    10,389
     4,926      5,008      1,622      2,112       -759         26      2,375      1,337        863        996        109          5     -2,536      2,178
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       39.0        1.1       31.8       16.2        4.6        8.2        9.2        0.8        7.9        6.4        0.6       31.3       22.0
 
Number of Traders in Each Category                                    Total Traders:       102
         9         12          .         17         11         10         20         18         11          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 3,287,763
Positions
   224,851    940,310     81,897  1,454,321    493,607    215,550    628,229  1,009,990    124,315    236,491    147,593     27,281    294,828    247,220
 
Changes from:       May 7, 2013                                      Total Change is:    97,922
    15,998     22,205      7,532     15,902    -22,727     -3,352     -6,601     57,712     29,817     13,164      5,376      6,449     19,013     -5,090
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       28.6        2.5       44.2       15.0        6.6       19.1       30.7        3.8        7.2        4.5        0.8        9.0        7.5
 
Number of Traders in Each Category                                    Total Traders:       560
        29         41         21        115         50         55        102        117         69         55         50         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   112,378
Positions
     2,772     53,075         44     60,053     43,156      3,071     31,567      6,713        502        729      2,213          0     13,640      3,604
 
Changes from:       May 7, 2013                                      Total Change is:       236
       -33      2,912         -7        440     -1,792          8       -221       -347       -261         26         10          0        284       -287
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       47.2        0.0       53.4       38.4        2.7       28.1        6.0        0.4        0.6        2.0        0.0       12.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       100
         4         16          .         36         14         10         17         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    82,695
Positions
     3,770     56,601        627     34,809      6,244        955     32,748      8,223        436      2,725      3,578        507      6,118      5,523
 
Changes from:       May 7, 2013                                      Total Change is:       880
       360        300        150      1,080         54       -113       -499       -120         -7         77        528        149       -317        -62
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       68.4        0.8       42.1        7.6        1.2       39.6        9.9        0.5        3.3        4.3        0.6        7.4        6.7
 
Number of Traders in Each Category                                    Total Traders:       234
        19         23          7         31         18          9         79         26         16         23         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   413,475
Positions
    18,848    283,007      3,134    174,046     31,222      4,776    163,739     41,113      2,180     13,625     17,892      2,535     30,592     27,616
 
Changes from:       May 7, 2013                                      Total Change is:     4,398
     1,800      1,498        748      5,399        271       -563     -2,494       -600        -35        384      2,642        745     -1,586       -308
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       68.4        0.8       42.1        7.6        1.2       39.6        9.9        0.5        3.3        4.3        0.6        7.4        6.7
 
Number of Traders in Each Category                                    Total Traders:       234
        19         23          7         31         18          9         79         26         16         23         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   372,682
Positions
    72,087     50,144      5,042    137,826    142,921     24,337     93,567    113,574      7,920      6,751      8,430         32     25,120     20,282
 
Changes from:       May 7, 2013                                      Total Change is:       984
    -6,137      4,204       -984      4,410     -2,412        275      2,185     -3,013        307       -368     -1,288         -4      1,300      3,899
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       13.5        1.4       37.0       38.3        6.5       25.1       30.5        2.1        1.8        2.3        0.0        6.7        5.4
 
Number of Traders in Each Category                                    Total Traders:       264
        18         17          4         57         35         23         59         46         17         17         15          .
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Traders in Financial Futures - Futures Only Positions as of May 14, 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    82,330
Positions
     7,964     31,334          0     26,639         29        483     20,375     19,614        250     15,157      5,370          0     11,462     25,250
 
Changes from:       May 7, 2013                                      Total Change is:     3,100
       195      1,266          0       -132         29        395         61          0        250      2,544        372          0       -213        788
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       38.1        0.0       32.4        0.0        0.6       24.7       23.8        0.3       18.4        6.5        0.0       13.9       30.7
 
Number of Traders in Each Category                                    Total Traders:        76
         6          8          0         16          .          .         19          9          .         13          .          0
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Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   101,312
Positions
    29,091     22,532      1,605     15,037      4,140         98     37,724     16,598        640      5,878      1,959          0     11,239     53,740
 
Changes from:       May 7, 2013                                      Total Change is:     6,979
       203        305        215      3,521      1,041          2        605      1,768     -1,175      2,805       -362        -70        873      5,255
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       22.2        1.6       14.8        4.1        0.1       37.2       16.4        0.6        5.8        1.9        0.0       11.1       53.0
 
Number of Traders in Each Category                                    Total Traders:       105
        21         19          6         13          .          .         21         15          7          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    87,228
Positions
    15,115     37,841      2,335     32,049     23,589      3,900     25,887     15,596      2,076        212          0          0      5,654      1,891
 
