`Traders in Financial Futures - Futures Only Positions as of October 22, 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   109,316
Positions
    39,610     27,769         82     14,843     16,468        148     19,055     27,938      1,998      8,115      9,286         95     25,370     25,532
 
Changes from:       October 15, 2013                                 Total Change is:    -3,228
    -4,785      4,593        -25       -455       -492          5       -685     -6,778       -318        240      2,315         32      2,763     -2,560
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       25.4        0.1       13.6       15.1        0.1       17.4       25.6        1.8        7.4        8.5        0.1       23.2       23.4
 
Number of Traders in Each Category                                    Total Traders:        75
         6          9          .          6          4          .         18         16          7         10          6          4
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    52,402
Positions
     8,965     25,131        300          0      1,768          0     21,040     10,729        377        511      6,026          0     21,209      8,071
 
Changes from:       October 15, 2013                                 Total Change is:     2,115
     1,635      1,235         86          0        -81          0        355        196        -64       -486        795          0        589        -52
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       48.0        0.6        0.0        3.4        0.0       40.2       20.5        0.7        1.0       11.5        0.0       40.5       15.4
 
Number of Traders in Each Category                                    Total Traders:        47
         6         10          .          0          .          0         17          7          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   181,489
Positions
    10,446     82,300        854     22,481     27,787      1,328    101,815     28,113      4,270      1,650     11,906         56     38,589     24,875
 
Changes from:       October 15, 2013                                 Total Change is:    -2,490
     1,255        723         -4        463        670         51     -6,889     -3,707        143          0        110          0      2,491       -476
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       45.3        0.5       12.4       15.3        0.7       56.1       15.5        2.4        0.9        6.6        0.0       21.3       13.7
 
Number of Traders in Each Category                                    Total Traders:       114
         5         13          .          9         14          6         36         20          9          .         15          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   152,938
Positions
    78,370     10,787        153     26,202     13,379        475     21,204     69,897      3,052      9,194     14,145          0     14,288     41,050
 
Changes from:       October 15, 2013                                 Total Change is:    -6,933
     4,234     -8,274        126       -839        245        181    -11,908      3,068        493        223     -1,882          0        557       -890
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        7.1        0.1       17.1        8.7        0.3       13.9       45.7        2.0        6.0        9.2        0.0        9.3       26.8
 
Number of Traders in Each Category                                    Total Traders:       115
         9         11          .          9         13          4         20         37          6          .         13          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   278,139
Positions
    29,963    105,281      2,752     39,817     47,816      5,236    118,439     37,248      4,263     22,108     18,148      2,652     52,909     54,743
 
Changes from:       October 15, 2013                                 Total Change is:    20,940
     3,316     21,366       -239      1,690     -6,184        534      7,660      2,188       -330        421       -101        332      7,556      3,374
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       37.9        1.0       14.3       17.2        1.9       42.6       13.4        1.5        7.9        6.5        1.0       19.0       19.7
 
Number of Traders in Each Category                                    Total Traders:       196
        15         23          7         16         21         14         49         32         12         20         20          5
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   125,592
Positions
    58,482      9,849        250      1,575     36,460        840     26,626     40,002      1,096     12,430     10,753        286     24,007     26,056
 
Changes from:       October 15, 2013                                 Total Change is:     1,316
    -7,847      1,329         77      1,200       -266          7      4,048      1,708       -563      1,912     -1,496          0      2,482        520
 
Percent of Open Interest Represented by Each Category of Trader
      46.6        7.8        0.2        1.3       29.0        0.7       21.2       31.9        0.9        9.9        8.6        0.2       19.1       20.7
 
Number of Traders in Each Category                                    Total Traders:        86
        11          8          4          .          7          .         27         21          7          .          7          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    41,471
Positions
    13,732     22,289     13,234         13          0        155      6,686        100      3,183      1,651          0      2,184        633        326
 
Changes from:       October 15, 2013                                 Total Change is:       351
         0        880          0         13       -316         32        347       -173          0          0          0          0        -41        -72
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       53.7       31.9        0.0        0.0        0.4       16.1        0.2        7.7        4.0        0.0        5.3        1.5        0.8
 
