`Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   134,248
Positions
    50,807     11,403      6,487     15,922     21,398        645     16,638     39,234     10,773      6,057      5,459      2,826     24,094     36,024
 
Changes from:       July 16, 2013                                    Total Change is:   -14,066
    -4,443        508        158         26       -687        232     -9,093    -13,271        358     -2,199      2,327       -446      1,342     -3,245
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        8.5        4.8       11.9       15.9        0.5       12.4       29.2        8.0        4.5        4.1        2.1       17.9       26.8
 
Number of Traders in Each Category                                    Total Traders:        86
         7          6          6          5          6          .         16         30         16          8          8          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    37,598
Positions
    14,740      8,402        734          0      1,777          0     10,136      9,639      1,870          0      1,621          0     10,119     13,555
 
Changes from:       July 16, 2013                                    Total Change is:    -5,303
    -3,080        122       -150          0        -80          0     -3,936     -3,825        123       -406          0         -2      2,147     -1,492
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       22.3        2.0        0.0        4.7        0.0       27.0       25.6        5.0        0.0        4.3        0.0       26.9       36.1
 
Number of Traders in Each Category                                    Total Traders:        31
         9          4          .          0          .          0          9          5          5          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   172,852
Positions
    86,318      5,052      6,868     11,905     27,656      1,473     19,385     66,150     16,912      9,488      9,999      1,518     18,986     37,224
 
Changes from:       July 16, 2013                                    Total Change is:    -1,750
     2,353      1,219        771       -143       -505        202     -4,407     -1,818       -808     -1,739      2,233       -247      2,267     -2,798
 
Percent of Open Interest Represented by Each Category of Trader
      49.9        2.9        4.0        6.9       16.0        0.9       11.2       38.3        9.8        5.5        5.8        0.9       11.0       21.5
 
Number of Traders in Each Category                                    Total Traders:       112
        13          8          7          6         15          4         22         34         26          7          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   224,190
Positions
   112,806      5,209      8,716     24,139     21,441      2,369     29,961     93,499     21,236      2,730     14,231      3,397     18,835     54,092
 
Changes from:       July 16, 2013                                    Total Change is:     3,806
     3,101       -139        127     -1,285     -1,056        -28      2,084      3,079       -935       -197        375       -554      1,493      2,937
 
Percent of Open Interest Represented by Each Category of Trader
      50.3        2.3        3.9       10.8        9.6        1.1       13.4       41.7        9.5        1.2        6.3        1.5        8.4       24.1
 
Number of Traders in Each Category                                    Total Traders:       140
        13          9          8          6         19          4         24         45         26          4         20          9
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   285,771
Positions
    61,744     12,650     13,116     36,906     59,159      5,803     49,650     67,388     42,719     22,145     14,637      7,887     45,800     62,412
 
Changes from:       July 16, 2013                                    Total Change is:     2,606
   -13,049         26        857      1,337      2,091        329      4,681        427      1,511        -20        966        146      6,814     -3,746
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        4.4        4.6       12.9       20.7        2.0       17.4       23.6       14.9        7.7        5.1        2.8       16.0       21.8
 
Number of Traders in Each Category                                    Total Traders:       186
        19         14         14         15         21         14         32         35         40         20         30         20
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   208,923
Positions
   111,537     11,585      8,431        649     42,625      1,377     41,798     79,384     11,992      8,449     11,011      2,973     21,718     39,546
 
Changes from:       July 16, 2013                                    Total Change is:      -110
      -195      3,864        938          0       -625          3     -4,894     -1,943        394        963      1,102         72      2,610     -3,914
 
Percent of Open Interest Represented by Each Category of Trader
      53.4        5.5        4.0        0.3       20.4        0.7       20.0       38.0        5.7        4.0        5.3        1.4       10.4       18.9
 
Number of Traders in Each Category                                    Total Traders:       106
        11          8         10          .          9          5         20         36         23          8         13          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    42,605
Positions
    15,565     20,318     12,699          0      1,421          0      6,348      1,418      3,328      1,379          0      2,855        431        566
 
Changes from:       July 16, 2013                                    Total Change is:     2,163
      -279        814          8          0        151          0      2,473      1,161          0          0          0          0        -39         29
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       47.7       29.8        0.0        3.3        0.0       14.9        3.3        7.8        3.2        0.0        6.7        1.0        1.3
 
