`Traders in Financial Futures - Futures Only Positions as of May 21, 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   141,531
Positions
    62,749     13,826      1,057     16,880     19,217        156     22,633     63,325      5,477      6,792      2,410        486     25,301     35,577
 
Changes from:       May 14, 2013                                     Total Change is:      -951
     3,639       -715        152       -718        108        -51      1,636     -9,815      1,037        822        222        460     -7,928      7,651
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        9.8        0.7       11.9       13.6        0.1       16.0       44.7        3.9        4.8        1.7        0.3       17.9       25.1
 
Number of Traders in Each Category                                    Total Traders:        79
         8          8          6          6          .          4         15         28          9          8          .          4
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Traders in Financial Futures - Futures Only Positions as of May 21, 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    65,146
Positions
    42,226     11,839        761          0      1,544          0     10,051     25,352        320      4,310      1,621          0      7,478     23,709
 
Changes from:       May 14, 2013                                     Total Change is:     7,062
     6,744        -39        282          0        232          0       -729      3,192         28      1,031          0          0       -294      3,367
 
Percent of Open Interest Represented by Each Category of Trader
      64.8       18.2        1.2        0.0        2.4        0.0       15.4       38.9        0.5        6.6        2.5        0.0       11.5       36.4
 
Number of Traders in Each Category                                    Total Traders:        48
         8          7          .          0          .          0         11         16          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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   211,098
Positions
   107,718     10,078      3,026     17,989     30,169        180     34,659    110,407      3,631     28,078     10,768         33     15,784     42,806
 
Changes from:       May 14, 2013                                     Total Change is:    13,030
    17,516     -8,839      1,610        -45      1,034         14     -3,839     19,600       -798      1,117     -4,254         23     -2,568      4,640
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        4.8        1.4        8.5       14.3        0.1       16.4       52.3        1.7       13.3        5.1        0.0        7.5       20.3
 
Number of Traders in Each Category                                    Total Traders:       108
        11          7          7          6         18          .         17         34         11          5         10          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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   227,826
Positions
   128,097     25,721      1,200     18,404     18,570      2,220     40,054     99,040      3,742     14,271     14,049      3,321     16,517     59,963
 
Changes from:       May 14, 2013                                     Total Change is:    -1,920
     7,567       -633        636         67      1,538         26     -8,783     -1,805        397       -874        859          0       -956     -2,938
 
Percent of Open Interest Represented by Each Category of Trader
      56.2       11.3        0.5        8.1        8.2        1.0       17.6       43.5        1.6        6.3        6.2        1.5        7.2       26.3
 
Number of Traders in Each Category                                    Total Traders:       150
        10         15          .          6         21          .         22         49         14          5         22          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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   265,194
Positions
    92,070     14,230      3,441     37,082     49,155      4,420     41,601    110,377      3,824     43,846     13,640        583     38,327     65,524
 
Changes from:       May 14, 2013                                     Total Change is:    32,777
    24,315       -376        990      8,514        369       -416     -4,764     27,236       -450      6,532         96        -93     -1,851      5,421
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        5.4        1.3       14.0       18.5        1.7       15.7       41.6        1.4       16.5        5.1        0.2       14.5       24.7
 
Number of Traders in Each Category                                    Total Traders:       176
        19         14          8         16         19         11         18         55         17         16         19          6
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Traders in Financial Futures - Futures Only Positions as of May 21, 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   205,301
Positions
   106,759     28,217      2,087          0     42,538      1,094     59,641     72,750      4,349     12,023     10,210          8     19,340     44,048
 
Changes from:       May 14, 2013                                     Total Change is:    14,417
    26,478     -2,216        350          0        940       -165    -13,814      3,767        908      3,148      4,471         -6     -2,482      6,368
 
Percent of Open Interest Represented by Each Category of Trader
      52.0       13.7        1.0        0.0       20.7        0.5       29.1       35.4        2.1        5.9        5.0        0.0        9.4       21.5
 
Number of Traders in Each Category                                    Total Traders:       122
        14          9          4          0          9          .         22         47         18          8         13          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    55,253
Positions
    22,510     27,021     19,397      1,827          0          0      2,185        640      4,464      1,201          0      3,211        458        520
 