Number of Traders in Each Category                                    Total Traders:        22
         4         11          9          .          0          .          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   115,334
Positions
    40,358     49,901         80     38,233        580        160     19,332     53,990      1,533      8,985      6,494          0      6,653      2,596
 
Changes from:       October 15, 2013                                 Total Change is:     9,020
     1,871      1,425         80     -1,350         -1          1      7,244      5,513        443          7      1,737          0        724       -178
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       43.3        0.1       33.1        0.5        0.1       16.8       46.8        1.3        7.8        5.6        0.0        5.8        2.3
 
Number of Traders in Each Category                                    Total Traders:        87
         5         10          .          4          .          .         28         22          5          9          6          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,336
Positions
     1,473     16,428          1      1,057        207          0     19,713      8,449          5        739        481          0      4,348      1,765
 
Changes from:       October 15, 2013                                 Total Change is:     2,728
        28      1,116          1        454          0          0      1,768      1,451        -10         36        169          0        451          1
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       60.1        0.0        3.9        0.8        0.0       72.1       30.9        0.0        2.7        1.8        0.0       15.9        6.5
 
Number of Traders in Each Category                                    Total Traders:        62
         .          9          .          4          .          0         26         12          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    65,178
Positions
    14,786     39,284      4,369      6,561      2,373        641     17,602      4,374      5,879      5,368      1,185        534      9,441      6,541
 
Changes from:       October 15, 2013                                 Total Change is:     3,413
       170      2,917        676        184      1,451        145      1,534     -3,237        279        -27        273        315        138        596
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       60.3        6.7       10.1        3.6        1.0       27.0        6.7        9.0        8.2        1.8        0.8       14.5       10.0
 
Number of Traders in Each Category                                    Total Traders:       103
        22         11          4          7          4          .         22         17          8         10          7          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    12,597
Positions
     6,859      7,079          0      1,300          0          0      1,463      4,718          0      1,399        322          0      1,576        478
 
Changes from:       October 15, 2013                                 Total Change is:     1,038
     1,200        649          0          0          0          0        -15        348          0          0          0          0       -147         41
 
Percent of Open Interest Represented by Each Category of Trader
      54.4       56.2        0.0       10.3        0.0        0.0       11.6       37.5        0.0       11.1        2.6        0.0       12.5        3.8
 
Number of Traders in Each Category                                    Total Traders:        20
         5          4          0          .          0          0          4          .          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   105,162
Positions
    24,053     72,608        538     10,521      4,746      1,282     43,999     11,033         36      8,606      2,395        398     15,729     12,126
 
Changes from:       October 15, 2013                                 Total Change is:     4,749
      -746      5,849         37        368      2,902        290      3,766     -6,501       -112        571      1,169          6        569      1,109
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       69.0        0.5       10.0        4.5        1.2       41.8       10.5        0.0        8.2        2.3        0.4       15.0       11.5
 
Number of Traders in Each Category                                    Total Traders:        97
        20         11          .          6          4          .         21         20          .          8          7          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   708,537
Positions
    33,444    212,283     20,255    306,930    116,067     44,216    107,411    147,913     33,891     46,476     43,093      7,809    108,107     83,012
 
Changes from:       October 15, 2013                                 Total Change is:    13,460
     1,257       -523      5,822     10,136     -2,711     -1,156      1,475      1,906      5,408     -2,473       -804      2,643     -9,653      2,875
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       30.0        2.9       43.3       16.4        6.2       15.2       20.9        4.8        6.6        6.1        1.1       15.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       541
        35         38         27        106         59         66         98        101         63         53         51         15
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   161,973
Positions
    10,184     65,885      3,049     67,049     25,258        953     12,394     22,051        672     15,792      6,845      1,077     50,803     36,183
 
Changes from:       October 15, 2013                                 Total Change is:     4,950
     1,831      3,788        751        622          1        -60        553      6,876       -148      1,887     -1,200         80       -566     -5,138
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       40.7        1.9       41.4       15.6        0.6        7.7       13.6        0.4        9.7        4.2        0.7       31.4       22.3
 
Number of Traders in Each Category                                    Total Traders:        84
         5         14          4         15          8          7         18         14          4          8          .          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,732,821
Positions
   163,450    779,143     38,877  1,220,183    474,821    195,538    563,340    717,566     77,837    176,024    203,842     11,054    286,518    234,143
 
