`Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   133,925
Positions
    36,211     31,086      3,719     15,367     16,340        359     33,770     36,713      6,770      7,438     10,934      2,012     28,278     25,991
 
Changes from:       September 24, 2013                               Total Change is:     3,473
      -233      7,405        265        205        -81       -211      1,189      1,595      1,056      1,102     -4,904         -1         99     -1,653
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       23.2        2.8       11.5       12.2        0.3       25.2       27.4        5.1        5.6        8.2        1.5       21.1       19.4
 
Number of Traders in Each Category                                    Total Traders:        86
         5         13          8          6          4          .         18         24         16          8          8          8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    48,026
Positions
     5,221     21,382      1,789          0      2,089          0     17,374      9,810      1,127        537      2,305          0     21,977      9,523
 
Changes from:       September 24, 2013                               Total Change is:     6,105
       153      3,830        196          0       -397          0      2,179      2,175         64        537         60         -3      2,979        180
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       44.5        3.7        0.0        4.3        0.0       36.2       20.4        2.3        1.1        4.8        0.0       45.8       19.8
 
Number of Traders in Each Category                                    Total Traders:        42
         4         11          4          0          .          0         14          7          5          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   200,527
Positions
     7,709     70,702      8,843     20,904     27,116      2,210     94,120     27,184     19,060      3,271      9,744      2,426     41,986     33,242
 
Changes from:       September 24, 2013                               Total Change is:    15,068
     2,974     11,812      1,285       -386     -1,075        233      2,901     -1,754      3,816      1,388     -1,971        522      2,336      2,202
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       35.3        4.4       10.4       13.5        1.1       46.9       13.6        9.5        1.6        4.9        1.2       20.9       16.6
 
Number of Traders in Each Category                                    Total Traders:       119
         4         14          6          7         16          7         31         26         22          6         15          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   198,309
Positions
    88,740     11,224      4,960     26,485     12,377        613     30,378     84,072     17,847      8,460     15,703      2,411     18,416     49,103
 
Changes from:       September 24, 2013                               Total Change is:    -3,676
    -1,623      5,700       -754     -1,048       -248       -116     -3,753     -9,035      1,383     -1,102      1,044       -642      3,978     -1,008
 
Percent of Open Interest Represented by Each Category of Trader
      44.7        5.7        2.5       13.4        6.2        0.3       15.3       42.4        9.0        4.3        7.9        1.2        9.3       24.8
 
Number of Traders in Each Category                                    Total Traders:       131
        10         11          7          8         12          6         23         42         27          .         22          9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   337,731
Positions
    17,762     82,096     17,979     36,391     58,555      6,781    118,161     29,321     58,576     22,552     19,440      8,421     51,108     56,561
 
Changes from:       September 24, 2013                               Total Change is:    13,416
       572      3,383      3,647       -195     -2,399        -98     -3,238     -5,361     11,027      2,429      1,086        337     -1,064      1,794
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       24.3        5.3       10.8       17.3        2.0       35.0        8.7       17.3        6.7        5.8        2.5       15.1       16.7
 
Number of Traders in Each Category                                    Total Traders:       210
        12         25         15         15         23         17         47         37         38         19         32         15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   134,483
Positions
    60,365      5,392      6,935          0     36,797      1,528     20,115     31,657     11,123      9,445     10,693      3,619     21,352     26,739
 
Changes from:       September 24, 2013                               Total Change is:   -12,023
    -9,701        496        301        -18        -64       -101     -5,198    -12,713      1,235       -173        122        -14      1,646     -1,285
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        4.0        5.2        0.0       27.4        1.1       15.0       23.5        8.3        7.0        8.0        2.7       15.9       19.9
 
Number of Traders in Each Category                                    Total Traders:        93
        12          7          8          0         10          5         23         27         20          5          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    42,608
Positions
    13,875     21,711     13,234          0        593         79      7,882      1,323      3,183      1,651          0      2,184        520        301
 
