`Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   152,821
Positions
    41,547     11,072     36,630     14,912     16,607        449     17,372     41,518      7,474      6,999      6,367      2,508     24,929     30,195
 
Changes from:       September 10, 2013                               Total Change is:     6,248
   -14,353      2,932     21,400       -624     -1,154        175     -1,317    -11,930     -1,139       -534        410        366      2,274     -4,813
 
Percent of Open Interest Represented by Each Category of Trader
      27.2        7.2       24.0        9.8       10.9        0.3       11.4       27.2        4.9        4.6        4.2        1.6       16.3       19.8
 
Number of Traders in Each Category                                    Total Traders:        87
        10          9         16          5          5          .         21         20         18         11          6          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    31,286
Positions
     8,573      6,795      1,021          0      2,360          0     10,209      6,665      1,034          0      2,087         29     10,421     11,296
 
Changes from:       September 10, 2013                               Total Change is:    -9,537
    -3,548     -5,778       -228          0        -20          0     -4,053       -837       -338          0        466         29     -1,399     -2,830
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       21.7        3.3        0.0        7.5        0.0       32.6       21.3        3.3        0.0        6.7        0.1       33.3       36.1
 
Number of Traders in Each Category                                    Total Traders:        33
         9          4          .          0          4          0          7          7          4          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   161,645
Positions
     3,038     38,578      6,108     21,015     27,393      1,691     76,014     31,022     12,467      2,910     12,739      1,264     37,137     30,382
 
Changes from:       September 10, 2013                               Total Change is:   -39,210
   -44,975      6,673    -10,037      5,807        261         84     19,039    -29,162     -7,201     -5,067      2,999       -543      3,683     -2,283
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       23.9        3.8       13.0       16.9        1.0       47.0       19.2        7.7        1.8        7.9        0.8       23.0       18.8
 
Number of Traders in Each Category                                    Total Traders:       117
         .         12          5          7         16          7         27         30         20          4         18          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   202,727
Positions
    88,852      3,021      5,226     26,279     12,152      1,427     38,015    100,041     15,135      9,890     12,250      2,950     14,954     50,525
 
Changes from:       September 10, 2013                               Total Change is:   -19,325
   -25,043     -2,752       -913      1,004     -1,702       -542     14,780      4,690    -11,129      8,021     -1,010     -1,051     -4,452     -4,916
 
Percent of Open Interest Represented by Each Category of Trader
      43.8        1.5        2.6       13.0        6.0        0.7       18.8       49.3        7.5        4.9        6.0        1.5        7.4       24.9
 
Number of Traders in Each Category                                    Total Traders:       124
        11          5          6          9         12          5         21         46         24          6         14          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   276,717
Positions
    20,831     31,078     12,542     36,048     63,416      5,801     91,256     43,665     41,728     19,499     15,881      5,239     43,774     57,366
 
Changes from:       September 10, 2013                               Total Change is:   -34,970
   -17,757      3,923    -22,386        892       -124        296     27,178     -3,310    -13,592     -3,924      6,595     -2,486     -3,190     -3,886
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       11.2        4.5       13.0       22.9        2.1       33.0       15.8       15.1        7.0        5.7        1.9       15.8       20.7
 
Number of Traders in Each Category                                    Total Traders:       177
        14         15         14         14         25         16         29         44         35         15         21         13
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   146,545
Positions
    63,771      4,650      5,261          0     37,124      1,515     37,213     46,981      7,892      9,957      9,942      2,623     18,313     30,557
 
Changes from:       September 10, 2013                               Total Change is:   -51,456
   -41,537    -21,870     -1,913     -1,166        661        -32      3,223    -14,372    -10,796      1,324        393        635     -1,194     -4,163
 
Percent of Open Interest Represented by Each Category of Trader
      43.5        3.2        3.6        0.0       25.3        1.0       25.4       32.1        5.4        6.8        6.8        1.8       12.5       20.9
 
Number of Traders in Each Category                                    Total Traders:        88
        14          4          7          0          9          4         25         23         19          5          8          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,925
Positions
    14,387     21,157     13,234          0        991          0      6,837        783      3,183      1,651          0      2,184        449        393
 
Changes from:       September 10, 2013                               Total Change is:    -1,288
    -2,224        182        253          0       -242          0      2,167        714     -1,315        271          0       -671        231       -209
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       50.5       31.6        0.0        2.4        0.0       16.3        1.9        7.6        3.9        0.0        5.2        1.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        21
         5         10          9          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   111,501
Positions
    38,952     37,268          0     38,653        567        248     17,584     63,625      1,073      9,944      5,058          0      5,047      3,662
 
