`Traders in Financial Futures - Futures Only Positions as of July 30, 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   111,005
Positions
    40,601     13,206      1,648     16,327     19,485        214     16,801     32,095      6,155      7,482      5,477      1,007     20,770     31,718
 
Changes from:       July 23, 2013                                    Total Change is:    -8,592
    -9,277        937        -27         -4     -1,759         86       -781     -7,460        943      1,110         29        -13       -629     -1,328
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       11.9        1.5       14.7       17.6        0.2       15.1       28.9        5.5        6.7        4.9        0.9       18.7       28.6
 
Number of Traders in Each Category                                    Total Traders:        83
         7          7          6          6          4          .         16         26          9         11          6          4
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Traders in Financial Futures - Futures Only Positions as of July 30, 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    34,099
Positions
    10,584      9,242         62          0      1,781          0     13,466      8,886        318          0      1,621          0      9,669     12,189
 
Changes from:       July 23, 2013                                    Total Change is:      -807
    -3,922        771         56          0          4          0      2,865       -927         29          0          0          0        165       -740
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       27.1        0.2        0.0        5.2        0.0       39.5       26.1        0.9        0.0        4.8        0.0       28.4       35.7
 
Number of Traders in Each Category                                    Total Traders:        32
         6          7          .          0          .          0         10          5          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of July 30, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   146,335
Positions
    79,880      5,145      1,076     13,505     28,713        376     19,874     67,826      4,352      9,800      8,468        486     16,986     29,893
 
Changes from:       July 23, 2013                                    Total Change is:    -1,730
    -4,919       -492        488        961      1,347        195      1,142      1,227        544        152       -950        100       -393     -4,189
 
Percent of Open Interest Represented by Each Category of Trader
      54.6        3.5        0.7        9.2       19.6        0.3       13.6       46.3        3.0        6.7        5.8        0.3       11.6       20.4
 
Number of Traders in Each Category                                    Total Traders:       106
        12          8          .          7         16          4         19         31         10          6          7          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   174,872
Positions
   101,437     10,256        552     25,477     18,827      1,752     23,304     86,876      2,189      3,149     11,546        272     16,740     42,602
 
Changes from:       July 23, 2013                                    Total Change is:   -12,378
   -10,407      4,983         21      1,338     -2,617        -15     -5,401     -8,462        171       -221     -1,612         77      2,059     -4,924
 
Percent of Open Interest Represented by Each Category of Trader
      58.0        5.9        0.3       14.6       10.8        1.0       13.3       49.7        1.3        1.8        6.6        0.2        9.6       24.4
 
Number of Traders in Each Category                                    Total Traders:       125
        13         11          .          7         17          .         20         38         10          .         16          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 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   222,957
Positions
    45,943     16,770      3,227     38,388     59,074      4,808     58,362     63,919      3,054     23,341     11,320      2,662     43,172     58,123
 
Changes from:       July 23, 2013                                    Total Change is:     3,528
   -10,943      3,927        110        489      1,322        195     10,729     -4,377        -77      1,187     -1,429       -244      2,082      4,101
 
Percent of Open Interest Represented by Each Category of Trader
      20.6        7.5        1.4       17.2       26.5        2.2       26.2       28.7        1.4       10.5        5.1        1.2       19.4       26.1
 
Number of Traders in Each Category                                    Total Traders:       167
        18         13          8         16         20         12         24         37         13         19         20          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 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   198,272
Positions
   121,674     10,213      1,975        619     40,840        985     45,708     91,740        873      7,533     11,433        417     18,488     39,796
 
Changes from:       July 23, 2013                                    Total Change is:    12,923
     9,812     -2,067      1,100        -30     -1,517         29      2,886     11,241        159       -639        258        192       -586      3,528
 
Percent of Open Interest Represented by Each Category of Trader
      61.4        5.2        1.0        0.3       20.6        0.5       23.1       46.3        0.4        3.8        5.8        0.2        9.3       20.1
 
Number of Traders in Each Category                                    Total Traders:       108
        11          7          8          .         10          4         25         36          8          4         14          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 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    42,899
Positions
    15,597     20,599     12,704          0      1,479          0      6,718      1,354      3,328      1,379          0      2,855        318        580
 