Changes from:       September 24, 2013                               Total Change is:    -1,238
      -380        -58          0          0       -277         79       -951       -774          0          0          0          0         14       -208
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       51.0       31.1        0.0        1.4        0.2       18.5        3.1        7.5        3.9        0.0        5.1        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        23
         4         11          9          0          .          .          4          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   119,813
Positions
    36,876     52,376          0     39,327        579        161     25,570     58,428        845     10,814      5,208          0      6,220      2,216
 
Changes from:       September 24, 2013                               Total Change is:   -10,366
       416      2,806          0        134        106         -1    -10,996    -12,473        -91        352       -763          0       -180         50
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       43.7        0.0       32.8        0.5        0.1       21.3       48.8        0.7        9.0        4.3        0.0        5.2        1.8
 
Number of Traders in Each Category                                    Total Traders:        96
         5          9          0          5          .          .         29         23          5         13          9          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    19,813
Positions
     4,471     11,304      3,603          0        166        437      1,367        505        103      9,232      3,166          0        600        529
 
Changes from:       September 24, 2013                               Total Change is:        69
      -445        369        358          0       -225        -45        239       -245        -34          0          0          0         -4       -109
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       57.1       18.2        0.0        0.8        2.2        6.9        2.5        0.5       46.6       16.0        0.0        3.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          .          0          .          .          5          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    22,577
Positions
     1,432     13,019          0        377        207          0     16,143      6,935          5        665        671          0      3,955      1,740
 
Changes from:       September 24, 2013                               Total Change is:     2,956
        28      3,853          0        -13          0          0      2,180       -555          0        107       -263          0        654        -79
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       57.7        0.0        1.7        0.9        0.0       71.5       30.7        0.0        2.9        3.0        0.0       17.5        7.7
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          0          .          .          0         16         10          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    61,782
Positions
    12,547     47,829        165      4,998        775        186     28,313      4,682      1,523      4,353        787        834      8,863      5,002
 
Changes from:       September 24, 2013                               Total Change is:    -8,609
     2,116     -8,503         42       -986        -12       -134     -9,839        261        171        165       -126        -14       -129       -295
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       77.4        0.3        8.1        1.3        0.3       45.8        7.6        2.5        7.0        1.3        1.3       14.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       107
        19         13          5          6          .          .         38         16         12          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   123,564
Positions
    25,093     95,657        331      9,996      1,549        371     56,626      9,364      3,047      8,706      1,574      1,668     17,726     10,004
 
Changes from:       September 24, 2013                               Total Change is:   -17,217
     4,232    -17,006         84     -1,972        -23       -267    -19,679        522        343        329       -251        -28       -259       -590
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       77.4        0.3        8.1        1.3        0.3       45.8        7.6        2.5        7.0        1.3        1.3       14.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       107
        19         13          5          6          .          .         38         16         12          8          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   841,660
Positions
    30,309    217,468     16,463    302,556    114,094     52,670     96,646    144,729    145,630     51,255     39,232     23,315    122,816     88,059
 
Changes from:       September 24, 2013                               Total Change is:       850
     2,564     -3,219       -313    -12,882     -5,120      4,306        633     -2,543      5,514      1,438      1,270       -774        364      1,730
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       25.8        2.0       35.9       13.6        6.3       11.5       17.2       17.3        6.1        4.7        2.8       14.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       575
        29         38         29        111         54         68        101        111        100         63         68         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   205,137
Positions
     3,621     68,577      3,397     69,303     25,918      1,985     11,523     11,349     35,930     13,670      7,493      8,111     57,596     42,377
 
Changes from:       September 24, 2013                               Total Change is:      -200
      -255     -4,365       -322     -3,451     -2,129         -3        781      5,378       -515        489         86        -72      3,147      1,741
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       33.4        1.7       33.8       12.6        1.0        5.6        5.5       17.5        6.7        3.7        4.0       28.1       20.7
 
Number of Traders in Each Category                                    Total Traders:        96
         .         13          4         15          9         10         21         18         34          8         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 3,182,615
Positions
   143,249    754,264     55,518  1,182,368    456,979    237,323    477,222    718,510    496,890    194,267    165,041     69,677    326,100    228,413
 
