`Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   108,282
Positions
    36,397     12,317      1,792     15,756     19,012        127     23,153     32,307      4,125      6,297      6,572        646     19,989     31,384
 
Changes from:       August 13, 2013                                  Total Change is:     2,979
      -472       -464        131        -45       -322         -2      5,470      4,050       -378        -19       -178       -326     -1,380        468
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       11.4        1.7       14.6       17.6        0.1       21.4       29.8        3.8        5.8        6.1        0.6       18.5       29.0
 
Number of Traders in Each Category                                    Total Traders:        84
        11          6          4          5          6          .         23         18          8         10          5          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    41,138
Positions
    10,220     15,717         96          0      2,290          0     15,595      9,123        508          0      2,186          0     14,719     11,218
 
Changes from:       August 13, 2013                                  Total Change is:     3,554
       504      1,376       -445          0         -1          0      1,399      2,483         23       -505        565          0      2,578       -447
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       38.2        0.2        0.0        5.6        0.0       37.9       22.2        1.2        0.0        5.3        0.0       35.8       27.3
 
Number of Traders in Each Category                                    Total Traders:        43
         6          7          4          0          4          0         15          9          4          0          .          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 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   138,505
Positions
    55,801     10,355      1,457     15,222     26,581      1,287     26,242     56,743      4,774      8,054     10,231        505     25,163     26,572
 
Changes from:       August 13, 2013                                  Total Change is:    -6,621
   -15,786      4,490         36        230     -1,856        756      4,321     -6,700     -1,113       -498        223       -111      5,544     -2,346
 
Percent of Open Interest Represented by Each Category of Trader
      40.3        7.5        1.1       11.0       19.2        0.9       18.9       41.0        3.4        5.8        7.4        0.4       18.2       19.2
 
Number of Traders in Each Category                                    Total Traders:       107
         9         13          5          7         15          5         23         25         11          4         11          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   162,168
Positions
    85,582     13,228        300     25,987     15,056      2,653     24,023     77,148      3,033      3,444     11,364        584     16,562     38,802
 
Changes from:       August 13, 2013                                  Total Change is:     2,672
       149      4,420        236        604        -31         45      1,463        576        134       -589         -1         -9        639     -2,698
 
Percent of Open Interest Represented by Each Category of Trader
      52.8        8.2        0.2       16.0        9.3        1.6       14.8       47.6        1.9        2.1        7.0        0.4       10.2       23.9
 
Number of Traders in Each Category                                    Total Traders:       117
        13         11          .          8         14          .         22         34         12          .         12          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   249,660
Positions
    28,258     44,447      4,484     36,675     64,314      4,841     93,057     53,969      4,547     23,523     13,218      1,756     52,519     58,084
 
Changes from:       August 13, 2013                                  Total Change is:    23,995
    -6,687     19,131        477        145      1,414         19     21,870      4,035        436        338       -346         18      7,379     -1,189
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       17.8        1.8       14.7       25.8        1.9       37.3       21.6        1.8        9.4        5.3        0.7       21.0       23.3
 
Number of Traders in Each Category                                    Total Traders:       180
        16         14         13         15         24         12         38         38         18         16         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   184,178
Positions
   121,375     19,156        529        589     40,090      1,094     38,153     75,298      1,551      5,160     11,367      1,615     14,112     33,478
 
Changes from:       August 13, 2013                                  Total Change is:      -644
     1,415       -430        268          0        452         52       -571      1,168         36       -156        188        130     -1,818     -2,508
 
Percent of Open Interest Represented by Each Category of Trader
      65.9       10.4        0.3        0.3       21.8        0.6       20.7       40.9        0.8        2.8        6.2        0.9        7.7       18.2
 
Number of Traders in Each Category                                    Total Traders:        96
        11          8          8          .         10          5         19         30          9          4         12          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 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    43,623
Positions
    15,829     20,929     12,704          0      1,434          0      7,317      1,791      3,306      1,379          0      2,855        233        604
 
Changes from:       August 13, 2013                                  Total Change is:     1,526
         3        573          0          0        -37          0      1,664        950        -22          0          0          0       -119         62
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       48.0       29.1        0.0        3.3        0.0       16.8        4.1        7.6        3.2        0.0        6.5        0.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         11          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 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    94,485
Positions
    21,577     32,502        706      1,954        387          0     53,586     48,727      1,228      9,498      8,147          0      5,936      2,788
 
