`Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   127,553
Positions
    43,304     27,838      2,462     15,421     16,347        270     24,186     35,531      6,515      7,940     10,100      1,508     25,946     26,981
 
Changes from:       October 1, 2013                                  Total Change is:    -6,372
     7,093     -3,249     -1,257         54          7        -88     -9,584     -1,181       -255        502       -834       -504     -2,332        990
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       21.8        1.9       12.1       12.8        0.2       19.0       27.9        5.1        6.2        7.9        1.2       20.3       21.2
 
Number of Traders in Each Category                                    Total Traders:        91
         6         12          8          6          4          .         23         24         18         11          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    53,210
Positions
     6,071     26,237      1,558          0      1,849          0     19,330     11,006        899        537      2,578          0     24,816      9,083
 
Changes from:       October 1, 2013                                  Total Change is:     5,185
       850      4,855       -232          0       -240          0      1,956      1,196       -228          0        273          0      2,839       -439
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       49.3        2.9        0.0        3.5        0.0       36.3       20.7        1.7        1.0        4.8        0.0       46.6       17.1
 
Number of Traders in Each Category                                    Total Traders:        43
         5         11          4          0          .          0         13          7          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   203,580
Positions
     8,380     80,929      7,219     21,755     28,120      1,546    107,049     31,482     14,137      1,680      8,728      2,266     39,548     29,153
 
Changes from:       October 1, 2013                                  Total Change is:     3,053
       671     10,227     -1,624        851      1,004       -664     12,929      4,298     -4,923     -1,590     -1,017       -160     -2,438     -4,089
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       39.8        3.5       10.7       13.8        0.8       52.6       15.5        6.9        0.8        4.3        1.1       19.4       14.3
 
Number of Traders in Each Category                                    Total Traders:       124
         5         14          6          8         17          8         41         23         20          4         12          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   190,824
Positions
    75,293     19,817      5,560     27,895     14,220        447     35,571     69,435     15,099     10,276     13,699      2,147     18,533     50,397
 
Changes from:       October 1, 2013                                  Total Change is:    -7,485
   -13,447      8,594        600      1,410      1,843       -165      5,194    -14,637     -2,747      1,817     -2,003       -264        118      1,295
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       10.4        2.9       14.6        7.5        0.2       18.6       36.4        7.9        5.4        7.2        1.1        9.7       26.4
 
Number of Traders in Each Category                                    Total Traders:       127
         9         10          7          9         15          6         26         35         24          5         18          7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   332,868
Positions
    21,338     86,212     17,025     37,391     59,425      5,071    120,417     29,359     51,358     20,129     19,019      8,192     51,947     57,206
 
Changes from:       October 1, 2013                                  Total Change is:    -4,863
     3,577      4,116       -954      1,000        869     -1,709      2,255         38     -7,218     -2,423       -420       -229        839        645
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       25.9        5.1       11.2       17.9        1.5       36.2        8.8       15.4        6.0        5.7        2.5       15.6       17.2
 
Number of Traders in Each Category                                    Total Traders:       208
        14         24         15         16         24         15         43         36         34         21         30         15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 2013                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   131,953
Positions
    62,537      7,336      5,604         51     36,752      1,213     22,638     33,160      7,334      9,466     10,225      2,514     20,595     27,815
 
Changes from:       October 1, 2013                                  Total Change is:    -2,530
     2,172      1,943     -1,332         51        -45       -314      2,523      1,504     -3,789         21       -468     -1,105       -757      1,076
 
Percent of Open Interest Represented by Each Category of Trader
      47.4        5.6        4.2        0.0       27.9        0.9       17.2       25.1        5.6        7.2        7.7        1.9       15.6       21.1
 
Number of Traders in Each Category                                    Total Traders:        84
        11          7          8          .          8          4         25         20         17          .          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,352
Positions
    13,875     21,456     13,234          0        441         95      6,585        273      3,183      1,651          0      2,184        545        486
 
Changes from:       October 1, 2013                                  Total Change is:    -1,256
         0       -255          0          0       -152         16     -1,297     -1,050          0          0          0          0         25        185
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       51.9       32.0        0.0        1.1        0.2       15.9        0.7        7.7        4.0        0.0        5.3        1.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        22
         4         11          9          0          .          .          4          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   108,000
Positions
    36,811     48,783          0     38,593        580        160     16,740     49,739        883      9,382      4,915          0      5,431      2,940
 
Changes from:       October 1, 2013                                  Total Change is:   -11,813
       -65     -3,593          0       -734          1         -1     -8,830     -8,689         38     -1,432       -293          0       -789        724
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       45.2        0.0       35.7        0.5        0.1       15.5       46.1        0.8        8.7        4.6        0.0        5.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        91
         4         10          0          4          .          .         23         28          4         11          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    23,230
Positions
     1,438     12,845          0        462        207          0     16,829      7,863          5        688        312          0      3,808      1,998
 
Changes from:       October 1, 2013                                  Total Change is:       653
         6       -174          0         85          0          0        686        928          0         23       -359          0       -147        258
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       55.3        0.0        2.0        0.9        0.0       72.4       33.8        0.0        3.0        1.3        0.0       16.4        8.6
 
Number of Traders in Each Category                                    Total Traders:        52
         .          7          0          .          .          0         18         14          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    53,299
Positions
    10,820     38,169        184      4,463      1,121        180     20,909      4,821      1,547      4,406      1,022        948      9,844      5,308
 
Changes from:       October 1, 2013                                  Total Change is:    -8,483
    -1,727     -9,660         18       -536        346         -6     -7,404        139         24         53        235        114        981        306
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       71.6        0.3        8.4        2.1        0.3       39.2        9.0        2.9        8.3        1.9        1.8       18.5       10.0
 
