`Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   105,303
Positions
    36,869     12,781      1,661     15,801     19,334        129     17,683     28,257      4,503      6,316      6,750        972     21,369     30,916
 
Changes from:       August 6, 2013                                   Total Change is:    -1,484
    -1,358       -267        306       -122        241         -8         96     -2,679          8     -1,468        734        132        930         49
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       12.1        1.6       15.0       18.4        0.1       16.8       26.8        4.3        6.0        6.4        0.9       20.3       29.4
 
Number of Traders in Each Category                                    Total Traders:        80
         9          6          .          5          7          .         16         19          8         12          5          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,584
Positions
     9,716     14,341        541          0      2,291          0     14,196      6,640        485        505      1,621          0     12,141     11,665
 
Changes from:       August 6, 2013                                   Total Change is:     2,642
    -1,316      1,531        487          0        114          0      1,692         68          6        505          0          0      1,268        436
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       38.2        1.4        0.0        6.1        0.0       37.8       17.7        1.3        1.3        4.3        0.0       32.3       31.0
 
Number of Traders in Each Category                                    Total Traders:        37
         6          8          4          0          4          0         11          6          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   145,126
Positions
    71,587      5,865      1,421     14,992     28,437        531     21,921     63,443      5,887      8,552     10,008        616     19,619     28,918
 
Changes from:       August 6, 2013                                   Total Change is:      -261
    -1,835       -404        177        454       -175         42        -66       -266        411        148        410        111        297       -567
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        4.0        1.0       10.3       19.6        0.4       15.1       43.7        4.1        5.9        6.9        0.4       13.5       19.9
 
Number of Traders in Each Category                                    Total Traders:       103
        10          8          .          8         15          5         21         27         10          4         10          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   159,496
Positions
    85,433      8,808         64     25,383     15,087      2,608     22,560     76,572      2,899      4,033     11,365        593     15,923     41,500
 
Changes from:       August 6, 2013                                   Total Change is:   -12,563
   -11,897       -877       -342       -171     -1,227        596     -1,993     -9,312         61        349       -248        442        392     -1,656
 
Percent of Open Interest Represented by Each Category of Trader
      53.6        5.5        0.0       15.9        9.5        1.6       14.1       48.0        1.8        2.5        7.1        0.4       10.0       26.0
 
Number of Traders in Each Category                                    Total Traders:       116
        12         10          .          7         14          .         22         35         12          4         12          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   225,665
Positions
    34,945     25,316      4,007     36,530     62,900      4,822     71,187     49,934      4,111     23,185     13,564      1,738     45,140     59,273
 
Changes from:       August 6, 2013                                   Total Change is:    -3,061
    -6,454     -1,747        885     -1,180      3,228         22      5,897     -6,787         70        304        103       -418     -2,187      1,583
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       11.2        1.8       16.2       27.9        2.1       31.5       22.1        1.8       10.3        6.0        0.8       20.0       26.3
 
Number of Traders in Each Category                                    Total Traders:       171
        18         12          9         14         23         12         30         39         11         16         19          4
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Traders in Financial Futures - Futures Only Positions as of August 13, 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   184,822
Positions
   119,960     19,586        261        589     39,638      1,042     38,724     74,130      1,515      5,316     11,179      1,485     15,930     35,986
 
Changes from:       August 6, 2013                                   Total Change is:   -17,063
   -10,832      7,792     -1,223        -30       -711         27     -4,718    -16,459        432       -103       -904        517     -1,133     -6,534
 
Percent of Open Interest Represented by Each Category of Trader
      64.9       10.6        0.1        0.3       21.4        0.6       21.0       40.1        0.8        2.9        6.0        0.8        8.6       19.5
 
Number of Traders in Each Category                                    Total Traders:        92
        11          9          7          .          9          .         21         27          9          4         10          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,097
Positions
    15,826     20,356     12,704          0      1,471          0      5,653        841      3,328      1,379          0      2,855        352        542
 
Changes from:       August 6, 2013                                   Total Change is:      -772
      -143       -224          0          0       -144          0       -665       -389          0          0          0          0         36        -15
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       48.4       30.2        0.0        3.5        0.0       13.4        2.0        7.9        3.3        0.0        6.8        0.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         11          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    99,846
Positions
    21,222     32,541        706      1,920        827          0     59,177     54,776        977      9,298      8,087          0      6,546      1,932
 