Changes from:       August 13, 2013                                  Total Change is:    -5,361
       355        -39          0         34       -440          0     -5,591     -6,049        251        200         60          0       -610        856
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       34.4        0.7        2.1        0.4        0.0       56.7       51.6        1.3       10.1        8.6        0.0        6.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        93
         4          9          .          .          .          0         35         21          5         11          8          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 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    24,506
Positions
    10,315     13,089      3,087          0      1,745          0        962      2,524         41      9,232      3,055          0        869        965
 
Changes from:       August 13, 2013                                  Total Change is:     1,616
     1,581        182         27       -154        170          0        213      1,397        -20       -115          0          0         84       -140
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       53.4       12.6        0.0        7.1        0.0        3.9       10.3        0.2       37.7       12.5        0.0        3.5        3.9
 
Number of Traders in Each Category                                    Total Traders:        24
         6          5          .          0          .          0          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    13,500
Positions
     1,490      2,674          1        266        336          0      8,199      7,287        396        759        573          0      2,389      2,233
 
Changes from:       August 13, 2013                                  Total Change is:     1,524
    -1,534        862          1        120        -29          0      2,742        734        213         29        261          0        -47       -518
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       19.8        0.0        2.0        2.5        0.0       60.7       54.0        2.9        5.6        4.2        0.0       17.7       16.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          8          .          .          .          0         13         18          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    54,405
Positions
    10,515     40,917        115      5,806      1,016        441     22,185      5,223        505      5,418        275         84      9,338      5,831
 
Changes from:       August 13, 2013                                  Total Change is:    -9,219
     1,492     -8,500       -104        -31        465         -3    -10,425        189        272        581       -568          0     -1,001       -970
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       75.2        0.2       10.7        1.9        0.8       40.8        9.6        0.9       10.0        0.5        0.2       17.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        20         11          .          6          .          .         31         12          7         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   108,810
Positions
    21,029     81,833        229     11,611      2,032        882     44,370     10,446      1,010     10,835        549        168     18,676     11,661
 
Changes from:       August 13, 2013                                  Total Change is:   -18,437
     2,984    -16,999       -208        -62        929         -6    -20,849        378        544      1,161     -1,136          0     -2,001     -1,939
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       75.2        0.2       10.7        1.9        0.8       40.8        9.6        0.9       10.0        0.5        0.2       17.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        20         11          .          6          .          .         31         12          7         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   754,996
Positions
    25,388    188,388     29,164    327,608    135,473     47,941     92,840    165,099     43,626     57,093     42,629      5,815    125,521     96,862
 
Changes from:       August 13, 2013                                  Total Change is:    16,723
     2,589     -2,947      7,112     -9,018      6,189      3,581     -2,568    -10,615      9,627       -752     -3,204        441      5,712      6,539
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       25.0        3.9       43.4       17.9        6.3       12.3       21.9        5.8        7.6        5.6        0.8       16.6       12.8
 
Number of Traders in Each Category                                    Total Traders:       543
        30         45         25        112         55         59         86        112         71         47         55         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   169,064
Positions
    18,247     46,425      2,573     70,645     28,436        987     10,636     22,687      1,383     11,267     11,542      2,142     51,184     52,889
 
Changes from:       August 13, 2013                                  Total Change is:     6,076
     5,179     -4,787        341       -258        -77         51        523       -334        704       -394      1,519        694       -764      7,965
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       27.5        1.5       41.8       16.8        0.6        6.3       13.4        0.8        6.7        6.8        1.3       30.3       31.3
 
Number of Traders in Each Category                                    Total Traders:        88
         9         10          7         16          7          7         15         17          8          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,929,661
Positions
   115,904    790,014     52,756  1,303,650    554,018    215,934    493,736    794,775    128,500    234,160    160,464     13,336    371,685    219,864
 
