`Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   145,215
Positions
    49,435      9,634      7,859     14,790     16,702        774     24,301     52,049      8,863      8,244      7,305      2,765     28,186     39,266
 
Changes from:       November 19, 2013                                Total Change is:    11,550
     4,997     -7,489      3,398        -62       -380        441     -1,166      8,022      1,635      1,618        859        737        -47      4,328
 
Percent of Open Interest Represented by Each Category of Trader
      34.0        6.6        5.4       10.2       11.5        0.5       16.7       35.8        6.1        5.7        5.0        1.9       19.4       27.0
 
Number of Traders in Each Category                                    Total Traders:        86
         8          8          7          6          6          4         19         26         15          8          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    45,734
Positions
    18,193     21,862      1,193          0      1,706          0      9,205      4,286      1,899        511      4,202          0     14,733     10,587
 
Changes from:       November 19, 2013                                Total Change is:       856
       223      1,591       -469          0          0          0        238       -780        -38          0        547          0        902          6
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       47.8        2.6        0.0        3.7        0.0       20.1        9.4        4.2        1.1        9.2        0.0       32.2       23.1
 
Number of Traders in Each Category                                    Total Traders:        41
        10          8          .          0          .          0         12          4          8          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   239,960
Positions
    34,750     74,171     17,877     23,858     27,744      1,532     99,467     40,819     17,411      5,543     29,602      2,564     36,959     28,241
 
Changes from:       November 19, 2013                                Total Change is:    33,853
    13,680      6,693      9,835        115         78        -24      5,000        656      1,925        789     12,588       -313      2,847      2,416
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       30.9        7.5        9.9       11.6        0.6       41.5       17.0        7.3        2.3       12.3        1.1       15.4       11.8
 
Number of Traders in Each Category                                    Total Traders:       133
         9         12         10          9         16          6         37         28         26          8         14          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   285,517
Positions
   141,198      4,866     17,929     21,315     16,937      4,626     41,094    127,571     25,160      9,577     17,186      6,228     18,392     65,016
 
Changes from:       November 19, 2013                                Total Change is:    28,564
    14,349       -880      3,855     -1,165      1,878        794      5,091     14,690      2,495     -1,168       -373        755      3,559      5,350
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        1.7        6.3        7.5        5.9        1.6       14.4       44.7        8.8        3.4        6.0        2.2        6.4       22.8
 
Number of Traders in Each Category                                    Total Traders:       158
        12         10          8          8         18          9         26         55         27          9         20         10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   331,131
Positions
    61,237     35,747     22,598     39,307     57,638      5,666     68,507     52,151     61,584     21,186     20,122      8,063     42,985     67,562
 
Changes from:       November 19, 2013                                Total Change is:    14,404
    15,570     -7,321      1,138        348       -340       -477     -7,718      8,177      3,477      1,300      5,994         53        713      3,704
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       10.8        6.8       11.9       17.4        1.7       20.7       15.7       18.6        6.4        6.1        2.4       13.0       20.4
 
Number of Traders in Each Category                                    Total Traders:       193
        19         17         15         14         23         17         34         42         38         19         25         17
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   139,602
Positions
    56,646     18,759      9,892      1,033      5,341      1,038     20,435     45,869     11,685     13,137     10,337      3,418     22,318     33,263
 
Changes from:       November 19, 2013                                Total Change is:   -17,860
   -22,084     10,947       -174      1,033    -30,156       -195       -574     -3,678      3,163         20        135        491        459      1,607
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       13.4        7.1        0.7        3.8        0.7       14.6       32.9        8.4        9.4        7.4        2.4       16.0       23.8
 
Number of Traders in Each Category                                    Total Traders:        96
        13          6          7          .          8          4         24         29         19          6          8          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    40,127
Positions
    18,784     25,117      8,481      2,082          0          0      3,147        407      3,257      1,651          0      2,184        541        681
 
Changes from:       November 19, 2013                                Total Change is:    -2,508
     2,419     -1,000     -1,846          4          0          0     -3,129        147         52          0          0          0         -8        139
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       62.6       21.1        5.2        0.0        0.0        7.8        1.0        8.1        4.1        0.0        5.4        1.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          9          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   127,573
Positions
    42,385     53,651          0     38,912        451          0     29,992     58,679      1,170      8,483      9,771        910      5,721      2,941
 