Number of Traders in Each Category                                    Total Traders:        24
         6         11         11          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    93,822
Positions
    25,588     23,490        673      3,106        525          0     46,792     61,349        754      9,282      5,201          0      7,627      1,830
 
Changes from:       July 16, 2013                                    Total Change is:    15,130
      -353      4,080        236        112        -90          0     13,472     12,879         68        340     -1,501          0      1,255       -542
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       25.0        0.7        3.3        0.6        0.0       49.9       65.4        0.8        9.9        5.5        0.0        8.1        2.0
 
Number of Traders in Each Category                                    Total Traders:        95
         7         10          .          4          .          0         36         21          6         11          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    27,238
Positions
     9,845     14,689      3,255        744      3,107          0      2,882      1,731        226      9,531      3,161          0        755      1,069
 
Changes from:       July 16, 2013                                    Total Change is:      -338
      -204         36          0          0         20          0        -21       -217       -141          0          6          0         28        -42
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       53.9       12.0        2.7       11.4        0.0       10.6        6.4        0.8       35.0       11.6        0.0        2.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        28
         5          5          .          .          .          0          5          6          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    12,613
Positions
     6,394        713         29        304        542          0      2,895      6,884        129        891        309          0      1,971      4,007
 
Changes from:       July 16, 2013                                    Total Change is:      -291
      -466        571         14        158         33          0         78       -644        -16        223          0          0       -282       -249
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        5.7        0.2        2.4        4.3        0.0       23.0       54.6        1.0        7.1        2.4        0.0       15.6       31.8
 
Number of Traders in Each Category                                    Total Traders:        42
         5          .          .          .          .          0          9         17          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    62,319
Positions
    10,662     45,372        235      5,634        289        413     29,689      5,936      1,167      4,554        814      1,101      8,864      6,992
 
Changes from:       July 16, 2013                                    Total Change is:       416
       771        684         22         83         13          9       -153        -11       -551         17         92        -61        280        221
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       72.8        0.4        9.0        0.5        0.7       47.6        9.5        1.9        7.3        1.3        1.8       14.2       11.2
 
Number of Traders in Each Category                                    Total Traders:       103
        18         15          .          9          .          .         35         11         10          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   124,638
Positions
    21,325     90,743        470     11,268        578        826     59,378     11,872      2,334      9,108      1,628      2,203     17,728     13,985
 
Changes from:       July 16, 2013                                    Total Change is:       833
     1,541      1,367         45        165         25         18       -306        -23     -1,103         35        184       -123        561        441
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       72.8        0.4        9.0        0.5        0.7       47.6        9.5        1.9        7.3        1.3        1.8       14.2       11.2
 
Number of Traders in Each Category                                    Total Traders:       103
        18         15          .          9          .          .         35         11         10          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   897,635
Positions
    21,458    206,858     28,258    343,788    128,341     42,316    107,518    174,302    143,319     56,591     45,754     25,365    129,021    103,122
 
Changes from:       July 16, 2013                                    Total Change is:   -29,474
      -373      8,696      1,999      8,809     -5,307       -502      2,013      9,725    -34,480      1,823        906     -4,088     -4,675     -6,423
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       23.0        3.1       38.3       14.3        4.7       12.0       19.4       16.0        6.3        5.1        2.8       14.4       11.5
 
Number of Traders in Each Category                                    Total Traders:       577
        27         43         27        118         57         65         87        120        108         56         69         56
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   223,213
Positions
    10,208     59,505      4,648     73,629     28,132      2,905     12,035     18,958     38,595     11,521      9,421      9,671     60,002     51,378
 
Changes from:       July 16, 2013                                    Total Change is:    -8,757
     1,171      4,850      1,802      1,411        -34       -388        312      2,280    -11,008     -1,785       -661         -1       -270     -5,597
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.7        2.1       33.0       12.6        1.3        5.4        8.5       17.3        5.2        4.2        4.3       26.9       23.0
 
Number of Traders in Each Category                                    Total Traders:        97
         6         13          7         16          9         10         19         18         34          9          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 3,372,109
Positions
    97,123    777,636     77,179  1,367,801    518,049    180,051    538,090    837,393    462,948    226,672    182,985     77,151    345,094    258,717
 