Changes from:       October 15, 2013                                 Total Change is:    42,548
    11,840     -6,847     10,646     52,111     -9,019    -10,019     32,946      3,483       -555     -9,109     14,673        123    -45,435     40,063
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       28.5        1.4       44.6       17.4        7.2       20.6       26.3        2.8        6.4        7.5        0.4       10.5        8.6
 
Number of Traders in Each Category                                    Total Traders:       528
        37         36         21        100         58         58         96        100         53         49         52         12
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   107,582
Positions
     2,825     54,588         87     57,650     38,026      2,699     30,765      5,603        658        941      2,616          0     11,957      3,305
 
Changes from:       October 15, 2013                                 Total Change is:      -804
       246      2,779         15         34     -2,821       -223        563       -593        -20     -1,217         -2          0       -202         61
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       50.7        0.1       53.6       35.3        2.5       28.6        5.2        0.6        0.9        2.4        0.0       11.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        90
         4         15          .         34         11         13         15          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    73,457
Positions
     1,667     56,136        157     35,911      4,387        728     26,941      5,011        188      2,058      2,391         11      5,795      4,448
 
Changes from:       October 15, 2013                                 Total Change is:      -522
       -53     -2,463         41      1,493       -101         20     -1,830        -26        127        153        637        -47       -425      1,290
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       76.4        0.2       48.9        6.0        1.0       36.7        6.8        0.3        2.8        3.3        0.0        7.9        6.1
 
Number of Traders in Each Category                                    Total Traders:       213
        17         22          6         34         16          7         65         25         11         17         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   367,286
Positions
     8,336    280,679        784    179,557     21,934      3,640    134,707     25,057        942     10,289     11,955         55     28,976     22,240
 
Changes from:       October 15, 2013                                 Total Change is:    -2,610
      -265    -12,315        207      7,466       -506         98     -9,152       -129        634        765      3,186       -236     -2,127      6,451
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       76.4        0.2       48.9        6.0        1.0       36.7        6.8        0.3        2.8        3.3        0.0        7.9        6.1
 
Number of Traders in Each Category                                    Total Traders:       213
        17         22          6         34         16          7         65         25         11         17         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   337,002
Positions
    64,815    100,223     15,265    144,046     89,004     19,456     61,211     85,143      7,347      6,044      7,872        303     18,515     12,389
 
Changes from:       October 15, 2013                                 Total Change is:     6,110
       788      2,353        307     10,651     -1,171       -159      2,420      5,015       -394     -1,712      1,127         71     -5,862     -1,039
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       29.7        4.5       42.7       26.4        5.8       18.2       25.3        2.2        1.8        2.3        0.1        5.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       261
        19         17          .         55         35         23         55         52         14         14         14          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    66,746
Positions
     3,230     43,943          0     27,707        668        381     19,616     14,396          0      6,162      1,459          0      9,650      5,899
 
Changes from:       October 15, 2013                                 Total Change is:     1,522
       296        970         -2       -331          0          0      1,554      1,327          0        788       -720          0       -783        -53
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       65.8        0.0       41.5        1.0        0.6       29.4       21.6        0.0        9.2        2.2        0.0       14.5        8.8
 
Number of Traders in Each Category                                    Total Traders:        77
         6          9          0         19          .          .         19         12          0          9          .          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    78,890
Positions
    25,553      3,123        933     12,959        759        508     21,839      7,106        653      6,253      1,526        400      9,792     63,882
 
Changes from:       October 15, 2013                                 Total Change is:     5,359
       882       -156        -55        651        -65         -3      3,305      2,511       -609        373        -57          0        815      3,793
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        4.0        1.2       16.4        1.0        0.6       27.7        9.0        0.8        7.9        1.9        0.5       12.4       81.0
 
Number of Traders in Each Category                                    Total Traders:        94
        22          7          4         12          .          .         28         11          5         10          .          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    80,441
Positions
     1,901     44,455      1,608     35,619     19,584      3,306     27,115      4,119      3,901        808      1,151          0      6,183      2,317
 