Changes from:       September 10, 2013                               Total Change is:   -33,658
     5,799      5,450     -5,560      3,721       -351         34     -6,086      2,973    -31,518        941     -3,372       -460       -529       -854
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       33.4        0.0       34.7        0.5        0.2       15.8       57.1        1.0        8.9        4.5        0.0        4.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       102
         5          8          0          5          .          .         30         33          5         13          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,139
Positions
     4,385     10,829      3,817          0        533        479      1,573        710         70      9,232      3,055          0        583        646
 
Changes from:       September 10, 2013                               Total Change is:    -1,538
    -1,791         80          0          0       -632        132        187     -1,021         24          0          0          0        -90       -121
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       53.8       19.0        0.0        2.6        2.4        7.8        3.5        0.3       45.8       15.2        0.0        2.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          0          .          .          4          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    15,842
Positions
     1,407      6,023          0        281        310          0     11,181      6,783          5        507        732          0      2,461      1,989
 
Changes from:       September 10, 2013                               Total Change is:       745
    -2,811      4,124       -623        -19        110          0      4,516     -2,295       -195       -204        259         -1         82       -634
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       38.0        0.0        1.8        2.0        0.0       70.6       42.8        0.0        3.2        4.6        0.0       15.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        45
         .          7          0          .          .          0         14         11          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    87,979
Positions
    10,234     44,301     11,480      7,492        466        212     29,275      5,690      8,088      4,611        987      2,725     13,861     14,030
 
Changes from:       September 10, 2013                               Total Change is:    18,311
      -265     10,702      1,427        167       -185       -191     12,304     -1,284      3,719     -1,010        265      1,729        431      2,129
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       50.4       13.0        8.5        0.5        0.2       33.3        6.5        9.2        5.2        1.1        3.1       15.8       15.9
 
Number of Traders in Each Category                                    Total Traders:       106
        18         12         17          9          .          .         31         17         20          8          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    16,258
Positions
     5,921     10,626        171      1,250          0          0        861      1,744      1,036      1,700      1,024          0      5,319      1,657
 
Changes from:       September 10, 2013                               Total Change is:     2,577
       712        212        171          0          0          0        243          0      1,033          0        794          0        418        367
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       65.4        1.1        7.7        0.0        0.0        5.3       10.7        6.4       10.5        6.3        0.0       32.7       10.2
 
Number of Traders in Each Category                                    Total Traders:        24
         8          5          .          .          0          0          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   143,441
Positions
    19,754     78,477     11,489     12,483        932        424     62,038     13,102      8,894      7,419      1,522      3,855     17,085     24,746
 
Changes from:       September 10, 2013                               Total Change is:    31,468
    -3,872     19,062      4,431        333       -370       -382     24,608     -2,082      4,886       -424        538      1,861         26      3,523
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       54.7        8.0        8.7        0.6        0.3       43.3        9.1        6.2        5.2        1.1        2.7       11.9       17.3
 
Number of Traders in Each Category                                    Total Traders:       103
        17         13         15          8          .          .         31         17         19          7          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,139,290
Positions
    30,032    171,175    143,730    319,632    120,633     49,445    106,975    175,748    241,182     45,240     55,432     30,659    172,394    151,286
 
Changes from:       September 10, 2013                               Total Change is:   140,181
     6,391     31,367     58,739      4,785        230        -81     12,343     -3,091     48,652          1      2,479      4,790      4,560     -2,904
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       15.0       12.6       28.1       10.6        4.3        9.4       15.4       21.2        4.0        4.9        2.7       15.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       596
        28         44         53        111         57         71         91        118        114         59         86         62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   324,623
Positions
    52,337     53,682     39,601     68,267     27,141      2,320     24,944     38,355     53,132     10,627     10,639     11,536     61,858     88,218
 
Changes from:       September 10, 2013                               Total Change is:    60,523
     7,985     18,347     33,177       -252       -133        312      8,439      1,649     11,641       -138        -27        959     -1,599     -5,402
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       16.5       12.2       21.0        8.4        0.7        7.7       11.8       16.4        3.3        3.3        3.6       19.1       27.2
 
Number of Traders in Each Category                                    Total Traders:       106
         9         12         12         16          8         10         19         21         37          7         14         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,073,335
Positions
   115,731    814,720    293,387  1,272,420    483,055    220,027    589,727    866,539    760,681    175,033    225,936     93,649    552,680    315,341
 