Changes from:       July 16, 2013                                    Total Change is:  -103,584
    -2,029     24,918     -4,699     36,701    -26,656       -278     -5,944     22,777   -102,913     10,272         68    -12,668    -22,025     -4,132
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       23.1        2.3       40.6       15.4        5.3       16.0       24.8       13.7        6.7        5.4        2.3       10.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       550
        26         41         25        113         53         60         89        112        101         52         64         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   120,305
Positions
     3,416     63,486        160     67,873     41,352      1,754     34,370      5,866      1,867        930      1,800          0      9,935      4,020
 
Changes from:       July 16, 2013                                    Total Change is:     5,094
       463      5,547         39      3,177     -1,336       -160        239         85      1,238        337          5          0       -239       -324
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       52.8        0.1       56.4       34.4        1.5       28.6        4.9        1.6        0.8        1.5        0.0        8.3        3.3
 
Number of Traders in Each Category                                    Total Traders:       100
         5         16          .         36         12         11         18          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    81,011
Positions
     1,550     55,971        764     35,374      4,891        740     32,247      8,475      1,353      2,117      4,278        756      6,111      3,783
 
Changes from:       July 16, 2013                                    Total Change is:     4,954
       471      5,574       -216         17       -115        -52      5,444      1,016       -185       -239     -1,064       -153       -133        148
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       69.1        0.9       43.7        6.0        0.9       39.8       10.5        1.7        2.6        5.3        0.9        7.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       227
        17         28          6         33         17          8         76         25         16         15         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   405,054
Positions
     7,748    279,855      3,821    176,869     24,457      3,698    161,233     42,373      6,764     10,583     21,389      3,782     30,556     18,915
 
Changes from:       July 16, 2013                                    Total Change is:    24,770
     2,353     27,872     -1,079         87       -575       -260     27,220      5,081       -923     -1,197     -5,321       -766       -667        739
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       69.1        0.9       43.7        6.0        0.9       39.8       10.5        1.7        2.6        5.3        0.9        7.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       227
        17         28          6         33         17          8         76         25         16         15         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   358,296
Positions
    66,929     88,996      7,612    145,596    133,981     19,968     83,297     78,016      7,625      6,062      7,103        564     20,642     14,431
 
Changes from:       July 16, 2013                                    Total Change is:     2,360
    -5,569      7,029      2,703      3,752     -4,114        547      3,655        178       -111        335        927       -432     -2,520     -4,367
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       24.8        2.1       40.6       37.4        5.6       23.2       21.8        2.1        1.7        2.0        0.2        5.8        4.0
 
Number of Traders in Each Category                                    Total Traders:       261
        16         19          4         56         35         22         54         55         15         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    65,309
Positions
     7,238     44,094        442     25,041          0        265     15,037     14,951          0      6,114        230          0     11,172      5,327
 
Changes from:       July 16, 2013                                    Total Change is:       -65
      -197        325        333        393          0        -13       -595        159          0        418       -300          0       -404       -569
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       67.5        0.7       38.3        0.0        0.4       23.0       22.9        0.0        9.4        0.4        0.0       17.1        8.2
 
Number of Traders in Each Category                                    Total Traders:        73
         9          9          4         19          0          .         17          8          0         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    71,399
Positions
    22,974     15,882        509     12,927      2,319        475     19,315      1,931      2,215      3,567        904          0      9,417     47,164
 
Changes from:       July 16, 2013                                    Total Change is:      -142
     1,370         58        -13       -541        -78         23     -1,190     -2,155        465       -575       -609          0        319      2,167
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       22.2        0.7       18.1        3.2        0.7       27.1        2.7        3.1        5.0        1.3        0.0       13.2       66.1
 
Number of Traders in Each Category                                    Total Traders:        78
        18         14          4          8          .          .         22          6          8          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    79,884
Positions
     2,112     33,041      2,178     34,967     24,518      4,131     27,058      9,730      2,989        242      1,213          0      6,207      2,084
 
Changes from:       July 16, 2013                                    Total Change is:       776
       223      1,632         32       -691        799        194        321     -2,064        844        242        322          0       -389       -983
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       41.4        2.7       43.8       30.7        5.2       33.9       12.2        3.7        0.3        1.5        0.0        7.8        2.6
 