Changes from:       July 23, 2013                                    Total Change is:       294
        32        281          5          0         58          0        370        -64          0          0          0          0       -113         14
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       48.0       29.6        0.0        3.4        0.0       15.7        3.2        7.8        3.2        0.0        6.7        0.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        24
         6         11         11          0          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    97,135
Positions
    23,345     24,569        690      3,414        804          0     52,424     62,791        830      9,122      5,741          0      7,310      1,710
 
Changes from:       July 23, 2013                                    Total Change is:     3,378
    -2,243      1,115         17        308        279          0      5,632      1,442         76       -160        540          0       -252        -91
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       25.3        0.7        3.5        0.8        0.0       54.0       64.6        0.9        9.4        5.9        0.0        7.5        1.8
 
Number of Traders in Each Category                                    Total Traders:       101
         6         10          .          5          .          0         41         20          6         11          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    26,510
Positions
     8,603     15,116      3,762        909      1,707          0      2,877      1,494        209      9,347      3,162          0        803      1,060
 
Changes from:       July 23, 2013                                    Total Change is:      -728
    -1,242        427        507        165     -1,400          0         -5       -237        -17       -184          1          0         48         -9
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       57.0       14.2        3.4        6.4        0.0       10.9        5.6        0.8       35.3       11.9        0.0        3.0        4.0
 
Number of Traders in Each Category                                    Total Traders:        25
         4          5          .          .          .          0          4          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 30, 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    12,153
Positions
     4,098      1,501         92        253        346          0      3,945      6,279        327        977        498          0      2,461      3,110
 
Changes from:       July 23, 2013                                    Total Change is:      -460
    -2,296        788         63        -51       -196          0      1,050       -605        198         86        189          0        490       -897
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       12.4        0.8        2.1        2.8        0.0       32.5       51.7        2.7        8.0        4.1        0.0       20.3       25.6
 
Number of Traders in Each Category                                    Total Traders:        42
         5          5          .          .          .          0          9         13          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,227
Positions
     9,192     46,574        200      5,801        427        388     32,061      5,465        194      4,919        474         84      8,388      7,422
 
Changes from:       July 23, 2013                                    Total Change is:     1,190
    -1,454      1,193        -18        167        138        -25      2,554       -393          8        323       -405          6       -371        687
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       76.1        0.3        9.5        0.7        0.6       52.4        8.9        0.3        8.0        0.8        0.1       13.7       12.1
 
Number of Traders in Each Category                                    Total Traders:       106
        16         16          .          9          .          .         36         13          6         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   122,453
Positions
    18,384     93,147        400     11,602        853        776     64,122     10,930        388      9,838        947        168     16,775     14,844
 
Changes from:       July 23, 2013                                    Total Change is:     2,380
    -2,907      2,386        -35        334        275        -50      5,108       -786         16        645       -810         11       -742      1,373
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       76.1        0.3        9.5        0.7        0.6       52.4        8.9        0.3        8.0        0.8        0.1       13.7       12.1
 
Number of Traders in Each Category                                    Total Traders:       106
        16         16          .          9          .          .         36         13          6         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   730,838
Positions
    21,402    211,105     18,388    345,706    129,018     41,200    106,551    173,357     24,078     54,835     41,571      4,889    113,789     87,232
 
Changes from:       July 23, 2013                                    Total Change is:     3,575
       396      5,059        244      1,813       -234        991      4,146       -706       -765     -2,122     -1,471        480     -1,608        -22
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       28.9        2.5       47.3       17.7        5.6       14.6       23.7        3.3        7.5        5.7        0.7       15.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       546
        29         41         22        117         58         61         93        105         71         47         54         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   162,690
Positions
     8,448     58,082      1,581     73,740     29,767      1,467     10,754     19,029        462     11,477     10,283      1,714     53,047     40,305
 
Changes from:       July 23, 2013                                    Total Change is:    -1,927
    -1,825     -1,376       -477         69        707        -43     -1,275        350         -4        -94        803        113      1,609     -2,000
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       35.7        1.0       45.3       18.3        0.9        6.6       11.7        0.3        7.1        6.3        1.1       32.6       24.8
 