Changes from:       September 10, 2013                               Total Change is:   398,291
       -73     72,990    119,921     22,587       -787        634     41,342     -1,876    163,234        720     12,551     19,134     30,793     12,491
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       20.0        7.2       31.2       11.9        5.4       14.5       21.3       18.7        4.3        5.5        2.3       13.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       568
        29         43         50        104         55         66         86        116        109         56         77         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   121,039
Positions
     3,612     50,683     12,017     58,162     39,538      2,900     28,417      7,479      1,163        909      1,808        818     13,041      4,633
 
Changes from:       September 10, 2013                               Total Change is:    18,175
      -620      4,767     11,763        573       -991        -62      3,011        -64        388          0         13        818      2,305      1,544
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       41.9        9.9       48.1       32.7        2.4       23.5        6.2        1.0        0.8        1.5        0.7       10.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        97
         5         15          7         35         13         14         16          9          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   108,946
Positions
     3,662     60,488     16,117     34,490      5,371        989     31,024      5,362      7,481      2,600      4,537      1,082     11,501      7,519
 
Changes from:       September 10, 2013                               Total Change is:    23,028
       566      5,796     11,500      1,287        812        114      3,620         36      4,514        -11       -366         45      1,394        578
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       55.5       14.8       31.7        4.9        0.9       28.5        4.9        6.9        2.4        4.2        1.0       10.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       233
        19         26         24         35         18          9         74         23         23         17         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,767
Positions
     3,693     11,543        696      1,503          0          0      2,701          0          0        404          0          0      4,770      1,528
 
Changes from:       September 10, 2013                               Total Change is:     2,178
      -491      1,266        696          0          0          0        834          0          0          0          0          0      1,139        216
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       83.8        5.1       10.9        0.0        0.0       19.6        0.0        0.0        2.9        0.0        0.0       34.6       11.1
 
Number of Traders in Each Category                                    Total Traders:        24
         8          8          .          .          0          0          4          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   475,897
Positions
    14,631    259,510     62,319    166,814     28,733      3,066    154,904     40,098     24,116     10,981     22,686      5,412     33,655     29,958
 
Changes from:       September 10, 2013                               Total Change is:   104,251
     2,830     20,197     56,473      8,315      5,938     -1,312     18,113      4,363     18,387        -57     -1,828        224      1,277      1,809
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       54.5       13.1       35.1        6.0        0.6       32.5        8.4        5.1        2.3        4.8        1.1        7.1        6.3
 
Number of Traders in Each Category                                    Total Traders:       230
        19         25         21         34         18          8         73         24         21         16         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   373,989
Positions
    66,192     79,149     27,476    137,478    131,952     21,827     71,842     69,419     15,308      5,431      6,825      1,388     27,046     20,643
 
Changes from:       September 10, 2013                               Total Change is:    20,831
    -1,511        373     11,247      4,324        -92        765     -5,232      1,483      5,083        428     -1,269        735      4,992      2,504
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       21.2        7.3       36.8       35.3        5.8       19.2       18.6        4.1        1.5        1.8        0.4        7.2        5.5
 
Number of Traders in Each Category                                    Total Traders:       253
        20         15         11         59         35         23         55         42         19         15         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    56,654
Positions
     3,269     38,826          0     26,084        262        430     11,838     11,872        112      5,236        606          0      9,685      4,546
 
Changes from:       September 10, 2013                               Total Change is:   -19,926
        34       -960    -11,443        102        148        -65        534      2,715     -6,456       -841        288       -182     -1,609     -3,971
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       68.5        0.0       46.0        0.5        0.8       20.9       21.0        0.2        9.2        1.1        0.0       17.1        8.0
 
Number of Traders in Each Category                                    Total Traders:        70
         6          7          0         19          .          .         16         11          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    60,272
Positions
    18,048      2,619        598     10,870      1,147        790     17,346      2,686        519      4,068        856        300      7,733     50,757
 
Changes from:       September 10, 2013                               Total Change is:   -10,632
      -102     -6,773     -3,002       -156     -5,138        -67      4,991     -3,751     -6,039         35     -1,515        300     -6,592     15,353
 
Percent of Open Interest Represented by Each Category of Trader
      29.9        4.3        1.0       18.0        1.9        1.3       28.8        4.5        0.9        6.7        1.4        0.5       12.8       84.2
 
Number of Traders in Each Category                                    Total Traders:        80
        18          5          .          8          .          .         27          9          6          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    92,536
Positions
       886     39,475     10,417     37,385     21,502      3,382     25,889      6,611      5,503        562        744          0      8,512      4,902
 