Number of Traders in Each Category                                    Total Traders:        81
         4         10          .         27         20         11         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   222,059
Positions
    15,138    107,799      3,822     96,533     29,146     32,280     45,263     21,771      2,160     11,194     15,146        997     14,672      8,938
 
Changes from:       July 16, 2013                                    Total Change is:    -2,528
    -1,263      4,023     -2,130      4,357     -4,815       -223      6,125        275        474    -12,344     -2,535        164      2,312      2,239
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       48.5        1.7       43.5       13.1       14.5       20.4        9.8        1.0        5.0        6.8        0.4        6.6        4.0
 
Number of Traders in Each Category                                    Total Traders:       160
        15         22          5         39         23         20         21         20         12         13          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   709,249
Positions
     8,973     57,594     34,781    257,296     92,851     92,596     54,117     87,668     95,863     17,666     52,934      5,796    142,162    189,167
 
Changes from:       July 16, 2013                                    Total Change is:   -17,949
     2,306    -13,220      3,526     -2,348      2,274     -2,571     -6,823     10,102     -7,937      1,430     -3,170     -3,666     -1,865     -3,286
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        8.1        4.9       36.3       13.1       13.1        7.6       12.4       13.5        2.5        7.5        0.8       20.0       26.7
 
Number of Traders in Each Category                                    Total Traders:       177
         6         19         19         38         29         36         20         46         46          7         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   377,487
Positions
     1,873     99,232         66    244,781     34,541     38,355     13,423    121,572      1,411      9,032      6,144          0     68,546     76,166
 
Changes from:       July 16, 2013                                    Total Change is:      -310
         0      5,672          0      9,478     -5,110     -6,705        -54      3,251        108       -318         19          0     -2,819      2,455
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       26.3        0.0       64.8        9.2       10.2        3.6       32.2        0.4        2.4        1.6        0.0       18.2       20.2
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          .         33          9         19          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   942,212
Positions
    96,445     87,258     20,496    214,234    241,455     62,161    185,100    213,829     88,256    102,464     56,461     66,470    106,585    105,825
 
Changes from:       July 16, 2013                                    Total Change is:    26,593
   -24,387     24,545     -1,575      2,487      7,078    -10,052     30,254     16,725      4,644     14,653     -3,419     -4,525     15,094     -6,828
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        9.3        2.2       22.7       25.6        6.6       19.6       22.7        9.4       10.9        6.0        7.1       11.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       203
        11         26         16         34         28         30         35         34         30         13         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    34,762
Positions
    11,647     14,142      6,691      1,109          0          0      9,789      8,422      4,420          1          0        871        234        216
 
Changes from:       July 16, 2013                                    Total Change is:       106
      -847        671        444        -30          0          0      1,724         68       -595        -20          0       -114       -456       -368
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       40.7       19.2        3.2        0.0        0.0       28.2       24.2       12.7        0.0        0.0        2.5        0.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        42
         9         10         12          .          0          0         10         10          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 3,038,037
Positions
   158,739    186,343    329,641    672,488    811,026    345,018    692,531    191,791    440,869     55,107    169,703     87,929    255,715    475,716
 
Changes from:       July 16, 2013                                    Total Change is:    64,854
     7,051     15,101     20,881     50,515     26,825     -3,469     -5,283     -4,606    -12,850     11,628      8,332     -1,047     -2,572     15,687
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        6.1       10.9       22.1       26.7       11.4       22.8        6.3       14.5        1.8        5.6        2.9        8.4       15.7
 
Number of Traders in Each Category                                    Total Traders:       328
        26         42         58         22         74         54         46         72         86         12         34         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,038,852
Positions
   282,511    106,763    119,138    403,362    512,914    168,375    376,517    320,281    301,077    139,019    144,374     45,856    202,997    320,074
 
Changes from:       July 16, 2013                                    Total Change is:   -22,137
    11,692      9,605    -30,594    -37,063     29,343     11,075     49,306    -23,316    -30,953    -15,795      8,206     -2,750     22,947      7,247
 
Percent of Open Interest Represented by Each Category of Trader
      13.9        5.2        5.8       19.8       25.2        8.3       18.5       15.7       14.8        6.8        7.1        2.2       10.0       15.7
 