Changes from:       October 15, 2013                                 Total Change is:     1,244
       -87        515         48      1,182        436       -154        174        -37        -15        246        406          0       -150         45
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       55.3        2.0       44.3       24.3        4.1       33.7        5.1        4.8        1.0        1.4        0.0        7.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        88
         4         14          .         32         15         12         14          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   267,747
Positions
    11,586    142,179      4,356    112,109     20,793     34,862     51,736     50,793      1,186     37,660      8,434        567     13,685      4,577
 
Changes from:       October 15, 2013                                 Total Change is:      -978
    -5,087      1,218       -251      1,045        436      2,161        497     -1,977         -9      1,897        193         18     -1,249     -2,767
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       53.1        1.6       41.9        7.8       13.0       19.3       19.0        0.4       14.1        3.1        0.2        5.1        1.7
 
Number of Traders in Each Category                                    Total Traders:       181
        16         22          6         55         19         22         30         15          9         19          5          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   657,904
Positions
     8,559     98,472      1,165    266,605    114,676    114,965     76,758     89,189     15,936     16,395     48,639      8,200    149,321    166,662
 
Changes from:       October 15, 2013                                 Total Change is:    26,224
     1,489       -907     -3,716     -2,014     13,179        829     -3,375     15,484      7,043      2,364     -2,281      2,660     20,944     -6,067
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       15.0        0.2       40.5       17.4       17.5       11.7       13.6        2.4        2.5        7.4        1.2       22.7       25.3
 
Number of Traders in Each Category                                    Total Traders:       163
         4         20          .         34         36         33         18         33         17          6         12          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   411,492
Positions
     8,616    106,958      1,074    232,308     20,156     52,432     16,016    136,046      2,406     17,299     11,213          0     81,341     81,207
 
Changes from:       October 15, 2013                                 Total Change is:       458
     1,542    -14,971        533     -5,989      1,106     -2,103      2,073      4,293        915     -1,553       -403          0      5,040     11,088
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       26.0        0.3       56.5        4.9       12.7        3.9       33.1        0.6        4.2        2.7        0.0       19.8       19.7
 
Number of Traders in Each Category                                    Total Traders:        80
         .         13          5         33          6         17          .         15          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   928,366
Positions
   104,012    102,567     12,960    289,461    290,606     56,892    272,015    241,838     28,685     31,245     66,706     24,850    108,246    103,262
 
Changes from:       October 15, 2013                                 Total Change is:     1,927
    -5,820     -1,930        553    -18,834      7,799     -7,533     33,190      9,363      1,225    -11,191     -7,008       -228     10,565       -314
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       11.0        1.4       31.2       31.3        6.1       29.3       26.0        3.1        3.4        7.2        2.7       11.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       214
        15         21          6         35         33         31         41         33         22         13         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    34,870
Positions
     7,646     15,776      2,865      1,900          0        200     15,096      8,703      5,814          0        120      1,286         63        106
 
Changes from:       October 15, 2013                                 Total Change is:     2,017
     4,618     -2,241         77       -427          0          0     -3,528      2,766        498          0         95        749         30         73
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       45.2        8.2        5.4        0.0        0.6       43.3       25.0       16.7        0.0        0.3        3.7        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        39
         6         10          7          .          0          .          9         11          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 2,187,365
Positions
   229,207    143,500     34,708    667,593    720,242    331,463    499,393    265,544     58,018     54,197    190,958     27,309    285,477    415,623
 
Changes from:       October 15, 2013                                 Total Change is:   108,280
    62,744    -23,996      3,876        769     14,667     22,026    -19,612     54,180     -5,172     -3,849     50,338      5,065     42,433    -12,704
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        6.6        1.6       30.5       32.9       15.2       22.8       12.1        2.7        2.5        8.7        1.2       13.1       19.0
 
Number of Traders in Each Category                                    Total Traders:       325
        30         28          9         28         70         53         49         61         49         16         42          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,734,258
Positions
   187,137    156,547     15,428    601,095    484,585    168,767    433,722    403,303     21,823     75,837    180,794      8,574    221,875    294,437
 