Changes from:       November 19, 2013                                Total Change is:    -2,551
       686      1,007         -2          2          0          0     -2,824     -5,363       -531        -18        913        910       -773        515
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       42.1        0.0       30.5        0.4        0.0       23.5       46.0        0.9        6.6        7.7        0.7        4.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        89
         4         11          .          5          .          0         29         25          4          5          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    12,817
Positions
     6,147      3,636      3,803        611          0          0      1,310      1,090        214        100      3,299          0        632        775
 
Changes from:       November 19, 2013                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      48.0       28.4       29.7        4.8        0.0        0.0       10.2        8.5        1.7        0.8       25.7        0.0        4.9        6.0
 
Number of Traders in Each Category                                    Total Traders:        21
         5          5          .          .          0          0          .          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    20,919
Positions
     1,573     11,737          3        617        207          0     14,485      6,193          6        738        500          0      3,497      2,273
 
Changes from:       November 19, 2013                                Total Change is:    -3,531
       -43     -2,879          1       -215          0          0     -3,164       -341       -107        -13       -124          0         10        -81
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       56.1        0.0        2.9        1.0        0.0       69.2       29.6        0.0        3.5        2.4        0.0       16.7       10.9
 
Number of Traders in Each Category                                    Total Traders:        52
         4          6          .          .          .          0         18         13          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    84,087
Positions
    13,534     42,999      5,089      7,457      4,149        420     32,999      7,682      8,087      5,081      2,338      1,671      9,750     11,654
 
Changes from:       November 19, 2013                                Total Change is:     2,894
    -2,221        469        781      1,569        -20        -21      2,614        821        425       -265       -164        225       -215        377
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       51.1        6.1        8.9        4.9        0.5       39.2        9.1        9.6        6.0        2.8        2.0       11.6       13.9
 
Number of Traders in Each Category                                    Total Traders:       116
        17         15          8         10          .          .         29         23         17          7         11          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    13,824
Positions
     6,731      7,749        300        990          0          0      2,209      4,968          1      2,097          0          0      1,496        806
 
Changes from:       November 19, 2013                                Total Change is:      -187
      -500       -250          0          0          0          0        278          0         -0          0          0          0         35         63
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       56.1        2.2        7.2        0.0        0.0       16.0       35.9        0.0       15.2        0.0        0.0       10.8        5.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   140,526
Positions
    21,785     78,680      1,398     12,933      8,297        840     75,294     19,141      2,457      7,297      6,004      2,013     16,509     21,695
 
Changes from:       November 19, 2013                                Total Change is:     6,161
    -2,430      2,449        551      3,138        -39        -41      5,229      2,198        294       -336       -135        258       -500        627
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       56.0        1.0        9.2        5.9        0.6       53.6       13.6        1.7        5.2        4.3        1.4       11.7       15.4
 
Number of Traders in Each Category                                    Total Traders:       112
        15         16          7          9          .          .         28         25         12          5         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   950,560
Positions
    36,975    206,721     43,464    307,238    113,050     44,419    121,725    163,454    199,738     42,138     55,814     36,848    118,013     87,053
 
Changes from:       November 19, 2013                                Total Change is:    16,091
     2,215      6,198       -148     -1,475       -123        -59      2,149        226     14,705       -656     -1,063      3,080     -3,719     -6,724
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       21.7        4.6       32.3       11.9        4.7       12.8       17.2       21.0        4.4        5.9        3.9       12.4        9.2
 
Number of Traders in Each Category                                    Total Traders:       615
        32         40         36        112         62         75        102        112        113         80         73         72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   238,156
Positions
    17,956     65,695      6,772     64,225     27,860      3,248     15,617     34,752     48,139     14,434      8,192      9,516     58,249     33,982
 
Changes from:       November 19, 2013                                Total Change is:     7,479
    -1,030      3,123      1,437       -219       -392        230       -333        968      5,325       -317        909      1,181      1,206     -5,301
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       27.6        2.8       27.0       11.7        1.4        6.6       14.6       20.2        6.1        3.4        4.0       24.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       106
         8         14          7         15         11         12         16         21         34         14          7         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 3,562,020
Positions
   167,415    777,442    111,147  1,230,905    441,792    190,020    655,827    768,795    632,706    179,053    278,640     96,125    298,822    265,353
 