Changes from:       August 6, 2013                                   Total Change is:     5,571
       385      4,327       -140       -851          0          0      6,186      1,288         18        -54       -114          0         27        192
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       32.6        0.7        1.9        0.8        0.0       59.3       54.9        1.0        9.3        8.1        0.0        6.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        96
         7          9          .          .          .          0         38         18          5         11          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    22,890
Positions
     8,734     12,907      3,060        154      1,575          0        749      1,127         61      9,347      3,055          0        785      1,105
 
Changes from:       August 6, 2013                                   Total Change is:      -854
       -12       -731          0       -755         -9          0         -2         66        -20          0       -116          0        -65        -44
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       56.4       13.4        0.7        6.9        0.0        3.3        4.9        0.3       40.8       13.3        0.0        3.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        21
         5          4          .          .          .          0          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    11,976
Positions
     3,024      1,812          0        146        365          0      5,457      6,553        183        730        312          0      2,436      2,751
 
Changes from:       August 6, 2013                                   Total Change is:       404
    -1,910      1,062          0          0         -7          0      2,234        212        -21       -229       -258          0        330       -584
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       15.1        0.0        1.2        3.0        0.0       45.6       54.7        1.5        6.1        2.6        0.0       20.3       23.0
 
Number of Traders in Each Category                                    Total Traders:        51
         4          7          0          .          .          0         12         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,624
Positions
     9,023     49,416        219      5,837        552        444     32,610      5,034        233      4,837        843         84     10,339      6,800
 
Changes from:       August 6, 2013                                   Total Change is:     2,283
      -500      3,312         -9        -55        111         21      1,127       -962        -59         29        380          0      1,730       -510
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       77.7        0.3        9.2        0.9        0.7       51.3        7.9        0.4        7.6        1.3        0.1       16.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        15         15          .          7          .          .         35          9          6         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   127,247
Positions
    18,045     98,832        437     11,673      1,103        888     65,219     10,068        466      9,674      1,685        168     20,677     13,600
 
Changes from:       August 6, 2013                                   Total Change is:     4,566
    -1,000      6,624        -18       -110        221         41      2,254     -1,924       -118         58        759          0      3,459     -1,019
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       77.7        0.3        9.2        0.9        0.7       51.3        7.9        0.4        7.6        1.3        0.1       16.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        15         15          .          7          .          .         35          9          6         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   738,273
Positions
    22,800    191,335     22,052    336,626    129,284     44,359     95,409    175,715     33,999     57,845     45,832      5,374    119,809     90,323
 
Changes from:       August 6, 2013                                   Total Change is:     6,131
       968    -13,791      4,180     -6,982        582        675        173      4,012      2,890        490      3,230       -548      4,285      4,899
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       25.9        3.0       45.6       17.5        6.0       12.9       23.8        4.6        7.8        6.2        0.7       16.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       558
        29         44         21        110         58         60         93        109         68         53         60         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   162,988
Positions
    13,068     51,212      2,232     70,903     28,513        936     10,113     23,021        679     11,661     10,023      1,448     51,948     44,924
 
Changes from:       August 6, 2013                                   Total Change is:      -187
     5,068     -5,943        852     -2,751     -1,771       -149       -629      1,186        163         18       -262        -10     -2,749      5,747
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       31.4        1.4       43.5       17.5        0.6        6.2       14.1        0.4        7.2        6.1        0.9       31.9       27.6
 
Number of Traders in Each Category                                    Total Traders:        93
         9         10          8         16          7          7         18         19          6          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 2,876,427
Positions
   103,128    755,084     44,630  1,348,028    523,267    197,706    481,953    818,942    111,125    236,911    185,037     13,641    339,305    226,995
 
Changes from:       August 6, 2013                                   Total Change is:    31,591
    -1,005    -19,744     -2,855    -20,839     12,084      3,805      1,859     11,981     15,788      1,908     17,010     -2,238     35,168     -4,240
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       26.3        1.6       46.9       18.2        6.9       16.8       28.5        3.9        8.2        6.4        0.5       11.8        7.9
 