Changes from:       October 15, 2013                                 Total Change is:   -11,886
     3,751      4,852        551    -22,553     -3,610      6,429    -20,276     -4,314      5,359      3,195    -12,162      2,185      9,473    -11,176
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        9.0        0.9       34.7       27.9        9.7       25.0       23.3        1.3        4.4       10.4        0.5       12.8       17.0
 
Number of Traders in Each Category                                    Total Traders:       242
        15         33          5         27         47         34         28         55         18         10         27          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   302,330
Positions
   100,994     79,691     90,693        729          0      2,043     26,001     23,714     41,589          0     12,893     15,923     24,358     35,784
 
Changes from:       October 15, 2013                                 Total Change is:      -898
     9,402      3,926     -6,890        -83          0          0       -588      2,654      5,225       -252      1,113     -2,039     -5,673     -4,887
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       26.4       30.0        0.2        0.0        0.7        8.6        7.8       13.8        0.0        4.3        5.3        8.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        65
        15         19         25          .          0          .          8         12         15          0          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,563,305
Positions
 1,224,940  2,501,672  1,953,658  1,945,414    667,245    141,264    874,752    648,641  1,871,006    318,681    371,254    373,528    860,062  1,035,037
 
Changes from:       October 15, 2013                                 Total Change is:   205,585
    32,101    -26,019     34,187     42,969     60,407     -5,275    -53,367     43,375     41,817     17,263     13,433     61,798     34,092    -18,138
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       26.2       20.4       20.3        7.0        1.5        9.1        6.8       19.6        3.3        3.9        3.9        9.0       10.8
 
Number of Traders in Each Category                                    Total Traders:       263
        23         59         78          9         13         19         47         56         83         18         23         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    40,091
Positions
    29,854        709          0        150      6,513      9,036      1,010     15,136          0          0      8,595          0         41        102
 
Changes from:       October 15, 2013                                 Total Change is:    -1,487
      -579     -1,592          0        110       -295        -22       -972         94          0          0        311          0        -24         17
 
Percent of Open Interest Represented by Each Category of Trader
      74.5        1.8        0.0        0.4       16.2       22.5        2.5       37.8        0.0        0.0       21.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        42
         8          4          0          .          8          .          .         10          0          0          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    19,406
Positions
    18,553         37        583          0      5,663         26        212      2,877          0          0     10,168          0         32         52
 
Changes from:       October 15, 2013                                 Total Change is:     1,822
     2,069       -290         83        -40        767          0       -315        705          0          0        561          0         25         -4
 
Percent of Open Interest Represented by Each Category of Trader
      95.6        0.2        3.0        0.0       29.2        0.1        1.1       14.8        0.0        0.0       52.4        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         8          .          .          0          8          .          .          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    54,206
Positions
    10,797      9,624        793      4,581      5,819        274     20,755     30,961      1,136      9,143      2,626          0      6,727      2,973
 
Changes from:       October 15, 2013                                 Total Change is:     3,989
      -117          0          0       -548        653          6      4,076      2,444        153        994        662          0       -575         71
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       17.8        1.5        8.5       10.7        0.5       38.3       57.1        2.1       16.9        4.8        0.0       12.4        5.5
 
Number of Traders in Each Category                                    Total Traders:       146
         6          .          .          6          6          .         27         35          9         50         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   350,915
Positions
    93,665     35,309     38,669     42,327     17,356     17,196     41,081    107,699     48,840      2,231     13,184     47,021     19,885     25,641
 
Changes from:       October 15, 2013                                 Total Change is:   -11,285
   -17,716      5,784     -6,601      8,392      2,260      3,600     18,223    -11,217     -7,012     -5,195      3,897     -3,010     -1,966      1,014
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       10.1       11.0       12.1        4.9        4.9       11.7       30.7       13.9        0.6        3.8       13.4        5.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       173
        21         11         24         10         12         10         33         45         50         10         22         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,767
Positions
     1,165      1,405          0      1,958          0         32      2,781      4,307        782          0        106          0         49        135
 
Changes from:       October 15, 2013                                 Total Change is:      -102
       200          0          0        277          0        -18       -558        -88          0          0          0          0         -3          4
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       20.8        0.0       28.9        0.0        0.5       41.1       63.6       11.6        0.0        1.6        0.0        0.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          8          0          .          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated November 1, 2013