Changes from:       May 7, 2013                                      Total Change is:      -620
      -319       -668         27       -415         63        -63         39         42        -21          0          0          0        132          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       43.4        2.7       36.7       27.0        4.5       29.7       17.9        2.4        0.2        0.0        0.0        6.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        80
         5          7          .         29         20         10         12          6          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   200,875
Positions
     7,753    100,888      2,982    109,859     21,637      8,377     44,923     55,380      1,696      8,336      3,922        306     16,643      5,687
 
Changes from:       May 7, 2013                                      Total Change is:      -167
       276     -2,171        162       -243       -153        330        691      1,418        464     -2,361       -532          0        514        315
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       50.2        1.5       54.7       10.8        4.2       22.4       27.6        0.8        4.1        2.0        0.2        8.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       145
        12         18          6         44         18         22         27         11          6         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   662,478
Positions
     5,403    105,282     11,439    280,205    160,762     80,230    107,397     85,963     21,601     13,527     30,082         88    142,588    167,031
 
Changes from:       May 7, 2013                                      Total Change is:   -21,660
        60        146      1,066      1,805    -22,089      1,974    -13,415    -11,180      4,395     -1,942     -3,047         88    -15,691      6,987
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       15.9        1.7       42.3       24.3       12.1       16.2       13.0        3.3        2.0        4.5        0.0       21.5       25.2
 
Number of Traders in Each Category                                    Total Traders:       176
         5         22         12         34         34         38         32         35         22          6          8          .
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Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   396,689
Positions
    21,681     97,682      3,926    243,710     47,905     37,152      9,813    133,423      2,809      4,981     20,486          0     72,617     53,306
 
Changes from:       May 7, 2013                                      Total Change is:    -3,400
    -1,148     -2,733      1,475     -1,189      3,279      3,901     -1,700     -8,594        527        -70        709          0     -5,196     -1,964
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       24.6        1.0       61.4       12.1        9.4        2.5       33.6        0.7        1.3        5.2        0.0       18.3       13.4
 
Number of Traders in Each Category                                    Total Traders:        74
         5         10          8         27         11         18          4         11          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   927,590
Positions
    58,651    109,065     39,806    209,762    190,096     58,792    237,121    298,806     65,092    100,603     55,778     26,046    131,717     84,109
 
Changes from:       May 7, 2013                                      Total Change is:   -19,624
      -190    -19,195      6,767      8,091     18,406       -835    -33,505    -42,784     11,812    -10,120     13,329      2,466     -4,110     -9,590
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       11.8        4.3       22.6       20.5        6.3       25.6       32.2        7.0       10.8        6.0        2.8       14.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       205
        11         22          9         34         28         29         40         33         31         16         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    54,185
Positions
    19,840     27,241      9,755          0        400        668     19,900     11,971      3,552          0         81        375         95        142
 
Changes from:       May 7, 2013                                      Total Change is:     2,965
      -388      1,146      3,305          0       -135          0        144     -1,180        211          0       -150       -360         53        128
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       50.3       18.0        0.0        0.7        1.2       36.7       22.1        6.6        0.0        0.1        0.7        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        44
         9         12         14          0          .          .          7         13          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,331,523
Positions
   155,938    239,517     60,471    489,935    821,604    258,126    860,856    294,610    105,864     54,155    126,619     30,863    315,315    393,849
 
Changes from:       May 7, 2013                                      Total Change is:    60,017
     5,939     25,234     16,705     14,405    -41,344     21,404    -53,914     -9,506     31,751      4,810    -20,726     12,857      6,060     23,642
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       10.3        2.6       21.0       35.2       11.1       36.9       12.6        4.5        2.3        5.4        1.3       13.5       16.9
 
Number of Traders in Each Category                                    Total Traders:       314
        24         40         25         20         69         49         56         64         47         12         29         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 1,794,835
Positions
   412,850    138,468     59,046    461,648    550,839    126,616    388,310    475,285     38,373     48,434    122,311     18,287    241,271    265,610
 
Changes from:       May 7, 2013                                      Total Change is:   -82,449
    40,972    -34,385     20,765    -77,711     10,818      2,860    -38,825    -96,987     -2,739     -4,300     -3,919      2,451    -25,922     18,687
 
Percent of Open Interest Represented by Each Category of Trader
      23.0        7.7        3.3       25.7       30.7        7.1       21.6       26.5        2.1        2.7        6.8        1.0       13.4       14.8
 
Number of Traders in Each Category                                    Total Traders:       217
        20         25         20         28         40         34         42         39         27          7         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   327,909
Positions
   116,237     98,909     97,052          0      2,741      3,187     34,879     26,860     45,136          0      8,180     10,548     20,870     35,296
 