Changes from:       November 19, 2013                                Total Change is:    43,063
    -3,219     -4,071     11,519     -6,763        865       -961      7,734     -8,388     51,577     -1,259     -9,419      9,057    -24,621     -7,116
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       21.8        3.1       34.6       12.4        5.3       18.4       21.6       17.8        5.0        7.8        2.7        8.4        7.4
 
Number of Traders in Each Category                                    Total Traders:       588
        33         38         33        108         58         67        101        107        108         72         69         62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   114,307
Positions
     2,487     62,243         68     64,874     36,288      1,959     31,290      6,508        906      1,234      2,629          0     11,489      3,706
 
Changes from:       November 19, 2013                                Total Change is:     6,179
       -41      6,362         39      2,152       -880         78      2,728        440        153        342       -237          0        728        223
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       54.5        0.1       56.8       31.7        1.7       27.4        5.7        0.8        1.1        2.3        0.0       10.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        99
         .         15          .         40         10         16         17          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    85,701
Positions
     4,555     64,143        639     37,368      3,682        460     31,100      5,779      1,874      2,256      2,102      1,364      6,084      5,658
 
Changes from:       November 19, 2013                                Total Change is:     3,121
       534        881        178       -346         55       -276      2,833      1,155        328       -196       -163        150        -84        812
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       74.8        0.7       43.6        4.3        0.5       36.3        6.7        2.2        2.6        2.5        1.6        7.1        6.6
 
Number of Traders in Each Category                                    Total Traders:       227
        21         21          9         33         14          7         63         32         15         21         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   428,504
Positions
    22,774    320,715      3,195    186,841     18,411      2,299    155,501     28,896      9,370     11,282     10,508      6,822     30,420     28,288
 
Changes from:       November 19, 2013                                Total Change is:    15,605
     2,668      4,407        891     -1,731        273     -1,382     14,166      5,776      1,640       -979       -813        752       -419      4,062
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       74.8        0.7       43.6        4.3        0.5       36.3        6.7        2.2        2.6        2.5        1.6        7.1        6.6
 
Number of Traders in Each Category                                    Total Traders:       227
        21         21          9         33         14          7         63         32         15         21         22         10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   372,404
Positions
    52,548    133,922     28,566    163,728     90,584     15,043     74,148     71,129      9,439      7,783      7,500        570     20,579     15,652
 
Changes from:       November 19, 2013                                Total Change is:    23,748
     3,224     20,755      3,428      5,859       -297     -1,662     15,474      4,317       -619        328        318         95     -2,379     -2,587
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       36.0        7.7       44.0       24.3        4.0       19.9       19.1        2.5        2.1        2.0        0.2        5.5        4.2
 
Number of Traders in Each Category                                    Total Traders:       258
        16         20          6         56         35         24         52         50         19         16         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    68,743
Positions
     5,033     45,810          0     31,402        463        430     12,478     10,030         24      6,355      3,593          0     13,021      8,393
 
Changes from:       November 19, 2013                                Total Change is:     3,887
         9        925       -392        344         10        -11      2,492      1,430         24        598        761       -200      1,023      1,340
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       66.6        0.0       45.7        0.7        0.6       18.2       14.6        0.0        9.2        5.2        0.0       18.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        79
         6          9          0         22          .          .         17         10          .          8          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    91,407
Positions
    25,353      9,089        853     10,662      1,047        652     32,829     12,399      1,020      8,364      3,567        358     11,316     62,422
 
Changes from:       November 19, 2013                                Total Change is:     6,665
     1,246        788        -48     -1,356        -65         74      5,549      5,190       -581        641       -151         -9      1,149      1,467
 
Percent of Open Interest Represented by Each Category of Trader
      27.7        9.9        0.9       11.7        1.1        0.7       35.9       13.6        1.1        9.2        3.9        0.4       12.4       68.3
 
Number of Traders in Each Category                                    Total Traders:       101
        23         12          5          9          .          .         28         10          7         11          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    89,403
Positions
     2,718     56,057      1,668     45,292     15,415      4,181     24,014      4,197      4,384        808        871          0      6,338      2,630
 