Changes from:       September 10, 2013                               Total Change is:    10,114
       100        275      6,504     -1,842        243        142      1,112       -637      1,324        264          0       -173      2,683      2,436
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       42.7       11.3       40.4       23.2        3.7       28.0        7.1        5.9        0.6        0.8        0.0        9.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        89
         .         12          9         30         19         12         15          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   302,049
Positions
    17,780    114,709     50,516    105,804     25,077     30,296     48,329     42,435      8,700     17,086     14,770        718     22,820     14,828
 
Changes from:       September 10, 2013                               Total Change is:    23,242
    -1,356     22,539      9,107      6,828     -3,554        432        444     -4,504     -5,970      6,699        -47        228      6,830      5,011
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       38.0       16.7       35.0        8.3       10.0       16.0       14.0        2.9        5.7        4.9        0.2        7.6        4.9
 
Number of Traders in Each Category                                    Total Traders:       171
        13         24         14         44         22         21         26         20         16         17          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   711,374
Positions
       840    100,043     19,727    289,177     97,635    101,804     68,462     94,621     60,093     22,625     43,015     11,675    136,972    182,762
 
Changes from:       September 10, 2013                               Total Change is:     1,077
       579     16,444     -2,730     -4,767    -23,997      5,600      7,291     10,059        477     -9,738     -1,598      8,827     -4,462    -12,004
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       14.1        2.8       40.7       13.7       14.3        9.6       13.3        8.4        3.2        6.0        1.6       19.3       25.7
 
Number of Traders in Each Category                                    Total Traders:       156
         5         19         16         32         32         36         26         24         37          9          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   394,323
Positions
     5,985    103,055      5,541    230,886     15,512     49,530     12,716    129,654      1,671      8,652     13,344          0     79,342     76,016
 
Changes from:       September 10, 2013                               Total Change is:   -10,837
     4,172      2,614     -4,922    -15,848     -1,884      5,024         46     -5,760     -1,509     -1,012       -399          0      3,212     -4,001
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       26.1        1.4       58.6        3.9       12.6        3.2       32.9        0.4        2.2        3.4        0.0       20.1       19.3
 
Number of Traders in Each Category                                    Total Traders:        75
         .         11          6         32          8         18          .         13          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   888,310
Positions
   116,598     74,766     18,425    227,313    353,917     67,471    244,314    114,420     44,383     51,587     60,768     30,398     87,820    123,761
 
Changes from:       September 10, 2013                               Total Change is:     6,089
      -329      9,818     -9,966      7,936      8,950        423     10,628     -1,377      3,506       -757        735        -18     -5,334     -5,982
 
Percent of Open Interest Represented by Each Category of Trader
      13.1        8.4        2.1       25.6       39.8        7.6       27.5       12.9        5.0        5.8        6.8        3.4        9.9       13.9
 
Number of Traders in Each Category                                    Total Traders:       216
        15         20         11         30         37         26         38         35         28         17         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    32,848
Positions
     7,648     13,709      6,286          0          0          0     10,013      4,443      7,826         13         25        471        591         88
 
Changes from:       September 10, 2013                               Total Change is:      -696
    -3,629     -1,922        772          0          0          0        620       -552        915         13         -3         94        519          0
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       41.7       19.1        0.0        0.0        0.0       30.5       13.5       23.8        0.0        0.1        1.4        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        37
         6         10          9          0          0          0         10          9          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,539,855
Positions
   126,699    122,807    229,950    585,621    711,805    290,596    512,983    181,203    338,683     78,983    121,959     93,755    282,587    449,098
 
Changes from:       September 10, 2013                               Total Change is:  -166,252
   -29,010     -7,157    -18,502    -62,782    -92,952     -5,500    -51,067      8,784    -18,984    -10,777     -7,375      7,608     22,761    -32,174
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        4.8        9.1       23.1       28.0       11.4       20.2        7.1       13.3        3.1        4.8        3.7       11.1       17.7
 
Number of Traders in Each Category                                    Total Traders:       315
        20         40         53         24         74         58         59         55         92         17         26         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,034,271
Positions
   221,860    134,675    138,091    620,407    461,460    171,485    359,130    357,264    231,090     79,913    172,406     32,996    179,300    334,804
 
Changes from:       September 10, 2013                               Total Change is:    17,654
      -616     39,695    -46,222    138,363    -10,947     -5,237    -46,489     77,543    -18,496      6,822      6,032     -8,526     -1,946    -16,187
 
Percent of Open Interest Represented by Each Category of Trader
      10.9        6.6        6.8       30.5       22.7        8.4       17.7       17.6       11.4        3.9        8.5        1.6        8.8       16.5
 
