`Traders in Financial Futures - Futures Only Positions as of November 19, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   121,813
Positions
    44,048     16,636        790     14,725     17,082        148     25,816     44,850      2,921      7,031      6,166        712     25,622     32,508
 
Changes from:       November 12, 2013                                Total Change is:     2,861
       -79        147        258        485       -127        -10      2,382      3,434       -233         56        -56       -763        765        211
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       13.7        0.6       12.1       14.0        0.1       21.2       36.8        2.4        5.8        5.1        0.6       21.0       26.7
 
Number of Traders in Each Category                                    Total Traders:        82
         6         11          .          6          6          .         13         28          6          8          4          6
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Traders in Financial Futures - Futures Only Positions as of November 19, 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    41,770
Positions
    17,958     20,359        260          0      1,706          0      8,854      5,271      1,023        511      3,213          0     13,164      9,938
 
Changes from:       November 12, 2013                                Total Change is:    -2,629
      -912     -1,478        -85          0        -45          0       -972     -1,416         40       -477       -419          0       -223        774
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       48.7        0.6        0.0        4.1        0.0       21.2       12.6        2.4        1.2        7.7        0.0       31.5       23.8
 
Number of Traders in Each Category                                    Total Traders:        41
        10          9          .          0          .          0         11          5          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 19, 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   183,449
Positions
    19,700     68,781      1,203     23,880     27,557      1,223     95,211     39,645      4,575      4,458     17,026        807     32,392     22,632
 
Changes from:       November 12, 2013                                Total Change is:    12,447
     2,336      4,460     -1,679        710       -643        106     11,010      3,032        514       -754      8,342        138         66     -1,823
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       37.5        0.7       13.0       15.0        0.7       51.9       21.6        2.5        2.4        9.3        0.4       17.7       12.3
 
Number of Traders in Each Category                                    Total Traders:       121
         5         14          5         10         14          5         34         26         12          5         13          .
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Traders in Financial Futures - Futures Only Positions as of November 19, 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   214,211
Positions
   125,322      6,378        576     22,408     14,200      3,487     35,741    115,427      3,220     12,460     16,820          8     10,989     54,095
 
Changes from:       November 12, 2013                                Total Change is:    18,521
    16,728        595        556       -889      1,076        514      1,847     15,328        169       -105        434          7       -306       -158
 
Percent of Open Interest Represented by Each Category of Trader
      58.5        3.0        0.3       10.5        6.6        1.6       16.7       53.9        1.5        5.8        7.9        0.0        5.1       25.3
 
Number of Traders in Each Category                                    Total Traders:       131
        12          8          .          8         15          5         18         51          9          4         15          .
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Traders in Financial Futures - Futures Only Positions as of November 19, 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   232,326
Positions
    46,507     42,745      2,929     38,985     56,273      5,655     73,540     46,427      6,044     19,728     14,514        932     38,006     56,807
 
Changes from:       November 12, 2013                                Total Change is:     3,160
     4,615      1,161        381        370      1,592         -1     -1,353        791       -405       -182      1,936        181       -446     -2,476
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       18.4        1.3       16.8       24.2        2.4       31.7       20.0        2.6        8.5        6.2        0.4       16.4       24.5
 
Number of Traders in Each Category                                    Total Traders:       179
        16         19          9         14         23         14         28         40         16         14         25          5
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Traders in Financial Futures - Futures Only Positions as of November 19, 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   136,699
Positions
    80,476     10,324        142         58     35,397        964     22,066     48,843      1,336     11,641     10,961        315     19,701     28,417
 
Changes from:       November 12, 2013                                Total Change is:      -542
     2,891        951         98       -435       -230         82     -1,651     -1,374       -205     -1,417     -1,207         29         66      1,314
 
Percent of Open Interest Represented by Each Category of Trader
      58.9        7.6        0.1        0.0       25.9        0.7       16.1       35.7        1.0        8.5        8.0        0.2       14.4       20.8
 
Number of Traders in Each Category                                    Total Traders:        85
        13          6          5          .          7          .         20         29          7          .          7          .
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Traders in Financial Futures - Futures Only Positions as of November 19, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,635
Positions
    16,365     26,117     10,327      2,078          0          0      6,276        260      3,205      1,651          0      2,184        549        542
 