Changes from:       November 19, 2013                                Total Change is:       589
       270        -13         18      2,161       -423         -4     -2,853        674        722        369       -292          0        -94        -93
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       62.7        1.9       50.7       17.2        4.7       26.9        4.7        4.9        0.9        1.0        0.0        7.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        93
         5         12          .         35         17         15         13          7          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   235,967
Positions
    11,108    113,205      5,567     95,618     30,692     39,664     46,399     34,327      1,867     20,788      4,619        631     14,325      5,395
 
Changes from:       November 19, 2013                                Total Change is:    -8,825
      -510     -4,038        -64     -4,969      4,142     -1,558        372     -6,504        671     -1,588     -1,076         13     -1,192       -411
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       48.0        2.4       40.5       13.0       16.8       19.7       14.5        0.8        8.8        2.0        0.3        6.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       174
        15         21          5         52         22         25         25         13          8         21          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   907,377
Positions
    15,070     73,147     54,738    313,983    125,421    105,280     77,222    138,566    153,499     24,646     27,872     15,372    147,566    213,481
 
Changes from:       November 19, 2013                                Total Change is:    79,129
    -3,547     -6,401      8,087     12,212        683     -8,500     -3,131       -633     75,643      3,818     -6,000     -4,978       -475     21,229
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        8.1        6.0       34.6       13.8       11.6        8.5       15.3       16.9        2.7        3.1        1.7       16.3       23.5
 
Number of Traders in Each Category                                    Total Traders:       167
         7         14         14         31         37         37         24         30         41         11          9         12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   469,369
Positions
    19,698    100,108      8,201    256,755     19,361     51,138     16,731    154,315     11,023      9,114     15,732      4,090     92,619    105,401
 
Changes from:       November 19, 2013                                Total Change is:    12,278
    -3,317    -12,158     -5,769      5,874      4,396       -385         98     13,625      7,750        101       -579      4,090      3,836      1,308
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       21.3        1.7       54.7        4.1       10.9        3.6       32.9        2.3        1.9        3.4        0.9       19.7       22.5
 
Number of Traders in Each Category                                    Total Traders:        85
         .         12          8         33          7         24          .         20         14          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,019,710
Positions
    90,191     86,438     44,473    242,773    220,000     57,138    294,618    317,601     88,977     38,779     58,092     35,137    127,624    111,855
 
Changes from:       November 19, 2013                                Total Change is:   -30,573
   -28,114      2,840     -1,836    -23,670     -8,233     -2,863      1,217    -34,763     11,785       -342     -4,164        375     12,875      6,286
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        8.5        4.4       23.8       21.6        5.6       28.9       31.1        8.7        3.8        5.7        3.4       12.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       207
        11         23          9         36         33         29         40         29         33         16         17          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    63,923
Positions
    11,002     42,555      5,279        623          0          0     39,548      8,786      5,774        171          0      1,524          2          5
 
Changes from:       November 19, 2013                                Total Change is:     6,617
       -60      4,215      1,156        106          0          0      5,495      1,445       -348        131          0        149        -12          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       66.6        8.3        1.0        0.0        0.0       61.9       13.7        9.0        0.3        0.0        2.4        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        41
         .         13          8          .          0          0         10         13         11          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,894,216
Positions
   143,408    194,106    236,929    745,786    867,301    336,126    606,970    204,439    340,402     76,067    141,744     95,393    313,134    477,778
 
Changes from:       November 19, 2013                                Total Change is:   -54,721
   -12,537     27,635    -70,252     42,437     18,281    -24,928      7,338     -2,854    -23,434      2,030     -3,388      2,195     22,429     22,024
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        6.7        8.2       25.8       30.0       11.6       21.0        7.1       11.8        2.6        4.9        3.3       10.8       16.5
 
Number of Traders in Each Category                                    Total Traders:       312
        24         32         45         32         70         66         57         53         83         16         28         14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,180,175
Positions
   137,274    230,762    102,589    644,364    518,445    185,589    455,217    429,516    214,266    112,645    134,173     29,527    298,703    335,308
 
Changes from:       November 19, 2013                                Total Change is:  -134,830
   -95,437     -1,335    -17,451    -42,143    -55,412    -14,406      4,867    -11,928    -48,696     33,793      1,188     -6,676     51,320     19,887
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       10.6        4.7       29.6       23.8        8.5       20.9       19.7        9.8        5.2        6.2        1.4       13.7       15.4
 