Changes from:       May 14, 2013                                     Total Change is:    -1,380
      -576       -419         -3       -419          0          0       -591       -952        160          0          0          0         49       -166
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       48.9       35.1        3.3        0.0        0.0        4.0        1.2        8.1        2.2        0.0        5.8        0.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        27
         6         10         11          .          0          0          6          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   162,789
Positions
     5,943    109,648      1,320      5,670        661         25    126,521     43,707      1,429     11,339      3,444          0     10,542      2,555
 
Changes from:       May 14, 2013                                     Total Change is:    -5,251
       327     -4,714        521     -2,378          0          6     -3,829       -974        242        659       -250          0       -799        -82
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       67.4        0.8        3.5        0.4        0.0       77.7       26.8        0.9        7.0        2.1        0.0        6.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       130
         8         12          .          9          .          .         69         12         10         12          5          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    41,971
Positions
    16,216     23,418        274      1,799      2,118          0      7,200      1,850        744     13,235     11,442      1,688        815        437
 
Changes from:       May 14, 2013                                     Total Change is:        79
        35       -146          0         35         -9          0        183        251        -19         61          0        -61       -155         63
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       55.8        0.7        4.3        5.0        0.0       17.2        4.4        1.8       31.5       27.3        4.0        1.9        1.0
 
Number of Traders in Each Category                                    Total Traders:        36
         5          8          .          .          .          0         11          4          .          4          .          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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    32,833
Positions
     5,776     17,230        406        116        419          0     22,505      6,764         13      1,097      1,273          0      2,920      6,728
 
Changes from:       May 14, 2013                                     Total Change is:    -4,487
     2,387     -5,576         90       -405         12          0     -5,103     -1,432        -76       -938       -355          0       -442      2,850
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       52.5        1.2        0.4        1.3        0.0       68.5       20.6        0.0        3.3        3.9        0.0        8.9       20.5
 
Number of Traders in Each Category                                    Total Traders:        57
         7          8          4          .          .          0         16         16          .          4          4          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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    57,531
Positions
     8,296     32,583        792      5,412         93        187     28,929     11,748        525      3,376        820          0     10,015     10,784
 
Changes from:       May 14, 2013                                     Total Change is:    -2,349
      -444       -999        129       -170       -109       -361     -2,584     -1,034        230        189       -806          0        663        601
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       56.6        1.4        9.4        0.2        0.3       50.3       20.4        0.9        5.9        1.4        0.0       17.4       18.7
 
Number of Traders in Each Category                                    Total Traders:       103
        15         19          5          7          .          .         33         14          7          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   115,061
Positions
    16,592     65,166      1,584     10,823        185        374     57,857     23,495      1,050      6,752      1,640          0     20,029     21,567
 
Changes from:       May 14, 2013                                     Total Change is:    -4,697
      -888     -1,998        257       -339       -218       -721     -5,168     -2,067        459        377     -1,611          0      1,326      1,202
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       56.6        1.4        9.4        0.2        0.3       50.3       20.4        0.9        5.9        1.4        0.0       17.4       18.7
 
Number of Traders in Each Category                                    Total Traders:       103
        15         19          5          7          .          .         33         14          7          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   860,454
Positions
    47,030    243,015     52,860    363,392    126,564     56,712    117,016    205,936     43,063     60,299     40,442      8,838    111,245     83,024
 
Changes from:       May 14, 2013                                     Total Change is:    14,206
     7,733     12,715      2,953     17,622      2,370       -167    -12,427     -1,676      4,944      1,263      2,034     -1,020     -6,696     -7,946
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       28.2        6.1       42.2       14.7        6.6       13.6       23.9        5.0        7.0        4.7        1.0       12.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       577
        35         44         25        122         57         65         97        110         81         59         51         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   192,433
Positions
    28,773     75,198      4,364     60,721     33,992      8,594     16,320     18,439      1,950     14,900     12,521      1,515     55,296     35,860
 
Changes from:       May 14, 2013                                     Total Change is:     3,738
     3,077      1,591      2,206        746      3,450       -105        858      1,159        359        -24        444        300     -3,679     -5,666
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       39.1        2.3       31.6       17.7        4.5        8.5        9.6        1.0        7.7        6.5        0.8       28.7       18.6
 
Number of Traders in Each Category                                    Total Traders:       103
        12         13          4         17         12         10         19         15          9          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,340,104
Positions
   253,771  1,001,571     79,994  1,534,526    484,029    219,418    556,447    990,454    152,597    243,070    155,684     20,538    279,743    235,819
 