Changes from:       November 12, 2013                                Total Change is:     2,346
     2,673      2,705          0         35          0          0       -423       -373         -1          0          0          0         62         15
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       61.3       24.2        4.9        0.0        0.0       14.7        0.6        7.5        3.9        0.0        5.1        1.3        1.3
 
Number of Traders in Each Category                                    Total Traders:        25
         6         11          9          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of November 19, 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   130,109
Positions
    41,699     52,646          0     38,910        451          0     32,818     64,042      1,699      8,501      8,858          0      6,482      2,413
 
Changes from:       November 12, 2013                                Total Change is:     7,938
      -216      1,394          0         -8       -330          0      8,496      7,107       -343       -754      1,678          0        763     -1,568
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       40.5        0.0       29.9        0.3        0.0       25.2       49.2        1.3        6.5        6.8        0.0        5.0        1.9
 
Number of Traders in Each Category                                    Total Traders:        95
         4         10          0          5          .          0         32         28          6          6          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    24,450
Positions
     1,616     14,616          2        832        207          0     17,649      6,534        113        751        624          0      3,487      2,354
 
Changes from:       November 12, 2013                                Total Change is:     2,454
       155      1,823         -2       -175          0          0      2,239        149        -37        190        312          0         84        209
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       59.8        0.0        3.4        0.8        0.0       72.2       26.7        0.5        3.1        2.6        0.0       14.3        9.6
 
Number of Traders in Each Category                                    Total Traders:        53
         4          6          .          4          .          0         19         12          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of November 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    79,063
Positions
    15,754     42,580      4,231      5,888      4,168        441     30,222      6,748      6,605      5,231      2,376        800      9,894     11,116
 
Changes from:       November 12, 2013                                Total Change is:       695
       285     -2,789        280       -496       -107        -74        188      1,491       -279          2        783         -4        792      1,392
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       53.9        5.4        7.4        5.3        0.6       38.2        8.5        8.4        6.6        3.0        1.0       12.5       14.1
 
Number of Traders in Each Category                                    Total Traders:       111
        21         15          4          8          .          .         26         18         11          7         10          .
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Traders in Financial Futures - Futures Only Positions as of November 19, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,998
Positions
     7,231      7,999        300        990          0          0      1,920      4,968          0      2,097          0          0      1,460        731
 
Changes from:       November 12, 2013                                Total Change is:        68
         0          0          0          0          0          0        -97          0          0          0          0          0        165         68
 
Percent of Open Interest Represented by Each Category of Trader
      51.7       57.1        2.1        7.1        0.0        0.0       13.7       35.5        0.0       15.0        0.0        0.0       10.4        5.2
 
Number of Traders in Each Category                                    Total Traders:        22
         4          5          .          .          0          0          6          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   130,129
Positions
    24,215     76,331        693      9,795      8,336        881     69,397     16,353        415      7,596      6,081        270     16,867     20,769
 
Changes from:       November 12, 2013                                Total Change is:     1,253
     1,089     -5,058         41       -991       -214       -147         34      2,446        -21         -5      1,558          0      1,253      2,648
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       58.7        0.5        7.5        6.4        0.7       53.3       12.6        0.3        5.8        4.7        0.2       13.0       16.0
 
Number of Traders in Each Category                                    Total Traders:       106
        18         16          4          7          .          .         26         21          .          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   745,718
Positions
    34,968    198,959     33,221    308,308    114,237     42,300    109,430    155,321     53,802     42,121     56,442     12,714    108,853     78,721
 
Changes from:       November 12, 2013                                Total Change is:    17,144
     2,546     -1,433      3,408        663        966       -804     -3,795     -2,271     10,842        714      3,721       -128      3,698      2,844
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       26.7        4.5       41.3       15.3        5.7       14.7       20.8        7.2        5.6        7.6        1.7       14.6       10.6
 
Number of Traders in Each Category                                    Total Traders:       569
        34         39         26        111         62         69         98        109         78         54         62         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   169,135
Positions
    19,179     62,583      2,261     64,441     29,174      1,493     15,159     32,641      1,483     14,683      7,085        936     49,500     31,479
 
Changes from:       November 12, 2013                                Total Change is:     2,811
       991     -2,380        -38        167       -998       -108      2,896      1,920        445       -139        137       -152     -1,251      3,985
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       37.0        1.3       38.1       17.2        0.9        9.0       19.3        0.9        8.7        4.2        0.6       29.3       18.6
 