Number of Traders in Each Category                                    Total Traders:       234
        10         28         22         25         49         37         44         42         47         12         23          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   291,228
Positions
   102,895     80,219     79,716      1,516          0      1,335     23,113     24,752     43,803      1,540      8,900     11,681     25,630     40,822
 
Changes from:       November 19, 2013                                Total Change is:    -3,795
       185     -1,202       -267          0          0          0     -2,055       -308     -1,757        249        -19       -945        795        703
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       27.5       27.4        0.5        0.0        0.5        7.9        8.5       15.0        0.5        3.1        4.0        8.8       14.0
 
Number of Traders in Each Category                                    Total Traders:        69
        16         22         24          .          0          .         12          9         17          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is17,017,819
Positions
   896,442  3,093,712  3,403,239  2,681,149    550,938    296,940    939,521    556,331  6,234,831    303,133    438,450  1,294,428    968,137  1,148,951
 
Changes from:       November 19, 2013                                Total Change is:   458,399
  -132,783   -127,807    276,934    122,238    104,893     18,375     32,435    -15,338    129,059     -6,665     96,934      9,525      9,280    -34,176
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       18.2       20.0       15.8        3.2        1.7        5.5        3.3       36.6        1.8        2.6        7.6        5.7        6.8
 
Number of Traders in Each Category                                    Total Traders:       286
        27         62         85          9         21         22         46         71         96         19         22         32
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    46,313
Positions
    31,496      1,017          0        259      8,887      9,032      5,492     18,014          0          0      9,281          0         34         82
 
Changes from:       November 19, 2013                                Total Change is:     3,939
       -91        147          0          0      2,438          0      4,060        896         -9          0        469          0        -21         -2
 
Percent of Open Interest Represented by Each Category of Trader
      68.0        2.2        0.0        0.6       19.2       19.5       11.9       38.9        0.0        0.0       20.0        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          0          .          9          .          .         10          0          0          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    32,265
Positions
    27,236      5,650        874          0      8,476      3,872        212      2,094         20          0     11,256          0         51         23
 
Changes from:       November 19, 2013                                Total Change is:     3,216
       395      2,454       -201          0     -3,999      3,850       -898        190         20          0        933          0         50        -31
 
Percent of Open Interest Represented by Each Category of Trader
      84.4       17.5        2.7        0.0       26.3       12.0        0.7        6.5        0.1        0.0       34.9        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        33
         6          .          .          0         10          .          .          7          .          0          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    44,517
Positions
     9,556     10,183      1,070      5,544      1,779        471      9,586     26,273      2,110      9,472        976        111      6,597      1,544
 
Changes from:       November 19, 2013                                Total Change is:      -370
       -68        567       -537        280       -242         -2     -1,265       -373         34        998        262         14        176        -93
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       22.9        2.4       12.5        4.0        1.1       21.5       59.0        4.7       21.3        2.2        0.2       14.8        3.5
 
Number of Traders in Each Category                                    Total Traders:       115
         6          .          .         10          4          .         27         17         12         44          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   413,869
Positions
    84,859     21,656     43,214     63,170     23,581     21,295     55,768    145,930     63,458      2,588     13,848     56,117     23,400     24,770
 
Changes from:       November 19, 2013                                Total Change is:   -25,772
    -8,152    -14,012     -8,422     -6,140       -105      4,619     -8,690     -3,786      7,304     -1,400     -3,649     -5,090        199     -2,631
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        5.2       10.4       15.3        5.7        5.1       13.5       35.3       15.3        0.6        3.3       13.6        5.7        6.0
 
Number of Traders in Each Category                                    Total Traders:       186
        22         10         22         10         13         14         33         51         44          9         21         25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,005
Positions
       230      1,405          0      1,543          0          0      5,319      4,883        782          0        932          0        131          3
 
Changes from:       November 19, 2013                                Total Change is:       402
        18          0          0       -166          0          0        550       -201          0          0        604          0          0         -1
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       17.6        0.0       19.3        0.0        0.0       66.4       61.0        9.8        0.0       11.6        0.0        1.6        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          0          0          7          4          .          0          .          0
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Updated December 2, 2013