Number of Traders in Each Category                                    Total Traders:       539
        28         43         18        103         57         55         88        110         59         53         56         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   122,050
Positions
     3,003     66,135        151     72,010     41,594      2,242     31,883      6,154        787      1,000      1,778          0     10,974      3,209
 
Changes from:       August 6, 2013                                   Total Change is:       164
        13      1,494          3       -771        538       -304        692       -988       -429        -67         -5          0      1,027       -145
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       54.2        0.1       59.0       34.1        1.8       26.1        5.0        0.6        0.8        1.5        0.0        9.0        2.6
 
Number of Traders in Each Category                                    Total Traders:       101
         4         17          .         39         12         14         17          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    83,801
Positions
     1,786     60,885        400     38,181      4,273        617     33,672      8,398        267      2,472      4,491         49      6,355      4,420
 
Changes from:       August 6, 2013                                   Total Change is:     2,631
       355      2,868        -23      2,787          2       -264       -891        490        186         97        -34         -6        391       -586
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       72.7        0.5       45.6        5.1        0.7       40.2       10.0        0.3        3.0        5.4        0.1        7.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       231
        17         27          4         32         17          8         79         26          8         20         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   419,004
Positions
     8,932    304,425      2,002    190,907     21,365      3,083    168,362     41,991      1,336     12,361     22,457        246     31,775     22,099
 
Changes from:       August 6, 2013                                   Total Change is:    13,153
     1,775     14,338       -116     13,934          8     -1,321     -4,454      2,448        928        485       -169        -31      1,953     -2,932
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       72.7        0.5       45.6        5.1        0.7       40.2       10.0        0.3        3.0        5.4        0.1        7.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       231
        17         27          4         32         17          8         79         26          8         20         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   359,201
Positions
    59,291    101,682     10,442    143,902    129,728     22,806     83,850     63,256      7,804      6,591      7,186          0     24,515     16,297
 
Changes from:       August 6, 2013                                   Total Change is:     1,287
      -953      1,589         17     -4,443       -640      1,641      3,237     -2,068        452       -184      1,531       -228      1,748     -1,007
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       28.3        2.9       40.1       36.1        6.3       23.3       17.6        2.2        1.8        2.0        0.0        6.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       245
        15         19          .         58         30         22         52         45         13         15         11          0
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Traders in Financial Futures - Futures Only Positions as of August 13, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    59,180
Positions
     3,545     40,811          0     24,562          0        471     12,836     12,518          0      4,809        228          0     12,957      5,152
 
Changes from:       August 6, 2013                                   Total Change is:       508
    -1,913       -535       -203        577        -60       -114     -1,184        699          0        805       -172       -150      2,690      1,043
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       69.0        0.0       41.5        0.0        0.8       21.7       21.2        0.0        8.1        0.4        0.0       21.9        8.7
 
Number of Traders in Each Category                                    Total Traders:        63
         .          8          0         20          0          .         15         10          0          6          .          0
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Traders in Financial Futures - Futures Only Positions as of August 13, 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    68,464
Positions
    18,710     10,010        996     13,144     10,871        762     15,719      2,509      2,351      4,146      2,321          0     12,636     38,644
 
Changes from:       August 6, 2013                                   Total Change is:     3,999
    -2,052        409        179       -719      9,266        439      1,826     -1,320        676        377        661          0      3,273     -6,311
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       14.6        1.5       19.2       15.9        1.1       23.0        3.7        3.4        6.1        3.4        0.0       18.5       56.4
 
Number of Traders in Each Category                                    Total Traders:        79
        18          9          .          9          4          .         20          8          6          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    83,948
Positions
     1,619     40,542      2,248     36,781     22,324      3,827     27,821      7,242      3,754        289      1,211          0      7,609      2,800
 
Changes from:       August 6, 2013                                   Total Change is:     2,186
       -15      2,151          0      1,464        864       -495      1,403     -1,378        143       -416        320          0        102        581
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       48.3        2.7       43.8       26.6        4.6       33.1        8.6        4.5        0.3        1.4        0.0        9.1        3.3
 
Number of Traders in Each Category                                    Total Traders:        80
         .         10          .         28         18         11         13          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   226,281
Positions
    17,716    109,505      3,317    100,304     31,164     30,959     42,531     28,683      2,034     13,094     12,247        952     15,374      7,420
 