Changes from:       May 14, 2013                                     Total Change is:    52,341
    28,920     61,261     -1,903     80,205     -9,578      3,868    -71,782    -19,536     28,282      6,579      8,091     -6,743    -15,085    -11,401
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       30.0        2.4       45.9       14.5        6.6       16.7       29.7        4.6        7.3        4.7        0.6        8.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       553
        35         42         20        115         52         59         93        111         71         56         47         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   112,717
Positions
     2,792     55,756         38     59,811     41,565      3,090     32,063      5,669        488        702      2,211          0     13,733      3,900
 
Changes from:       May 14, 2013                                     Total Change is:       339
        20      2,681         -6       -242     -1,591         19        496     -1,044        -14        -27         -2          0         93        296
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       49.5        0.0       53.1       36.9        2.7       28.4        5.0        0.4        0.6        2.0        0.0       12.2        3.5
 
Number of Traders in Each Category                                    Total Traders:        97
         4         16          .         37         14         12         15          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    83,665
Positions
     4,168     58,178        696     34,976      6,018        834     32,386      7,444        492      3,103      3,771        142      6,867      6,090
 
Changes from:       May 14, 2013                                     Total Change is:       970
       398      1,577         69        167       -226       -122       -362       -779         56        378        192       -365        749        566
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       69.5        0.8       41.8        7.2        1.0       38.7        8.9        0.6        3.7        4.5        0.2        8.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       228
        21         24          8         31         19          9         77         24         14         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   418,325
Positions
    20,840    290,891      3,481    174,882     30,092      4,168    161,929     37,219      2,462     15,516     18,854        710     34,337     30,448
 
Changes from:       May 14, 2013                                     Total Change is:     4,850
     1,992      7,884        347        836     -1,130       -608     -1,810     -3,894        282      1,891        962     -1,825      3,745      2,832
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       69.5        0.8       41.8        7.2        1.0       38.7        8.9        0.6        3.7        4.5        0.2        8.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       228
        21         24          8         31         19          9         77         24         14         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   368,888
Positions
    67,521     53,946      6,999    138,015    141,571     24,514     90,742    107,585      7,007      7,242      5,770         18     26,830     21,478
 
Changes from:       May 14, 2013                                     Total Change is:    -3,794
    -4,566      3,802      1,957        189     -1,350        177     -2,825     -5,989       -913        491     -2,660        -14      1,710      1,196
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       14.6        1.9       37.4       38.4        6.6       24.6       29.2        1.9        2.0        1.6        0.0        7.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       260
        20         18          5         56         35         24         56         47         20         15         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    81,990
Positions
     7,960     31,578         47     27,016         20        492     20,601     19,801        265     13,863      5,057          0     11,746     24,730
 
Changes from:       May 14, 2013                                     Total Change is:      -340
        -4        244         47        377         -9          9        226        187         15     -1,294       -313          0        284       -520
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       38.5        0.1       33.0        0.0        0.6       25.1       24.2        0.3       16.9        6.2        0.0       14.3       30.2
 
Number of Traders in Each Category                                    Total Traders:        74
         6          8          .         16          .          .         19         10          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    95,589
Positions
    28,926     22,305      2,920     16,095      4,297        142     33,551     13,401      1,419      3,194      2,595         53      9,289     48,457
 
Changes from:       May 14, 2013                                     Total Change is:    -5,723
      -165       -227      1,315      1,058        157         44     -4,173     -3,197        779     -2,684        636         53     -1,950     -5,283
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       23.3        3.1       16.8        4.5        0.1       35.1       14.0        1.5        3.3        2.7        0.1        9.7       50.7
 
Number of Traders in Each Category                                    Total Traders:       103
        19         17          8         13          .          .         23         14          5          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    89,485
Positions
    15,109     39,171      2,360     34,893     21,571      3,732     25,020     17,763      2,326          0          0          0      6,045      2,562
 
Changes from:       May 14, 2013                                     Total Change is:     2,257
        -6      1,330         25      2,844     -2,018       -168       -867      2,167        250       -212          0          0        391        671
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       43.8        2.6       39.0       24.1        4.2       28.0       19.9        2.6        0.0        0.0        0.0        6.8        2.9
 