Number of Traders in Each Category                                    Total Traders:        89
         7         13          .         15         10          9         18         15          9          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 2,882,916
Positions
   171,439    774,377     62,307  1,235,657    441,636    187,714    612,867    754,914    120,083    177,777    287,371     18,305    296,767    236,209
 
Changes from:       November 12, 2013                                Total Change is:    71,663
    18,893     15,854      6,110      1,587      8,928     -2,587     -1,948     10,548     20,478      4,547     18,201       -162     24,745     -5,707
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       26.9        2.2       42.9       15.3        6.5       21.3       26.2        4.2        6.2       10.0        0.6       10.3        8.2
 
Number of Traders in Each Category                                    Total Traders:       554
        38         35         21        107         58         62         96        107         66         52         61         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   108,053
Positions
     2,528     55,881         29     62,722     37,168      1,881     28,562      6,066        716        892      2,866          0     10,723      3,446
 
Changes from:       November 12, 2013                                Total Change is:       -57
    -1,110        247         -6      1,154       -596         50        308        544       -145          0        -22          0       -308       -129
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       51.7        0.0       58.0       34.4        1.7       26.4        5.6        0.7        0.8        2.7        0.0        9.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        95
         .         14          .         39         10         15         17          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    79,507
Positions
     3,885     63,274         64     37,714      3,628        736     28,631      4,168         88      2,349      2,818         36      6,003      4,696
 
Changes from:       November 12, 2013                                Total Change is:        50
     1,148      1,030         -8       -705       -104        162       -461     -1,929        -88         22        350        -12         -8        650
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       79.6        0.1       47.4        4.6        0.9       36.0        5.2        0.1        3.0        3.5        0.0        7.6        5.9
 
Number of Traders in Each Category                                    Total Traders:       214
        22         20          8         32         13          7         66         22         11         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   397,534
Positions
    19,427    316,369        319    188,572     18,138      3,681    143,154     20,838        441     11,743     14,088        180     30,017     23,480
 
Changes from:       November 12, 2013                                Total Change is:       249
     5,740      5,148        -41     -3,527       -522        812     -2,303     -9,646       -438        108      1,749        -61        -41      3,248
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       79.6        0.1       47.4        4.6        0.9       36.0        5.2        0.1        3.0        3.5        0.0        7.6        5.9
 
Number of Traders in Each Category                                    Total Traders:       214
        22         20          8         32         13          7         66         22         11         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   347,532
Positions
    49,324    113,167     25,072    157,869     90,881     16,705     58,506     66,850      9,608      7,455      7,017        221     22,772     18,011
 
Changes from:       November 12, 2013                                Total Change is:    -5,349
    -6,386     -4,737      1,190      3,243       -769     -1,020     -4,547     -2,901      1,157        813       -705       -300        501      2,736
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       32.6        7.2       45.4       26.2        4.8       16.8       19.2        2.8        2.1        2.0        0.1        6.6        5.2
 
Number of Traders in Each Category                                    Total Traders:       240
        16         17          4         55         33         23         47         43         12         17         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    64,856
Positions
     5,024     44,885        392     31,058        453        441      9,986      8,600          0      5,757      2,832        200     11,998      7,053
 
Changes from:       November 12, 2013                                Total Change is:     3,396
     1,383          0        233      3,980         15         10       -204        245          0     -2,484        -43        200        278      2,736
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       69.2        0.6       47.9        0.7        0.7       15.4       13.3        0.0        8.9        4.4        0.3       18.5       10.9
 
Number of Traders in Each Category                                    Total Traders:        76
         9          8          .         21          .          .         18          8          0          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    84,742
Positions
    24,107      8,301        901     12,018      1,112        578     27,280      7,209      1,601      7,723      3,718        367     10,167     60,955
 
Changes from:       November 12, 2013                                Total Change is:     3,919
    -3,816      1,515       -140        -74        358        -14      6,844      2,526        830        910      1,755        -33       -588     -2,878
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        9.8        1.1       14.2        1.3        0.7       32.2        8.5        1.9        9.1        4.4        0.4       12.0       71.9
 