Changes from:       May 7, 2013                                      Total Change is:     2,325
    -7,542      5,254      4,319          0          0          0      5,081     -3,123     -1,078          0       -640       -127      1,672     -2,280
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       30.2       29.6        0.0        0.8        1.0       10.6        8.2       13.8        0.0        2.5        3.2        6.4       10.8
 
Number of Traders in Each Category                                    Total Traders:        67
        15         23         26          0          .          .         10         11         15          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,754,079
Positions
 1,274,221  2,704,254  1,918,392  1,056,298    618,936    266,248  1,626,505    549,314  2,077,020    206,680    186,276    362,312    966,403  1,071,327
 
Changes from:       May 7, 2013                                      Total Change is:   167,515
    78,514    -48,829     14,897    -13,716    109,643      2,548   -106,246   -112,331    202,044      6,221    -21,494      8,999    -25,746     12,038
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       27.7       19.7       10.8        6.3        2.7       16.7        5.6       21.3        2.1        1.9        3.7        9.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       258
        27         47         67         12         10         21         58         48         86         15         13         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,760
Positions
     7,660      2,989          0         46        748          0        761      2,637         44        128      2,216          0        121        126
 
Changes from:       May 7, 2013                                      Total Change is:        -7
      -281        882          0         -6          0          0        289     -1,264          0          0        400          0         -9        -25
 
Percent of Open Interest Represented by Each Category of Trader
      87.4       34.1        0.0        0.5        8.5        0.0        8.7       30.1        0.5        1.5       25.3        0.0        1.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          .          .          0          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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    18,504
Positions
    11,992        826         50      1,754      5,239         27      1,714      8,374      2,065        895      1,823          0          7        100
 
Changes from:       May 7, 2013                                      Total Change is:    -1,093
      -449     -3,224          0        209         19         -6     -2,865         63      2,065          0          0          0        -47        -10
 
Percent of Open Interest Represented by Each Category of Trader
      64.8        4.5        0.3        9.5       28.3        0.1        9.3       45.3       11.2        4.8        9.9        0.0        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        29
         7          .          .          .          .          .          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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    12,149
Positions
     9,875      1,546          0      1,127      3,002          0        629      5,809        500          0      1,204          0         18         88
 
Changes from:       May 7, 2013                                      Total Change is:      -142
       -71        -69       -104          0         -3          0         31        336         -2          0          0          0          4       -300
 
Percent of Open Interest Represented by Each Category of Trader
      81.3       12.7        0.0        9.3       24.7        0.0        5.2       47.8        4.1        0.0        9.9        0.0        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          .          .          0          .          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     3,434
Positions
     2,428      1,608          0          0        722         36        809        537          0          0        478          0        161         53
 
Changes from:       May 7, 2013                                      Total Change is:       -61
      -304        553          0          0          0          0        193       -767          0          0        160          0         50         -7
 
Percent of Open Interest Represented by Each Category of Trader
      70.7       46.8        0.0        0.0       21.0        1.0       23.6       15.6        0.0        0.0       13.9        0.0        4.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          0          .          .          4          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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    80,067
Positions
     8,258     30,853      1,072      5,619        142         83     39,581     44,815        930     13,524        606          1     10,999      1,565
 
Changes from:       May 7, 2013                                      Total Change is:    10,926
    -1,387      1,261        -64       -451        -52        -13     10,247      9,710       -142        257       -218          0      2,479        444
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       38.5        1.3        7.0        0.2        0.1       49.4       56.0        1.2       16.9        0.8        0.0       13.7        2.0
 
Number of Traders in Each Category                                    Total Traders:       128
         6          .          .         11          .          .         51         12          5         41          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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   420,043
Positions
    95,085     37,650     42,758     67,023     17,177     14,796     43,478    138,589     69,400      6,152     13,180     54,368     26,983     32,125
 
Changes from:       May 7, 2013                                      Total Change is:    14,951
    -5,620     -3,043      7,461      2,351      1,582         37     -1,636     -8,968      5,807     -1,746      1,507      7,204      1,093      3,364
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        9.0       10.2       16.0        4.1        3.5       10.4       33.0       16.5        1.5        3.1       12.9        6.4        7.6
 
Number of Traders in Each Category                                    Total Traders:       173
        18         14         23          6         10         10         30         52         45         15         15         23
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Traders in Financial Futures - Futures Only Positions as of May 14, 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    10,115
Positions
        79      3,113          0      2,082        260        177      6,086      5,635        908        653          0          0        130         22
 
Changes from:       May 7, 2013                                      Total Change is:       -18
      -136          0          0       -200        -36        133        191       -115          0          0          0          0         -6          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       30.8        0.0       20.6        2.6        1.7       60.2       55.7        9.0        6.5        0.0        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          4          4          .          .          0          0
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Updated May 17, 2013