Changes from:       August 6, 2013                                   Total Change is:     3,141
     1,320      5,137       -637        335      1,949     -1,675      2,068       -273       -173        -95     -2,315        344      1,654        784
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       48.4        1.5       44.3       13.8       13.7       18.8       12.7        0.9        5.8        5.4        0.4        6.8        3.3
 
Number of Traders in Each Category                                    Total Traders:       159
        13         23          5         41         21         20         21         17         10         16          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   592,893
Positions
    10,402     82,594      3,614    260,286     91,018     88,293     74,997     79,789     10,731     17,734     51,219        314    126,522    185,321
 
Changes from:       August 6, 2013                                   Total Change is:     9,560
    -3,309     16,390     -3,080     11,531    -11,535     -3,595      5,460      4,794      3,681       -513     -1,834          0       -615      4,739
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       13.9        0.6       43.9       15.4       14.9       12.6       13.5        1.8        3.0        8.6        0.1       21.3       31.3
 
Number of Traders in Each Category                                    Total Traders:       163
         4         25          5         33         31         31         20         35         22          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   385,131
Positions
     3,582    102,604        505    248,029     23,911     37,770     13,922    136,215      1,135      8,456      8,068          0     71,732     74,923
 
Changes from:       August 6, 2013                                   Total Change is:     1,498
     1,550      5,404        456       -239    -16,530     -1,099         66     14,392        -72          0      3,443          0        836     -4,496
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       26.6        0.1       64.4        6.2        9.8        3.6       35.4        0.3        2.2        2.1        0.0       18.6       19.5
 
Number of Traders in Each Category                                    Total Traders:        72
         .         10          4         32         11         18          .         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   865,723
Positions
   102,409     83,458      4,357    244,553    308,988     61,096    253,047    199,258     22,235     45,070     53,670     30,398    102,558    102,263
 
Changes from:       August 6, 2013                                   Total Change is:    19,611
     5,143     -8,150     -1,517      7,352      8,794     -2,128     -1,813      5,959      7,358      3,976      3,550         73      1,167      5,672
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        9.6        0.5       28.2       35.7        7.1       29.2       23.0        2.6        5.2        6.2        3.5       11.8       11.8
 
Number of Traders in Each Category                                    Total Traders:       202
        12         21          6         34         28         32         37         33         28         16         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    40,863
Positions
    13,541     14,978      7,733        770          0          0      7,967      7,227     10,309          0         26        519         24         71
 
Changes from:       August 6, 2013                                   Total Change is:     9,632
     2,889      1,907      1,710          0          0          0     -1,101       -167      6,337          0         26       -186        -17          5
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       36.7       18.9        1.9        0.0        0.0       19.5       17.7       25.2        0.0        0.1        1.3        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
        10          8          8          .          0          0         10          9          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 2,332,731
Positions
   197,872    140,560     63,061    554,330    961,079    269,444    845,678    224,547     72,617     87,107    133,399     32,598    210,024    435,426
 
Changes from:       August 6, 2013                                   Total Change is:   -10,344
    34,900    -30,554     -9,558    -60,551     43,217    -34,947     41,230     20,722     17,189     23,412    -17,707     -3,614    -18,405      4,908
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        6.0        2.7       23.8       41.2       11.6       36.3        9.6        3.1        3.7        5.7        1.4        9.0       18.7
 
Number of Traders in Each Category                                    Total Traders:       319
        27         34         25         20         77         54         60         52         59         22         27          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 1,632,710
Positions
   205,761     83,170     27,407    452,020    478,951    152,146    440,546    330,233     65,884    103,034    158,029     18,114    167,798    318,776
 
Changes from:       August 6, 2013                                   Total Change is:       858
   -54,509      5,675     11,898     19,220    -26,440      3,512     46,929    -23,595     11,143    -26,474     -7,751        530    -11,391     25,886
 
Percent of Open Interest Represented by Each Category of Trader
      12.6        5.1        1.7       27.7       29.3        9.3       27.0       20.2        4.0        6.3        9.7        1.1       10.3       19.5
 
Number of Traders in Each Category                                    Total Traders:       225
        21         15         11         32         42         35         40         45         33         10         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   283,056
Positions
    66,240     75,728     99,254      1,029          0      2,043     38,864     15,862     32,460         76      5,268     10,552     32,538     41,889
 