Number of Traders in Each Category                                    Total Traders:        94
        19         11          4         10          .          .         28          9          8          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    88,814
Positions
     2,448     56,070      1,650     43,131     15,838      4,185     26,867      3,523      3,662        439      1,163          0      6,432      2,723
 
Changes from:       November 12, 2013                                Total Change is:     1,552
       191      1,643         21      1,506     -1,350        129        177        -44         13        175        538          0       -660        602
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       63.1        1.9       48.6       17.8        4.7       30.3        4.0        4.1        0.5        1.3        0.0        7.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        87
         5         12          .         35         14         16         14          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   244,792
Positions
    11,618    117,243      5,631    100,587     26,550     41,222     46,027     40,831      1,196     22,376      5,695        618     15,517      5,806
 
Changes from:       November 12, 2013                                Total Change is:    -8,449
      -624    -16,545        903    -10,495      2,480      1,060     -3,213      2,163        -16      3,268        341        -89        757      1,254
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       47.9        2.3       41.1       10.8       16.8       18.8       16.7        0.5        9.1        2.3        0.3        6.3        2.4
 
Number of Traders in Each Category                                    Total Traders:       177
        14         21          6         52         22         24         26         16         10         21          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   687,245
Positions
    25,079     76,190     21,700    286,798    125,565    106,557     78,693    124,380     14,195     19,311     35,027      7,686    127,226    175,945
 
Changes from:       November 12, 2013                                Total Change is:    10,912
     1,836      2,542     10,996     -4,331     -4,645     -4,004      3,417         77      2,319      1,323      1,680      1,810     -2,454        137
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       11.1        3.2       41.7       18.3       15.5       11.5       18.1        2.1        2.8        5.1        1.1       18.5       25.6
 
Number of Traders in Each Category                                    Total Traders:       165
        12         12          8         29         40         32         20         30         23          7         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   456,672
Positions
    23,017    112,266     13,964    250,881     14,965     51,523     16,633    140,782      3,180      9,013     16,311          0     88,461    103,681
 
Changes from:       November 12, 2013                                Total Change is:    30,713
     3,322     12,710      5,711     13,423       -407     -4,285        -17      7,683      1,719         -6      1,479          0     10,846      6,103
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       24.6        3.1       54.9        3.3       11.3        3.6       30.8        0.7        2.0        3.6        0.0       19.4       22.7
 
Number of Traders in Each Category                                    Total Traders:        81
         4         12          7         34          5         19          .         15          7          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   997,416
Positions
   119,005     94,151     29,992    266,324    227,446     56,507    307,798    354,891     37,067     39,121     63,612     29,055    112,547    104,695
 
Changes from:       November 12, 2013                                Total Change is:    38,008
     8,876      3,266      8,883     -2,524    -34,878       -141     -6,072     31,757     21,191        345        515      4,602      2,848      2,813
 
Percent of Open Interest Represented by Each Category of Trader
      11.9        9.4        3.0       26.7       22.8        5.7       30.9       35.6        3.7        3.9        6.4        2.9       11.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       213
        10         22          9         33         34         29         40         36         30         13         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    57,306
Positions
    11,062     38,340      4,123        517          0          0     34,053      7,341      6,122         40          0      1,375         14          5
 
Changes from:       November 12, 2013                                Total Change is:    10,339
     2,523      8,978        459        517          0          0      4,914       -903      1,827         40          0         68         -9        -90
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       66.9        7.2        0.9        0.0        0.0       59.4       12.8       10.7        0.1        0.0        2.4        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        39
         .         13          8          .          0          0          7         13         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 2,374,368
Positions
   188,272    163,973     78,780    706,258    842,587    319,586    594,812    246,263     99,744     82,619    161,109     35,878    268,419    426,448
 
Changes from:       November 12, 2013                                Total Change is:    82,253
   -11,978     20,603      5,956     -8,123     54,246      3,009     68,552    -12,033     28,229     16,982        308     -2,376    -17,998    -15,689
 
Percent of Open Interest Represented by Each Category of Trader
       7.9        6.9        3.3       29.7       35.5       13.5       25.1       10.4        4.2        3.5        6.8        1.5       11.3       18.0
 
Number of Traders in Each Category                                    Total Traders:       320
        23         35         18         31         72         58         49         60         50         14         36          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,029,502
Positions
   256,080    243,037     47,514    691,022    565,486    173,369    458,872    473,276     71,510     79,486    132,690     13,197    238,452    309,423
 