Changes from:       August 13, 2013                                  Total Change is:    53,234
    12,776     34,930      8,126    -44,378     30,751     18,228     11,783    -24,167     17,375     -2,751    -24,573       -305     32,380     -7,131
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       27.0        1.8       44.5       18.9        7.4       16.9       27.1        4.4        8.0        5.5        0.5       12.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       524
        30         44         21        106         53         54         84        110         61         46         50         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   119,958
Positions
     3,301     62,776        196     70,617     42,567      2,375     31,178      5,956        783        937      1,768          0     10,571      3,537
 
Changes from:       August 13, 2013                                  Total Change is:    -2,092
       298     -3,359         45     -1,393        973        133       -705       -198         -4        -63        -10          0       -403        328
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       52.3        0.2       58.9       35.5        2.0       26.0        5.0        0.7        0.8        1.5        0.0        8.8        2.9
 
Number of Traders in Each Category                                    Total Traders:       100
         5         16          .         34         13         13         21          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    77,539
Positions
     1,733     56,036        530     36,326      4,634        667     29,332      6,240        681      2,220      4,823         49      6,001      3,878
 
Changes from:       August 13, 2013                                  Total Change is:    -6,262
       -54     -4,849        130     -1,855        361         50     -4,340     -2,159        414       -252        331          0       -354       -542
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       72.3        0.7       46.8        6.0        0.9       37.8        8.0        0.9        2.9        6.2        0.1        7.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       220
        16         27          4         32         17          8         72         25         12         17         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   387,693
Positions
     8,663    280,181      2,652    181,630     23,172      3,333    146,660     31,198      3,406     11,100     24,114        246     30,003     19,391
 
Changes from:       August 13, 2013                                  Total Change is:   -31,311
      -269    -24,244        650     -9,277      1,807        250    -21,702    -10,793      2,070     -1,261      1,657          0     -1,772     -2,708
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       72.3        0.7       46.8        6.0        0.9       37.8        8.0        0.9        2.9        6.2        0.1        7.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       220
        16         27          4         32         17          8         72         25         12         17         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   359,566
Positions
    62,528     93,714     11,412    142,792    131,161     22,848     82,865     66,535      7,290      6,150      7,302        300     23,381     19,004
 
Changes from:       August 13, 2013                                  Total Change is:       365
     3,237     -7,968        970     -1,110      1,433         42       -985      3,279       -514       -441        116        300     -1,134      2,707
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       26.1        3.2       39.7       36.5        6.4       23.0       18.5        2.0        1.7        2.0        0.1        6.5        5.3
 
Number of Traders in Each Category                                    Total Traders:       247
        17         16          .         55         31         21         55         45         12         15         13          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    54,753
Positions
     3,116     40,501          0     23,307          0        321     10,542     10,291          5      4,707        228          0     12,755      3,407
 
Changes from:       August 13, 2013                                  Total Change is:    -4,427
      -429       -310          0     -1,255          0       -150     -2,294     -2,227          5       -102          0          0       -202     -1,745
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       74.0        0.0       42.6        0.0        0.6       19.3       18.8        0.0        8.6        0.4        0.0       23.3        6.2
 
Number of Traders in Each Category                                    Total Traders:        57
         4          8          0         18          0          .         15          5          .          6          .          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    63,223
Positions
    19,529      9,107        509     11,560     11,021        743     14,581      3,984      1,398      4,170      1,742          0     10,733     34,719
 
Changes from:       August 13, 2013                                  Total Change is:    -5,241
       819       -903       -487     -1,584        150        -19     -1,138      1,475       -953         24       -579          0     -1,903     -3,925
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       14.4        0.8       18.3       17.4        1.2       23.1        6.3        2.2        6.6        2.8        0.0       17.0       54.9
 
Number of Traders in Each Category                                    Total Traders:        78
        18         11          .          8          4          .         17         10          5          7          .          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 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    82,950
Positions
       789     39,903      2,430     37,436     22,547      3,421     27,433      7,103      3,756        298      1,699          0      7,387      2,091
 
Changes from:       August 13, 2013                                  Total Change is:      -998
      -830       -639        182        655        223       -406       -388       -139          2          9        488          0       -222       -709
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       48.1        2.9       45.1       27.2        4.1       33.1        8.6        4.5        0.4        2.0        0.0        8.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        80
         .         11          .         27         18         11         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   224,076
Positions
    18,744    106,883      3,506    102,852     33,784     30,141     39,041     28,861      2,361     12,245     10,671        517     14,669      7,352
 