Number of Traders in Each Category                                    Total Traders:        80
         5          7          .         30         19         10         12          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   210,390
Positions
    10,287    102,417      6,865    112,691     22,641      7,209     44,630     59,199      3,190      7,843      2,173        306     17,369      6,390
 
Changes from:       May 14, 2013                                     Total Change is:     9,515
     2,534      1,529      3,883      2,832      1,004     -1,168       -293      3,819      1,494       -493     -1,749          0        726        703
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       48.7        3.3       53.6       10.8        3.4       21.2       28.1        1.5        3.7        1.0        0.1        8.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       148
        14         18          6         44         19         22         27         11          8         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   634,982
Positions
     6,845     98,195     12,828    272,191    129,937     84,350     78,649     86,164     24,542     13,411     33,777        171    141,995    165,018
 
Changes from:       May 14, 2013                                     Total Change is:   -27,496
     1,442     -7,087      1,389     -8,014    -30,825      4,120    -28,748        201      2,941       -116      3,695         83       -593     -2,013
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       15.5        2.0       42.9       20.5       13.3       12.4       13.6        3.9        2.1        5.3        0.0       22.4       26.0
 
Number of Traders in Each Category                                    Total Traders:       170
         6         20         13         33         30         33         30         34         23          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   387,059
Positions
    14,055     92,893      4,578    239,548     43,913     37,747     10,660    125,199      3,219      3,575     22,637          0     73,677     56,873
 
Changes from:       May 14, 2013                                     Total Change is:    -9,630
    -7,626     -4,789        652     -4,162     -3,992        595        847     -8,224        410     -1,406      2,151          0      1,060      3,567
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       24.0        1.2       61.9       11.3        9.8        2.8       32.3        0.8        0.9        5.8        0.0       19.0       14.7
 
Number of Traders in Each Category                                    Total Traders:        74
         4         11          8         27         11         16          4         10          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   905,133
Positions
    59,733     92,702     36,209    202,600    187,753     54,567    228,224    285,603     74,011     98,598     59,158     24,675    126,516     90,455
 
Changes from:       May 14, 2013                                     Total Change is:   -22,457
     1,082    -16,363     -3,597     -7,162     -2,343     -4,225     -8,897    -13,203      8,919     -2,005      3,380     -1,371     -5,201      6,346
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       10.2        4.0       22.4       20.7        6.0       25.2       31.6        8.2       10.9        6.5        2.7       14.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       201
        12         21          9         33         27         27         38         37         37         14         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    54,819
Positions
    21,851     27,374      9,925          0        400        668     17,333     11,273      4,328          0         25        639         75        187
 
Changes from:       May 14, 2013                                     Total Change is:       634
     2,011        133        170          0          0          0     -2,567       -698        776          0        -56        264        -20         45
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       49.9       18.1        0.0        0.7        1.2       31.6       20.6        7.9        0.0        0.0        1.2        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         7         12         13          0          .          .          8         12         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 2,353,301
Positions
   143,124    220,544     53,659    489,702    834,485    251,985    867,122    302,770    145,448     70,118    125,516     35,235    296,908    383,659
 
Changes from:       May 14, 2013                                     Total Change is:    21,778
   -12,814    -18,973     -6,812       -233     12,881     -6,141      6,266      8,160     39,584     15,963     -1,103      4,372    -18,407    -10,190
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        9.4        2.3       20.8       35.5       10.7       36.8       12.9        6.2        3.0        5.3        1.5       12.6       16.3
 
Number of Traders in Each Category                                    Total Traders:       324
        26         41         23         22         72         50         56         69         53         13         25         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,813,570
Positions
   398,584    141,028     81,555    441,329    542,879    137,443    399,129    457,179     41,049     51,001    122,680     18,924    244,556    270,833
 
Changes from:       May 14, 2013                                     Total Change is:    18,735
   -14,266      2,560     22,509    -20,319     -7,960     10,827     10,819    -18,106      2,676      2,567        369        637      3,285      5,223
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        7.8        4.5       24.3       29.9        7.6       22.0       25.2        2.3        2.8        6.8        1.0       13.5       14.9
 
Number of Traders in Each Category                                    Total Traders:       211
        17         28         15         25         42         34         42         34         32          6         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   343,016
Positions
   122,773    109,950     95,439          0      2,015      3,187     40,751     25,863     52,145          0      8,555      8,871     19,850     36,991
 