Number of Traders in Each Category                                    Total Traders:        91
         5         12          6         16          8          9         18         17          .          6          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 2,840,740
Positions
   103,082    803,424     45,726  1,377,587    514,013    180,907    523,448    816,102     73,616    219,643    159,297     13,020    303,711    234,635
 
Changes from:       July 23, 2013                                    Total Change is:    27,511
     8,305     29,375      6,406      9,518     -3,911      4,373     23,390     -8,995        -94     -9,099    -10,330        797    -16,085      9,890
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       28.3        1.6       48.5       18.1        6.4       18.4       28.7        2.6        7.7        5.6        0.5       10.7        8.3
 
Number of Traders in Each Category                                    Total Traders:       524
        29         40         18        113         53         56         88        105         60         46         49         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   121,463
Positions
     3,556     65,677        147     66,948     42,064      1,764     36,664      5,177        567      1,441      1,793          0     10,376      4,274
 
Changes from:       July 23, 2013                                    Total Change is:     1,175
       140      2,191        -13       -925        712         10      2,294       -680     -1,296        511         -7          0        454        258
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       54.1        0.1       55.1       34.6        1.5       30.2        4.3        0.5        1.2        1.5        0.0        8.5        3.5
 
Number of Traders in Each Category                                    Total Traders:       101
         5         16          .         35         12         12         20          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    79,783
Positions
     1,356     56,373        513     35,273      4,438        625     33,622      7,875        462      2,072      4,897         53      5,807      4,547
 
Changes from:       July 23, 2013                                    Total Change is:       540
      -194        304         17       -101       -453       -114      1,317       -398       -159        -57        420          0       -170        925
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       70.7        0.6       44.2        5.6        0.8       42.1        9.9        0.6        2.6        6.1        0.1        7.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       222
        16         28          5         33         17          7         74         24         10         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   398,917
Positions
     6,781    281,865      2,567    176,365     22,191      3,126    168,109     39,375      2,309     10,360     24,485        263     29,037     22,736
 
Changes from:       July 23, 2013                                    Total Change is:     2,700
      -968      1,518         84       -504     -2,266       -572      6,585     -1,992       -794       -283      2,099          0       -848      4,623
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       70.7        0.6       44.2        5.6        0.8       42.1        9.9        0.6        2.6        6.1        0.1        7.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       222
        16         28          5         33         17          7         74         24         10         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   362,047
Positions
    59,137     99,878     10,017    146,293    133,064     20,815     88,501     68,764      7,245      6,056      6,746        231     23,752     15,287
 
Changes from:       July 23, 2013                                    Total Change is:     5,247
    -7,792     10,909      2,441        697       -917        847      5,204     -9,780        717        -50       -106        -69      3,252      1,205
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       27.6        2.8       40.4       36.8        5.7       24.4       19.0        2.0        1.7        1.9        0.1        6.6        4.2
 
Number of Traders in Each Category                                    Total Traders:       253
        13         17          .         55         34         23         56         51          8         13         14          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 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    58,093
Positions
     4,525     41,884        137     24,071          0        265     13,260     11,759        102      4,410        230          0     11,323      3,716
 
Changes from:       July 23, 2013                                    Total Change is:    -7,216
    -2,713     -2,210       -305       -970          0          0     -1,777     -3,192        102     -1,704          0          0        151     -1,611
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       72.1        0.2       41.4        0.0        0.5       22.8       20.2        0.2        7.6        0.4        0.0       19.5        6.4
 
Number of Traders in Each Category                                    Total Traders:        64
         5          8          .         18          0          .         19          7          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    68,518
Positions
    20,731     10,695        782     14,906      1,920        165     14,079      3,266      3,156      4,464      1,128          0     10,235     47,406
 
Changes from:       July 23, 2013                                    Total Change is:    -2,881
    -2,243     -5,187        273      1,979       -399       -310     -5,236      1,335        941        897        224          0        818        242
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       15.6        1.1       21.8        2.8        0.2       20.5        4.8        4.6        6.5        1.6        0.0       14.9       69.2
 
Number of Traders in Each Category                                    Total Traders:        81
        18         12          4         10          .          .         20          9          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    80,310
Positions
     1,883     33,773      2,280     35,655     24,422      4,144     26,569      9,559      3,040        282        891          0      6,457      2,201
 