Changes from:       August 13, 2013                                  Total Change is:    -2,205
     1,028     -2,622        189      2,548      2,620       -818     -3,490        178        327       -849     -1,576       -435       -705        -68
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       47.7        1.6       45.9       15.1       13.5       17.4       12.9        1.1        5.5        4.8        0.2        6.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       159
        15         21          6         42         21         20         20         20         11         15          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   625,917
Positions
    11,219     82,851      9,254    277,744     85,409     88,401     81,436    100,177     11,231     14,168     46,321      1,989    130,475    200,284
 
Changes from:       August 13, 2013                                  Total Change is:    33,024
       817        257      5,640     17,458     -5,609        108      6,439     20,388        500     -3,566     -4,898      1,675      3,953     14,963
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       13.2        1.5       44.4       13.6       14.1       13.0       16.0        1.8        2.3        7.4        0.3       20.8       32.0
 
Number of Traders in Each Category                                    Total Traders:       160
         5         23          5         35         28         30         20         35         27          5          9          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   388,656
Positions
     3,576    117,057        813    243,860     22,559     37,647     13,959    126,716      1,153     11,979      6,567          0     75,669     76,144
 
Changes from:       August 13, 2013                                  Total Change is:     3,525
        -6     14,453        308     -4,169     -1,352       -123         37     -9,499         18      3,523     -1,501          0      3,937      1,221
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       30.1        0.2       62.7        5.8        9.7        3.6       32.6        0.3        3.1        1.7        0.0       19.5       19.6
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          6         31          9         18          .         10          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   880,986
Positions
   112,421     81,929      9,431    228,463    327,804     67,767    231,351    177,292     25,506     73,233     55,470     31,781    101,033    104,006
 
Changes from:       August 13, 2013                                  Total Change is:    15,263
    10,012     -1,529      5,074    -16,090     18,816      6,671    -21,696    -21,966      3,271     28,163      1,800      1,383     -1,525      1,743
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        9.3        1.1       25.9       37.2        7.7       26.3       20.1        2.9        8.3        6.3        3.6       11.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       203
        14         20          8         32         32         29         38         30         27         15         21          6
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Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    39,198
Positions
    17,349     11,526      8,188        770          0          0      3,682     10,189      8,685          0         39        440         84        131
 
Changes from:       August 13, 2013                                  Total Change is:    -1,665
     3,808     -3,452        455          0          0          0     -4,285      2,962     -1,624          0         13        -79         60         60
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       29.4       20.9        2.0        0.0        0.0        9.4       26.0       22.2        0.0        0.1        1.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        38
         9          8          7          .          0          0          8         10         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,307,707
Positions
   166,317    155,660     69,336    538,334    939,732    260,099    844,827    199,971     91,036     81,737    130,130     28,281    227,740    433,462
 
Changes from:       August 13, 2013                                  Total Change is:   -25,024
   -31,555     15,100      6,275    -15,996    -21,347     -9,345       -851    -24,576     18,419     -5,370     -3,269     -4,317     17,716     -1,964
 
Percent of Open Interest Represented by Each Category of Trader
       7.2        6.7        3.0       23.3       40.7       11.3       36.6        8.7        3.9        3.5        5.6        1.2        9.9       18.8
 
Number of Traders in Each Category                                    Total Traders:       314
        27         38         26         21         76         53         63         46         58         19         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,680,508
Positions
   253,690     75,499     61,796    450,296    479,856    161,931    422,853    337,460     62,878     77,128    162,184     19,356    170,580    319,548
 
Changes from:       August 13, 2013                                  Total Change is:    47,798
    47,929     -7,671     34,389     -1,724        905      9,785    -17,693      7,227     -3,006    -25,906      4,155      1,242      2,782        772
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        4.5        3.7       26.8       28.6        9.6       25.2       20.1        3.7        4.6        9.7        1.2       10.2       19.0
 
Number of Traders in Each Category                                    Total Traders:       222
        24         15         12         33         40         34         39         40         33          9         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   290,747
Positions
    68,505     77,265    100,631      1,004          0      2,043     39,245     16,214     34,703          5      5,017     10,830     33,781     44,044
 