Number of Traders in Each Category                                    Total Traders:       238
        15         31         29         37         43         37         32         49         54         12         19         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   297,815
Positions
    74,105     83,408     95,429        944          0      2,043     45,085     17,639     37,707          0      5,869     14,382     28,119     41,338
 
Changes from:       September 10, 2013                               Total Change is:    14,340
    10,362     12,169        503         -4          0          0      1,951     -1,108     -1,326        -36        514       -460      3,351      4,049
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       28.0       32.0        0.3        0.0        0.7       15.1        5.9       12.7        0.0        2.0        4.8        9.4       13.9
 
Number of Traders in Each Category                                    Total Traders:        58
        15         14         21          .          0          .         16          5         15          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is16,099,549
Positions
 1,397,650  2,303,467  3,179,303  1,440,163    767,900    280,835  1,035,723    516,447  5,687,608    384,896    380,730  1,848,741    844,629  1,134,518
 
Changes from:       September 10, 2013                               Total Change is:-2,235,993
  -175,103     69,772   -524,764    243,127     92,399    -96,492     13,670     14,495 -1,264,334    -15,619    -37,996   -430,388     13,908    -58,687
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       14.3       19.7        8.9        4.8        1.7        6.4        3.2       35.3        2.4        2.4       11.5        5.2        7.0
 
Number of Traders in Each Category                                    Total Traders:       264
        25         51         71         15         13         21         61         52         92         21         19         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    39,880
Positions
    29,239        460          0          0      6,968      6,082      4,520     17,899          0          0      8,320          0         39        151
 
Changes from:       September 10, 2013                               Total Change is:    -4,157
    -5,616          0        -64          0     -6,562      6,055       -203        644     -4,338          0          5          0          9        103
 
Percent of Open Interest Represented by Each Category of Trader
      73.3        1.2        0.0        0.0       17.5       15.3       11.3       44.9        0.0        0.0       20.9        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        37
         6          .          0          0          9          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    17,653
Positions
    17,202        151          0          0      5,973         26        423      2,716          0          0      8,711          0          2         76
 
Changes from:       September 10, 2013                               Total Change is:    -4,974
      -794       -564     -4,346          0       -393         26        154        148          0          0        189          0        -14        -34
 
Percent of Open Interest Represented by Each Category of Trader
      97.4        0.9        0.0        0.0       33.8        0.1        2.4       15.4        0.0        0.0       49.3        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          0          0          7          .          .          6          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    68,943
Positions
    11,294     30,849        815      5,150      3,034        321     25,839     26,456      4,317     12,295        881          5      8,908      2,265
 
Changes from:       September 10, 2013                               Total Change is:    -2,332
       -21       -155        -11       -265        504        -17      3,257       -727       -853     -2,312        406        -42     -2,069     -1,437
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       44.7        1.2        7.5        4.4        0.5       37.5       38.4        6.3       17.8        1.3        0.0       12.9        3.3
 
Number of Traders in Each Category                                    Total Traders:       133
         5          .          .          8          5          .         30         19          9         55          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   427,065
Positions
   138,374      8,593     67,810     49,320     20,728     12,883     30,885    181,538     43,827      5,681      9,950     52,366     25,919     29,370
 
Changes from:       September 10, 2013                               Total Change is:    42,470
      -694     -3,110     29,101      2,969      2,234      1,542     -1,328        408      3,030        184        767      6,312      1,354      2,186
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        2.0       15.9       11.5        4.9        3.0        7.2       42.5       10.3        1.3        2.3       12.3        6.1        6.9
 
Number of Traders in Each Category                                    Total Traders:       166
        19         10         22          6         11          9         34         47         44         13         19         18
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,314
Positions
     1,208        472      1,405      2,023          0        642      2,479      5,811        976        338          0          0        243          8
 
Changes from:       September 10, 2013                               Total Change is:     1,185
      -226        -18      1,405       -169          0       -237        201       -150        191          0          0          0         20         -6
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        5.1       15.1       21.7        0.0        6.9       26.6       62.4       10.5        3.6        0.0        0.0        2.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          6          0          .          5          5          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,572
Positions
     1,054      7,299          0      6,088          0          0      1,411      1,996         40          0          0          0        979        237
 
Changes from:       September 10, 2013                               Total Change is:      -871
         2          0          0       -319          0          0       -727       -771        -12          0          0          0        185        -88
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       76.3        0.0       63.6        0.0        0.0       14.7       20.9        0.4        0.0        0.0        0.0       10.2        2.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          0          5          .          .          0          0          0
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Updated September 20, 2013