Changes from:       July 23, 2013                                    Total Change is:       426
      -229        732        102        688        -96         13       -489       -171         51         40       -322          0        250        117
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       42.1        2.8       44.4       30.4        5.2       33.1       11.9        3.8        0.4        1.1        0.0        8.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         27         20         11         12          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   221,702
Positions
    13,833    109,126      3,343     98,251     28,981     32,863     44,686     23,748      2,341     12,220     14,898        522     13,643      5,880
 
Changes from:       July 23, 2013                                    Total Change is:      -357
    -1,305      1,327       -479      1,718       -165        583       -577      1,977        181      1,026       -248       -475     -1,029     -3,058
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       49.2        1.5       44.3       13.1       14.8       20.2       10.7        1.1        5.5        6.7        0.2        6.2        2.7
 
Number of Traders in Each Category                                    Total Traders:       157
        12         22          5         42         20         19         20         21         12         14          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   569,972
Positions
     6,231     69,509      5,188    248,042     93,588     87,093     68,868     78,740      7,842     14,631     53,689      1,184    130,893    173,139
 
Changes from:       July 23, 2013                                    Total Change is:    -4,007
    -4,951      6,989        583     -8,738      2,220        289      4,754    -17,094        483     -2,865       -715        876      5,562      2,362
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       12.2        0.9       43.5       16.4       15.3       12.1       13.8        1.4        2.6        9.4        0.2       23.0       30.4
 
Number of Traders in Each Category                                    Total Traders:       155
         5         19          6         33         29         30         22         31         17          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   376,121
Positions
     1,878    100,403         42    244,596     37,233     37,466     13,990    122,487      1,293      8,566      4,625          0     68,290     72,572
 
Changes from:       July 23, 2013                                    Total Change is:      -281
         5      1,171        -24       -187      2,692       -887        567        915       -118       -466     -1,519          0        829     -2,511
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       26.7        0.0       65.0        9.9       10.0        3.7       32.6        0.3        2.3        1.2        0.0       18.2       19.3
 
Number of Traders in Each Category                                    Total Traders:        68
         .          9          .         32         11         19          .          9          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   824,928
Positions
    99,545     86,657      6,971    214,813    274,534     67,722    200,877    207,222     13,740     91,472     52,320     30,426     99,362     85,336
 
Changes from:       July 23, 2013                                    Total Change is:    14,579
     2,640     -3,098      4,889        579     35,438      5,561     16,221     -9,901      2,365    -13,435     -2,153         -6     -4,235    -18,516
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       10.5        0.8       26.0       33.3        8.2       24.4       25.1        1.7       11.1        6.3        3.7       12.0       10.3
 
Number of Traders in Each Category                                    Total Traders:       204
        13         25          5         33         29         30         33         34         23         17         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    34,904
Positions
    12,104     16,277      5,548      1,509          0          0     10,515      7,831      4,412          1          0        807          8         29
 
Changes from:       July 23, 2013                                    Total Change is:       142
       457      2,135     -1,143        400          0          0        726       -591         -8          0          0        -64       -226       -187
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       46.6       15.9        4.3        0.0        0.0       30.1       22.4       12.6        0.0        0.0        2.3        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        42
         8         10          9          .          0          0          9         12          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,312,031
Positions
   172,958    187,017     59,919    617,712    878,913    311,671    772,407    185,677     51,608     61,981    168,022     33,898    229,877    435,306
 
Changes from:       July 23, 2013                                    Total Change is:   100,150
    -3,877     -3,098     26,034     -5,662     73,558      3,031     62,443     -5,900     10,007       -530     -3,602      3,625      5,079     -3,505
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        8.1        2.6       26.7       38.0       13.5       33.4        8.0        2.2        2.7        7.3        1.5        9.9       18.8
 
Number of Traders in Each Category                                    Total Traders:       305
        27         35         24         23         72         49         58         45         45         15         30          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,617,332
Positions
   272,329     89,540     16,833    416,147    506,325    146,739    389,935    352,487     50,558    130,565    149,846     12,295    181,931    292,709
 