Number of Traders in Each Category                                    Total Traders:       226
        15         27         28         32         43         40         33         46         52          7         23         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   309,260
Positions
    81,789     82,024    105,898      1,029        745      2,013     41,797     23,433     39,202        239      6,660     10,228     27,065     39,057
 
Changes from:       July 16, 2013                                    Total Change is:     2,585
     1,098      4,811     -3,562         14          0          0      3,190       -937     -2,325        239       -457      1,167      2,764      3,888
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       26.5       34.2        0.3        0.2        0.7       13.5        7.6       12.7        0.1        2.2        3.3        8.8       12.6
 
Number of Traders in Each Category                                    Total Traders:        61
        12         22         23          .          .          .         11          8         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 is14,683,468
Positions
 1,815,559  2,401,701  2,634,116  1,021,895    795,239    284,599    976,160    479,395  5,056,697    380,912    220,613  1,651,729    861,801  1,159,379
 
Changes from:       July 16, 2013                                    Total Change is:    85,209
    56,591     -1,327    -20,604     41,208     42,384     -6,317    -70,479     88,897    -16,896     28,222    -14,320    -11,492     84,975     24,885
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       16.4       17.9        7.0        5.4        1.9        6.6        3.3       34.4        2.6        1.5       11.2        5.9        7.9
 
Number of Traders in Each Category                                    Total Traders:       237
        24         50         71         13         13         21         50         45         86         15         16         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    27,068
Positions
    24,345        981          0        995      7,027         88        790     13,237         16        820      5,687          0         14         32
 
Changes from:       July 16, 2013                                    Total Change is:    -3,178
      -529         20          0       -695        -33          8     -1,962     -1,497          0          0     -1,701          0          0         25
 
Percent of Open Interest Represented by Each Category of Trader
      89.9        3.6        0.0        3.7       26.0        0.3        2.9       48.9        0.1        3.0       21.0        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        37
         7          4          0          .          5          .          .          8          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    13,591
Positions
    12,297      3,722          4          0      3,570          0         38      4,472          0      1,246      1,786          0          6         37
 
Changes from:       July 16, 2013                                    Total Change is:     1,849
       564      1,792          0          0         80          0         38        -50          0      1,246          1          0          1         26
 
Percent of Open Interest Represented by Each Category of Trader
      90.5       27.4        0.0        0.0       26.3        0.0        0.3       32.9        0.0        9.2       13.1        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         4          .          .          0          5          0          .          6          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    61,674
Positions
    11,514     29,530        912      7,498        674        206     18,729     26,374      1,052     14,620      1,182         59      7,083      1,685
 
Changes from:       July 16, 2013                                    Total Change is:    -3,555
      -997       -491         25       -439        290       -166     -2,676     -3,546          4      1,231         78         -8       -529        259
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       47.9        1.5       12.2        1.1        0.3       30.4       42.8        1.7       23.7        1.9        0.1       11.5        2.7
 
Number of Traders in Each Category                                    Total Traders:       136
         6          .          .         12          .          .         36         11          6         57         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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   359,429
Positions
   103,543     13,776     36,134     57,693     25,081     11,613     35,751    143,283     47,160      6,715     17,565     40,170     20,650     24,647
 
Changes from:       July 16, 2013                                    Total Change is:     3,028
    14,591     -9,479    -13,248      2,058      2,526        152      3,386     27,276     -1,146      1,485      1,406     -4,258          8       -201
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        3.8       10.1       16.1        7.0        3.2        9.9       39.9       13.1        1.9        4.9       11.2        5.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       166
        21          8         18          6         16         10         28         49         48         12         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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     6,441
Positions
       876        549          0      1,601         61        626      2,131      4,276        834          0         73          0        373         22
 
Changes from:       July 16, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      13.6        8.5        0.0       24.9        0.9        9.7       33.1       66.4       12.9        0.0        1.1        0.0        5.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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    10,439
Positions
     1,295      7,645          0      6,771          0          0      1,533      2,293         67          0          0          0        773        434
 
Changes from:       July 16, 2013                                    Total Change is:       452
         2        -48          0        210          0          0        327        666        -78          0          0          0         -9        -88
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       73.2        0.0       64.9        0.0        0.0       14.7       22.0        0.6        0.0        0.0        0.0        7.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         11          0          0          .          4          .          0          0          0
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Updated July 26, 2013