Changes from:       August 13, 2013                                  Total Change is:     7,691
     2,265      1,537      1,377        -25          0          0        381        352      2,243        -71       -251        278      1,243      2,155
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       26.6       34.6        0.3        0.0        0.7       13.5        5.6       11.9        0.0        1.7        3.7       11.6       15.1
 
Number of Traders in Each Category                                    Total Traders:        57
        14         16         21          .          0          .         11          8         13          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,332,553
Positions
 2,037,372  2,219,062  1,700,268  1,100,758    864,044    240,350    931,949    708,853  1,881,832    372,314    322,812    279,288    788,422  1,116,044
 
Changes from:       August 13, 2013                                  Total Change is:   109,611
    15,521    -67,644     80,076        924     -5,243     35,246    -74,236    -11,387     46,829     26,097     26,728     -5,345    -15,501     10,351
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       23.8       18.2       11.8        9.3        2.6       10.0        7.6       20.2        4.0        3.5        3.0        8.4       12.0
 
Number of Traders in Each Category                                    Total Traders:       240
        25         47         70         11          9         16         52         47         83         20         12         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    38,525
Positions
    35,622      1,022        700          0     13,377         27      2,130     14,305         16          0      9,004          0         30         74
 
Changes from:       August 13, 2013                                  Total Change is:     4,167
     3,227        157        700       -130      3,077         12        426        -46          0        -49        256          0        -19         11
 
Percent of Open Interest Represented by Each Category of Trader
      92.5        2.7        1.8        0.0       34.7        0.1        5.5       37.1        0.0        0.0       23.4        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          .          0          8          .          .          8          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    20,056
Positions
    19,453        780          0          0      6,607          0        166      3,952         88        308      8,584          0         41         45
 
Changes from:       August 13, 2013                                  Total Change is:     2,608
     3,534        497          0          0        806          0       -278        641         88       -687        586          0        -49        -10
 
Percent of Open Interest Represented by Each Category of Trader
      97.0        3.9        0.0        0.0       32.9        0.0        0.8       19.7        0.4        1.5       42.8        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         4          .          0          0          6          0          .          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    75,224
Positions
    12,179     28,783        812      5,151      3,634        325     26,925     35,942      1,799     19,452      1,256        186      8,395      2,487
 
Changes from:       August 13, 2013                                  Total Change is:     1,030
       118          0          5        115        528         16       -590        203        317      1,119       -279         68       -138        172
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       38.3        1.1        6.8        4.8        0.4       35.8       47.8        2.4       25.9        1.7        0.2       11.2        3.3
 
Number of Traders in Each Category                                    Total Traders:       150
         7          .          .          9          4          .         28         23          9         69          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   444,632
Positions
   150,131      6,670     51,235     51,110     24,812     11,331     48,239    214,560     49,456      6,538      8,026     51,698     24,894     26,844
 
Changes from:       August 13, 2013                                  Total Change is:     3,046
      -462        267     10,226      1,427      3,689     -1,149     -7,788     -9,488        342       -323     -3,324      3,367     -2,594       -884
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        1.5       11.5       11.5        5.6        2.5       10.8       48.3       11.1        1.5        1.8       11.6        5.6        6.0
 
Number of Traders in Each Category                                    Total Traders:       182
        22         10         25          7         12         10         37         51         51         14         22         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,451
Positions
     1,405        653          0      1,598        152        525      1,911      4,304        782        202          0          0         28         35
 
Changes from:       August 13, 2013                                  Total Change is:      -164
      -143        188          0        -35         53         39        -21       -469          0          0          0          0         -4         25
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       10.1        0.0       24.8        2.4        8.1       29.6       66.7       12.1        3.1        0.0        0.0        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,862
Positions
     1,150      7,299        133      6,409          0          0      1,309      2,029         38          0          0          0        823        363
 
Changes from:       August 13, 2013                                  Total Change is:      -192
        -2       -346        133         -7          0          0        269        721       -595          0          0          0         10       -105
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       74.0        1.3       65.0        0.0        0.0       13.3       20.6        0.4        0.0        0.0        0.0        8.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .         10          0          0          7          .          .          0          0          0
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Updated August 23, 2013