Changes from:       November 12, 2013                                Total Change is:   125,766
    66,126     37,919     19,032     16,052     42,333     11,945    -27,606     -2,296     29,249     -3,873       -125     -1,212     16,053    -11,079
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       12.0        2.3       34.0       27.9        8.5       22.6       23.3        3.5        3.9        6.5        0.7       11.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       248
        17         31         11         32         46         32         40         50         40         10         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   292,242
Positions
   102,710     81,534     79,870      1,516          0      1,335     25,714     25,935     42,518      1,291      8,722     12,623     24,665     39,705
 
Changes from:       November 12, 2013                                Total Change is:     8,292
     6,280     11,514        722         75          0        -77      1,042         77      2,081        515       -226       -150     -2,196     -5,649
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       27.9       27.3        0.5        0.0        0.5        8.8        8.9       14.5        0.4        3.0        4.3        8.4       13.6
 
Number of Traders in Each Category                                    Total Traders:        71
        16         24         26          .          0          .         11          9         15          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 is10,125,514
Positions
 1,010,621  2,866,651  1,918,277  2,515,150    454,817    201,411    920,911    805,237  2,058,896    277,643    357,084    338,555    884,050  1,124,586
 
Changes from:       November 12, 2013                                Total Change is:   -78,001
    -5,434    103,783   -133,514    155,342     -4,261     -3,365    -26,999     -9,807    -14,216      7,181     31,072    -11,924    -45,072    -35,769
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       28.3       18.9       24.8        4.5        2.0        9.1        8.0       20.3        2.7        3.5        3.3        8.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       258
        25         57         77         10         14         19         39         64         83         15         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    42,374
Positions
    31,587        870          0        259      6,449      9,032      1,432     17,118          9          0      8,812          0         55         84
 
Changes from:       November 12, 2013                                Total Change is:     1,817
       388        212          0        100         88         -4      1,342      1,499          9          0         13          0        -18          0
 
Percent of Open Interest Represented by Each Category of Trader
      74.5        2.1        0.0        0.6       15.2       21.3        3.4       40.4        0.0        0.0       20.8        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        41
         8          .          0          .          8          .          .         10          .          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    29,049
Positions
    26,841      3,196      1,075          0     12,475         22      1,110      1,904          0          0     10,323          0          1         54
 
Changes from:       November 12, 2013                                Total Change is:    -1,159
       488     -5,548         75          0      4,186          0     -1,709         26          0          0         85          0        -13         17
 
Percent of Open Interest Represented by Each Category of Trader
      92.4       11.0        3.7        0.0       42.9        0.1        3.8        6.6        0.0        0.0       35.5        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         8          .          .          0         10          .          6          5          0          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    43,239
Positions
    10,355      9,518        793      5,228      2,021        473     10,374     26,797      1,321      8,421        735          0      6,274      1,581
 
Changes from:       November 12, 2013                                Total Change is:     1,888
      -348          0          0       -176       -216        134      2,954      1,583        154       -445        403         -1       -384       -169
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       22.0        1.8       12.1        4.7        1.1       24.0       62.0        3.1       19.5        1.7        0.0       14.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       114
         7          .          .          7          5          .         24         20          9         43          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   439,641
Positions
    93,011     35,668     51,636     69,310     23,686     16,676     64,458    149,716     56,154      3,988     17,497     61,207     23,201     27,401
 
Changes from:       November 12, 2013                                Total Change is:    31,917
     6,717        894      9,253      3,041      1,055       -421     11,187     14,949     -5,966     -1,512      2,386      9,515        103        252
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        8.1       11.7       15.8        5.4        3.8       14.7       34.1       12.8        0.9        4.0       13.9        5.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       192
        19         12         26          9         12         12         35         52         51         14         23         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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     7,603
Positions
       212      1,405          0      1,709          0          0      4,769      5,084        782          0        328          0        131          4
 
Changes from:       November 12, 2013                                Total Change is:       182
        -7          0          0         55          0          0        135        184          0          0         -2          0         -1          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       18.5        0.0       22.5        0.0        0.0       62.7       66.9       10.3        0.0        4.3        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          0          0          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 22, 2013