Changes from:       July 23, 2013                                    Total Change is:     3,418
     5,882    -19,105      4,573     20,970     -6,710    -15,268     -9,491     25,802     16,992    -13,834      7,898      2,798     -9,204    -13,562
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        5.5        1.0       25.7       31.3        9.1       24.1       21.8        3.1        8.1        9.3        0.8       11.2       18.1
 
Number of Traders in Each Category                                    Total Traders:       220
        19         21         12         32         43         35         36         41         31          9         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   310,357
Positions
    82,243     85,118    108,478      1,029        745      2,013     43,678     21,283     40,143        332      7,283      9,237     23,204     36,057
 
Changes from:       July 23, 2013                                    Total Change is:     1,775
       576      3,094      2,580          0          0          0      1,903     -2,219      1,310         93        623       -991     -3,696     -2,622
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       27.4       35.0        0.3        0.2        0.6       14.1        6.9       12.9        0.1        2.3        3.0        7.5       11.6
 
Number of Traders in Each Category                                    Total Traders:        65
        12         22         23          .          .          .         12         10         16          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 is 8,888,297
Positions
 1,963,226  2,384,240  1,557,524  1,060,281    827,758    195,155  1,050,434    593,815  1,687,110    296,108    263,404    276,403    802,056  1,102,888
 
Changes from:       July 23, 2013                                    Total Change is:   208,956
    23,496     12,816     18,703     43,614     18,435     -8,044     53,894     55,101     78,768    -40,257     -8,720     10,984     27,798     30,913
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       26.8       17.5       11.9        9.3        2.2       11.8        6.7       19.0        3.3        3.0        3.1        9.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       231
        26         44         68         14          8         17         57         35         83         19         10         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    29,589
Positions
    26,349        590          0         14      7,978         33      2,324     12,558         16        820      8,382          0         33         32
 
Changes from:       July 23, 2013                                    Total Change is:     2,521
     2,004       -391          0       -981        951        -55      1,534       -679          0          0      2,695          0         19          0
 
Percent of Open Interest Represented by Each Category of Trader
      89.0        2.0        0.0        0.0       27.0        0.1        7.9       42.4        0.1        2.8       28.3        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        37
         7          .          0          .          6          .          .          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    15,548
Positions
    14,116      4,900          4          0      3,702          0        166      3,744          0      1,246      3,176          0         16         22
 
Changes from:       July 23, 2013                                    Total Change is:     1,957
     1,819      1,178          0          0        132          0        128       -728          0          0      1,390          0         10        -15
 
Percent of Open Interest Represented by Each Category of Trader
      90.8       31.5        0.0        0.0       23.8        0.0        1.1       24.1        0.0        8.0       20.4        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          .          0          6          0          .          7          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    63,511
Positions
    11,522     29,211        874      6,861        637        208     15,404     28,585        661     18,282        990         10      9,689      2,335
 
Changes from:       July 23, 2013                                    Total Change is:     2,730
         8       -184          0       -607        -37          2     -3,156      2,432        -56      3,805       -192         10      2,724        755
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       46.0        1.4       10.8        1.0        0.3       24.3       45.0        1.0       28.8        1.6        0.0       15.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       141
         6          .          .         13          .          .         29         15          .         64         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   362,693
Positions
   111,439     14,116     35,279     53,980     22,798     11,796     42,075    156,231     49,593      3,722     14,741     33,850     20,959     24,289
 
Changes from:       July 23, 2013                                    Total Change is:     3,264
     7,896        340       -855     -3,713     -2,283        183      6,324     12,948      2,433     -2,993     -2,824     -6,320        309       -358
 
Percent of Open Interest Represented by Each Category of Trader
      30.7        3.9        9.7       14.9        6.3        3.3       11.6       43.1       13.7        1.0        4.1        9.3        5.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       168
        22          8         19          5         15         12         35         45         50         12         19         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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     6,687
Positions
     1,049        603          0      1,720          0        820      2,091      4,374        782          0         73          0        225         35
 
Changes from:       July 23, 2013                                    Total Change is:       246
       173         54          0        119        -61        194        -40         98        -52          0          0          0       -148         13
 
Percent of Open Interest Represented by Each Category of Trader
      15.7        9.0        0.0       25.7        0.0       12.3       31.3       65.4       11.7        0.0        1.1        0.0        3.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          6          0          .          6          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated August 2, 2013