Changes from:       September 24, 2013                               Total Change is:     5,248
    11,943      3,576      2,193    -45,743    -13,547     20,136     24,518    -14,348      4,882      3,845      5,021     -2,611    -13,916        -55
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       23.7        1.7       37.2       14.4        7.5       15.0       22.6       15.6        6.1        5.2        2.2       10.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       550
        31         36         26        106         51         61        100        104         94         60         62         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   110,266
Positions
     3,023     52,391        105     56,798     41,923      2,718     34,089      6,563      1,036      1,109      2,971          0     11,388      2,559
 
Changes from:       September 24, 2013                               Total Change is:     3,967
      -657        773          5      2,643      2,047       -193      3,542      1,232       -175        192        345          0     -1,390        -67
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       47.5        0.1       51.5       38.0        2.5       30.9        6.0        0.9        1.0        2.7        0.0       10.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       104
         4         17          .         37         12         16         19          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    82,399
Positions
     1,889     62,991        617     35,738      4,765        480     33,427      5,609        786      2,511      2,110        603      6,348      4,438
 
Changes from:       September 24, 2013                               Total Change is:     2,332
      -220        341        148        137        692        -75      2,039        213        -47        421        145        -69         -1        985
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       76.4        0.7       43.4        5.8        0.6       40.6        6.8        1.0        3.0        2.6        0.7        7.7        5.4
 
Number of Traders in Each Category                                    Total Traders:       208
        17         20          8         33         16          8         64         27          9         16         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   411,994
Positions
     9,446    314,956      3,084    178,688     23,823      2,400    167,134     28,047      3,929     12,555     10,548      3,017     31,741     22,190
 
Changes from:       September 24, 2013                               Total Change is:    11,660
    -1,100      1,703        740        687      3,460       -375     10,194      1,065       -236      2,105        725       -346         -7      4,925
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       76.4        0.7       43.4        5.8        0.6       40.6        6.8        1.0        3.0        2.6        0.7        7.7        5.4
 
Number of Traders in Each Category                                    Total Traders:       208
        17         20          8         33         16          8         64         27          9         16         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   345,607
Positions
    58,983    104,298     17,568    139,433     89,698     21,068     72,607     82,551      8,217      6,194      4,265        473     21,063     17,468
 
Changes from:       September 24, 2013                               Total Change is:    13,590
    -1,771      4,696      2,165      8,788     -2,969      1,056      3,781      5,033        388        353        182        -68     -1,103      3,106
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       30.2        5.1       40.3       26.0        6.1       21.0       23.9        2.4        1.8        1.2        0.1        6.1        5.1
 
Number of Traders in Each Category                                    Total Traders:       255
        18         16          4         60         34         22         55         47         16         14         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    62,162
Positions
     2,923     39,960          0     27,181         86        608     14,996     13,348          0      6,014      1,789          0     10,440      6,371
 
Changes from:       September 24, 2013                               Total Change is:     2,305
      -165        579        -83         93       -350        178      1,146        410          0        381        936          0        755        635
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       64.3        0.0       43.7        0.1        1.0       24.1       21.5        0.0        9.7        2.9        0.0       16.8       10.2
 
Number of Traders in Each Category                                    Total Traders:        69
         4          8          0         17          .          .         16         10          0          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    69,433
Positions
    21,179      2,809      1,485     11,384      2,283        729     19,827      3,627      1,073      5,540        430        400      7,816     56,597
 
Changes from:       September 24, 2013                               Total Change is:     2,795
     5,093       -622       -473        103         80        -95     -2,407      1,122        333        615       -525        100       -474      2,875
 
Percent of Open Interest Represented by Each Category of Trader
      30.5        4.0        2.1       16.4        3.3        1.0       28.6        5.2        1.5        8.0        0.6        0.6       11.3       81.5
 
Number of Traders in Each Category                                    Total Traders:        81
        20          7          4         10          .          .         23          7          6          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    80,712
Positions
     1,599     42,728      1,280     34,391     21,953      3,465     28,895      4,748      3,888        562        745          0      6,632      1,905
 