Changes from:       May 14, 2013                                     Total Change is:    15,107
     6,536     11,041     -1,613          0       -726          0      5,872       -997      7,009          0        375     -1,677     -1,020      1,695
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       32.1       27.8        0.0        0.6        0.9       11.9        7.5       15.2        0.0        2.5        2.6        5.8       10.8
 
Number of Traders in Each Category                                    Total Traders:        68
        16         23         25          0          .          .         11         11         16          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 9,752,818
Positions
 1,422,924  2,624,605  1,902,411  1,004,283    716,825    223,851  1,529,973    524,439  2,138,894    211,295    178,138    359,172    960,015  1,084,483
 
Changes from:       May 14, 2013                                     Total Change is:    -1,261
   148,703    -79,649    -15,981    -52,015     97,889    -42,397    -96,532    -24,875     61,874      4,615     -8,138     -3,140     -6,388     13,156
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       26.9       19.5       10.3        7.3        2.3       15.7        5.4       21.9        2.2        1.8        3.7        9.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       255
        27         48         69         11          9         20         58         47         85         14         13         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,740
Positions
     7,734      3,233          0         46        748          0      2,702      2,651         44        128      3,927          0         86        137
 
Changes from:       May 14, 2013                                     Total Change is:     1,980
        74        244          0          0          0          0      1,941         14          0          0      1,711          0        -35         11
 
Percent of Open Interest Represented by Each Category of Trader
      72.0       30.1        0.0        0.4        7.0        0.0       25.2       24.7        0.4        1.2       36.6        0.0        0.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    21,564
Positions
    15,315        785         50      1,469      5,239         19      1,524     11,286      2,250        895      1,823          0         42        112
 
Changes from:       May 14, 2013                                     Total Change is:     3,060
     3,323        -41          0       -285          0         -8       -190      2,912        185          0          0          0         35         12
 
Percent of Open Interest Represented by Each Category of Trader
      71.0        3.6        0.2        6.8       24.3        0.1        7.1       52.3       10.4        4.2        8.5        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        26
         5          .          .          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    12,036
Positions
    10,814      1,462          0      1,127      2,900          0          0      6,306         76          0      1,204          0         19         88
 
Changes from:       May 14, 2013                                     Total Change is:      -113
       939        -84          0          0       -102          0       -629        497       -424          0          0          0          1          0
 
Percent of Open Interest Represented by Each Category of Trader
      89.8       12.1        0.0        9.4       24.1        0.0        0.0       52.4        0.6        0.0       10.0        0.0        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        20
         4          .          0          .          .          0          0          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    94,765
Positions
     8,990     37,461      1,072      7,176        133         79     46,132     53,547        723     17,792        538          8     12,793      1,204
 
Changes from:       May 14, 2013                                     Total Change is:    14,698
       732      6,608          0      1,557         -9         -4      6,551      8,732       -207      4,268        -68          7      1,794       -361
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       39.5        1.1        7.6        0.1        0.1       48.7       56.5        0.8       18.8        0.6        0.0       13.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       145
         6          .          .         12          .          .         56         13          .         50          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   434,988
Positions
    91,180     33,064     49,015     64,341     17,924     11,021     43,562    134,234     78,692      5,840     14,616     61,169     30,168     35,253
 
Changes from:       May 14, 2013                                     Total Change is:    14,945
    -3,905     -4,586      6,257     -2,682        747     -3,775         84     -4,355      9,292       -312      1,436      6,801      3,185      3,128
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        7.6       11.3       14.8        4.1        2.5       10.0       30.9       18.1        1.3        3.4       14.1        6.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       188
        18         16         24          6         10          9         33         58         55         19         16         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    10,148
Positions
        43      3,059          0      2,082        209        256      6,213      5,599        934        455         69          0        165         22
 
Changes from:       May 14, 2013                                     Total Change is:        33
       -36        -54          0          0        -51         79        127        -36         26       -198         69          0         35          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       30.1        0.0       20.5        2.1        2.5       61.2       55.2        9.2        4.5        0.7        0.0        1.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          5          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 2013                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,561
Positions
     1,313      6,842          0      6,764          0          0        721      2,036          0        150          0          0        613        683
 
Changes from:       May 14, 2013                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       71.6        0.0       70.7        0.0        0.0        7.5       21.3        0.0        1.6        0.0        0.0        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          0          .          4          0          .          0          0
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Updated May 24, 2013