Changes from:       August 6, 2013                                   Total Change is:    10,315
        66      7,260      4,672          0          0          0      3,761     -1,034        131         76       -122         17      1,592       -609
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       26.8       35.1        0.4        0.0        0.7       13.7        5.6       11.5        0.0        1.9        3.7       11.5       14.8
 
Number of Traders in Each Category                                    Total Traders:        56
        12         18         20          .          0          .          9          9         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,222,942
Positions
 2,021,851  2,286,706  1,620,192  1,099,834    869,287    205,104  1,006,185    720,240  1,835,003    346,217    296,084    284,633    803,923  1,105,693
 
Changes from:       August 6, 2013                                   Total Change is:   149,003
   104,240    -34,305     -2,595     28,427      3,902      7,494    -71,366     69,198     91,921     23,453     25,653     -1,477    -31,094    -10,788
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       24.8       17.6       11.9        9.4        2.2       10.9        7.8       19.9        3.8        3.2        3.1        8.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       241
        27         43         68         12          9         17         51         45         85         19         14         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    34,358
Positions
    32,395        865          0        130     10,300         15      1,704     14,351         16         49      8,748          0         49         63
 
Changes from:       August 6, 2013                                   Total Change is:     1,625
     2,229          0          0         60      1,375         -2       -652        259          0          0          3          0        -10        -10
 
Percent of Open Interest Represented by Each Category of Trader
      94.3        2.5        0.0        0.4       30.0        0.0        5.0       41.8        0.0        0.1       25.5        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         8          .          0          .          6          .          .          7          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    17,448
Positions
    15,919        283          0          0      5,801          0        444      3,311          0        995      7,998          0         90         55
 
Changes from:       August 6, 2013                                   Total Change is:        67
        79     -2,109        -12          0      2,106          0        -80         62          0          0          0          0         80         20
 
Percent of Open Interest Represented by Each Category of Trader
      91.2        1.6        0.0        0.0       33.2        0.0        2.5       19.0        0.0        5.7       45.8        0.0        0.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          0          6          0          .          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    74,194
Positions
    12,061     28,783        807      5,036      3,106        309     27,515     35,739      1,482     18,333      1,535        118      8,533      2,315
 
Changes from:       August 6, 2013                                   Total Change is:     6,853
       -11         54          0     -1,252      2,469         92      6,941      2,695        699        175        569         36        173        239
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       38.8        1.1        6.8        4.2        0.4       37.1       48.2        2.0       24.7        2.1        0.2       11.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       139
         7          .          .          8          4          .         29         15          6         64         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   441,586
Positions
   150,593      6,403     41,009     49,683     21,123     12,480     56,027    224,048     49,114      6,861     11,350     48,331     27,488     27,728
 
Changes from:       August 6, 2013                                   Total Change is:    39,041
    15,944       -690      3,773     -3,627     -1,815         15      6,062     27,182      1,690      3,118     -2,522      8,610      3,456      2,798
 
Percent of Open Interest Represented by Each Category of Trader
      34.1        1.5        9.3       11.3        4.8        2.8       12.7       50.7       11.1        1.6        2.6       10.9        6.2        6.3
 
Number of Traders in Each Category                                    Total Traders:       182
        24          9         23          7         13         11         35         50         49         15         20         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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     6,615
Positions
     1,548        465          0      1,633         99        486      1,932      4,773        782        202          0          0         32         10
 
Changes from:       August 6, 2013                                   Total Change is:         8
       208       -132          0        -43         99       -208         68        328          0          2        -73          0        -19         -6
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        7.0        0.0       24.7        1.5        7.3       29.2       72.2       11.8        3.1        0.0        0.0        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,054
Positions
     1,152      7,645          0      6,416          0          0      1,040      1,308        633          0          0          0        813        468
 
Changes from:       August 6, 2013                                   Total Change is:      -167
         1          0          0         15          0          0       -633       -876        566          0          0          0       -116        143
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       76.0        0.0       63.8        0.0        0.0       10.3       13.0        6.3        0.0        0.0        0.0        8.1        4.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          5          .          .          0          0          0
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Updated August 16, 2013