Changes from:       September 24, 2013                               Total Change is:     3,854
    -2,131      3,740        360       -248      1,133         78      4,837     -1,603         37          0          0          0        921        109
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       52.9        1.6       42.6       27.2        4.3       35.8        5.9        4.8        0.7        0.9        0.0        8.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        87
         .         13          .         30         17         12         15          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   248,975
Positions
    15,372    134,926      6,969    104,529     22,051     33,906     49,986     35,403      2,996     20,058      6,746        554     14,605      5,424
 
Changes from:       September 24, 2013                               Total Change is:   -21,117
      -601        763      2,202        561       -100       -880     -3,385    -21,452        722    -15,636       -457        -40     -4,060     -1,875
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       54.2        2.8       42.0        8.9       13.6       20.1       14.2        1.2        8.1        2.7        0.2        5.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       166
        14         22          6         49         19         23         28         14         10         16          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   716,487
Positions
    11,076     95,942     18,265    288,979     81,555    101,598     76,608    112,967     50,701     16,800     53,201     14,170    138,290    188,087
 
Changes from:       September 24, 2013                               Total Change is:    23,969
    10,232     25,631        149    -13,843    -25,329     10,474     12,102    -10,819      8,962      1,504     10,871      2,806     -8,415      1,225
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       13.4        2.5       40.3       11.4       14.2       10.7       15.8        7.1        2.3        7.4        2.0       19.3       26.3
 
Number of Traders in Each Category                                    Total Traders:       155
         5         17         14         37         31         38         24         24         34          8          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   402,075
Positions
     8,796    101,074        531    227,339     19,877     55,436     13,918    140,187      1,952     17,569     11,640          0     76,534     71,377
 
Changes from:       September 24, 2013                               Total Change is:        -5
     4,817     -8,428     -1,939     -3,893     10,419      4,367        469     -1,732        108       -185     -1,827          0     -3,749       -974
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       25.1        0.1       56.5        4.9       13.8        3.5       34.9        0.5        4.4        2.9        0.0       19.0       17.8
 
Number of Traders in Each Category                                    Total Traders:        78
         .         11          4         33          7         19          .         15          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   941,009
Positions
    89,951     89,231     18,398    281,486    337,062     60,326    249,063    187,621     39,893     62,693     63,104     32,241    106,958    113,133
 
Changes from:       September 24, 2013                               Total Change is:    55,762
     4,337     -1,036      1,277     19,014    -24,865       -934     30,410     79,491     -2,574     -9,860      4,598      2,189     11,904     -2,383
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        9.5        2.0       29.9       35.8        6.4       26.5       19.9        4.2        6.7        6.7        3.4       11.4       12.0
 
Number of Traders in Each Category                                    Total Traders:       217
        14         23         10         32         34         28         43         28         24         18         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    26,184
Positions
     9,487     10,916      2,496      1,070          0        500      4,460      3,778      7,334          2         25        679        156        456
 
Changes from:       September 24, 2013                               Total Change is:    -8,753
     2,660     -3,167     -4,988      1,070          0        500     -6,691        -83     -1,574         -1          0        177         94        382
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       41.7        9.5        4.1        0.0        1.9       17.0       14.4       28.0        0.0        0.1        2.6        0.6        1.7
 
Number of Traders in Each Category                                    Total Traders:        35
         8          6          8          .          0          .          9          9          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 2,428,572
Positions
   121,381    115,569    212,730    637,025    786,083    250,496    485,654    142,262    283,924     52,224    107,191     92,971    292,167    437,346
 
Changes from:       September 24, 2013                               Total Change is:    70,997
    24,575    -26,351     15,407     20,338     55,738      5,342    -29,664     -8,823     24,871     -9,102    -17,260     21,357     -2,128        715
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        4.8        8.8       26.2       32.4       10.3       20.0        5.9       11.7        2.2        4.4        3.8       12.0       18.0
 
Number of Traders in Each Category                                    Total Traders:       303
        26         30         44         27         76         64         54         49         75         15         26         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,948,758
Positions
   151,218    142,598    107,714    606,934    471,245    171,721    412,715    332,588    192,826     78,328    192,855     26,909    200,392    310,302
 
Changes from:       September 24, 2013                               Total Change is:    39,717
   -60,501      8,971     33,563     15,823     -3,699     -7,025     20,554    -17,589     24,399     10,783      4,249      3,986     -1,865     -7,139
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        7.3        5.5       31.1       24.2        8.8       21.2       17.1        9.9        4.0        9.9        1.4       10.3       15.9
 
Number of Traders in Each Category                                    Total Traders:       228
        14         27         26         29         47         32         30         49         48         11         21         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   282,409
Positions
    73,605     72,906     88,335        970          0      2,043     34,421     18,155     35,947        592      3,131     14,739     31,757     47,153
 
Changes from:       September 24, 2013                               Total Change is:   -25,630
    -6,913    -19,725     -9,460          0          0          0    -12,159      2,508       -981       -148     -2,949      1,630      2,400      3,347
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       25.8       31.3        0.3        0.0        0.7       12.2        6.4       12.7        0.2        1.1        5.2       11.2       16.7
 
Number of Traders in Each Category                                    Total Traders:        51
         8         18         19          .          0          .         13          6         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 is15,903,053
Positions
 1,256,117  2,593,753  3,093,885  1,881,709    665,728    208,273    936,752    539,349  5,740,729    371,293    425,749  1,538,539    875,755  1,097,047
 
Changes from:       September 24, 2013                               Total Change is:   324,827
   -52,423    110,870      2,887    265,398   -119,314    -26,272    -40,766     64,449    234,741    -38,950     62,828     -7,021    -12,765      1,661
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       16.3       19.5       11.8        4.2        1.3        5.9        3.4       36.1        2.3        2.7        9.7        5.5        6.9
 
Number of Traders in Each Category                                    Total Traders:       277
        21         55         72         11         17         23         61         59        101         19         24         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    41,597
Positions
    30,137        588          0          0      8,698      9,054      2,370     15,237          0          0      7,944          0         36         76
 
Changes from:       September 24, 2013                               Total Change is:      -218
       882          9          0          0        386        -16     -1,091        -84          0          0       -503          0          7        -10
 
Percent of Open Interest Represented by Each Category of Trader
      72.4        1.4        0.0        0.0       20.9       21.8        5.7       36.6        0.0        0.0       19.1        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        39
         6          4          0          0          9          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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    18,827
Positions
    16,423      1,665        500          0      5,916         26      1,871      1,866          0          0      8,775          0          7         79
 
Changes from:       September 24, 2013                               Total Change is:       233
       -66        263          0          0          0          0        292        219          0          0       -262          0          7         13
 
Percent of Open Interest Represented by Each Category of Trader
      87.2        8.8        2.7        0.0       31.4        0.1        9.9        9.9        0.0        0.0       46.6        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         6          .          .          0          6          .          4          6          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    54,828
Positions
    10,471      9,518      1,389      5,022      4,714        260     21,002     31,396      1,594      7,600      2,332         24      7,465      3,601
 
Changes from:       September 24, 2013                               Total Change is:       883
        53       -238        125          5       -133          6      1,379       -385        729     -1,738        -26         20        303        785
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       17.4        2.5        9.2        8.6        0.5       38.3       57.3        2.9       13.9        4.3        0.0       13.6        6.6
 
Number of Traders in Each Category                                    Total Traders:       144
         6          .          .          8          6          .         27         33          8         51         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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   356,219
Positions
   111,104     10,091     39,971     44,746     20,953     14,683     28,445    149,172     46,422      8,024      9,902     38,443     24,381     26,582
 
Changes from:       September 24, 2013                               Total Change is:   -12,013
    -5,381     -2,483      3,030     -8,896      1,357      2,049     -4,882    -14,241      9,061      1,544     -1,232     -9,338        800       -216
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        2.8       11.2       12.6        5.9        4.1        8.0       41.9       13.0        2.3        2.8       10.8        6.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       161
        20          6         21          7         11          9         27         44         41         19         20         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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     7,288
Positions
     1,012      1,405          0      2,254          0        485      2,727      4,477        782          0        106          0         28         33
 
Changes from:       September 24, 2013                               Total Change is:       -62
        19          0          0        180          0        -74         11       -121          0          0        106          0       -198         27
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       19.3        0.0       30.9        0.0        6.7       37.4       61.4       10.7        0.0        1.5        0.0        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          .          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 25, 2013