Number of Traders in Each Category                                    Total Traders:        98
        20         10          5          5          .          .         31         12         11         12          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   106,598
Positions
    21,639     76,338        367      8,925      2,241        360     41,818      9,642      3,095      8,811      2,044      1,895     19,687     10,616
 
Changes from:       October 1, 2013                                  Total Change is:   -16,966
    -3,454    -19,319         36     -1,071        692        -11    -14,808        278         48        105        470        228      1,962        612
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       71.6        0.3        8.4        2.1        0.3       39.2        9.0        2.9        8.3        1.9        1.8       18.5       10.0
 
Number of Traders in Each Category                                    Total Traders:        98
        20         10          5          5          .          .         31         12         11         12          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   907,532
Positions
    33,916    215,386     24,433    299,782    122,182     48,922     95,407    145,737    188,521     53,564     40,663     27,983    135,004     93,706
 
Changes from:       October 1, 2013                                  Total Change is:    65,872
     3,607     -2,082      7,970     -2,774      8,089     -3,748     -1,239      1,008     42,891      2,309      1,431      4,668     12,188      5,646
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       23.7        2.7       33.0       13.5        5.4       10.5       16.1       20.8        5.9        4.5        3.1       14.9       10.3
 
Number of Traders in Each Category                                    Total Traders:       587
        34         36         34        105         59         68        113        102        106         76         62         65
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   222,423
Positions
     7,425     59,076      4,521     67,555     26,983      1,843     11,181     17,742     46,845     14,649      7,299     10,307     58,097     47,807
 
Changes from:       October 1, 2013                                  Total Change is:    17,286
     3,804     -9,500      1,123     -1,748      1,064       -142       -342      6,394     10,916        978       -194      2,196        501      5,430
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       26.6        2.0       30.4       12.1        0.8        5.0        8.0       21.1        6.6        3.3        4.6       26.1       21.5
 
Number of Traders in Each Category                                    Total Traders:       102
         .         13          5         15          9         10         21         20         35         13          8         13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 3,425,546
Positions
   159,956    809,046     72,064  1,176,842    491,707    219,689    501,185    720,026    628,321    201,858    174,104     81,096    384,534    229,493
 
Changes from:       October 1, 2013                                  Total Change is:   242,931
    16,706     54,782     16,546     -5,526     34,728    -17,634     23,963      1,516    131,431      7,592      9,063     11,419     58,434      1,080
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       23.6        2.1       34.4       14.4        6.4       14.6       21.0       18.3        5.9        5.1        2.4       11.2        6.7
 
Number of Traders in Each Category                                    Total Traders:       561
        36         34         32        100         56         62        108         99        100         69         59         58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   107,262
Positions
     3,744     47,549         56     54,848     42,773      3,112     31,514      6,009      1,760        883      2,866          0     11,345      3,137
 
Changes from:       October 1, 2013                                  Total Change is:    -3,004
       721     -4,842        -49     -1,950        850        394     -2,575       -553        724       -226       -105          0        -43        578
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       44.3        0.1       51.1       39.9        2.9       29.4        5.6        1.6        0.8        2.7        0.0       10.6        2.9
 
Number of Traders in Each Category                                    Total Traders:        96
         5         15          .         35         12         14         16          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    78,035
Positions
     2,289     58,225        512     33,836      4,691        802     29,361      5,982      1,369      2,518      2,271        778      6,569      3,405
 
Changes from:       October 1, 2013                                  Total Change is:    -4,364
       400     -4,766       -105     -1,901        -74        322     -4,066        373        583          8        162        174        221     -1,033
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       74.6        0.7       43.4        6.0        1.0       37.6        7.7        1.8        3.2        2.9        1.0        8.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       212
        18         21          7         30         16          8         58         33         13         18         18         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   390,175
Positions
    11,446    291,126      2,560    169,181     23,455      4,011    146,803     29,910      6,846     12,592     11,355      3,888     32,847     17,024
 
Changes from:       October 1, 2013                                  Total Change is:   -21,819
     2,000    -23,830       -524     -9,507       -368      1,611    -20,331      1,863      2,916         38        808        871      1,106     -5,166
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       74.6        0.7       43.4        6.0        1.0       37.6        7.7        1.8        3.2        2.9        1.0        8.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       212
        18         21          7         30         16          8         58         33         13         18         18         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   328,656
Positions
    59,771     90,373     16,257    134,649     93,002     19,772     62,719     78,569      8,340      6,000      5,307        440     20,707     16,594
 
Changes from:       October 1, 2013                                  Total Change is:   -16,952
       788    -13,925     -1,311     -4,784      3,304     -1,296     -9,888     -3,982        123       -194      1,042        -33       -356       -874
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       27.5        4.9       41.0       28.3        6.0       19.1       23.9        2.5        1.8        1.6        0.1        6.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       258
        20         15          6         57         36         21         51         53         18         14         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    61,747
Positions
     3,703     42,302          0     28,010        553        496     13,310     13,071          0      5,073      1,653          0     11,155      3,672
 
Changes from:       October 1, 2013                                  Total Change is:      -415
       780      2,342          0        829        467       -112     -1,686       -277          0       -941       -136          0        715     -2,699
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       68.5        0.0       45.4        0.9        0.8       21.6       21.2        0.0        8.2        2.7        0.0       18.1        5.9
 
Number of Traders in Each Category                                    Total Traders:        64
         5          7          0         18          .          .         15          8          0          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    71,971
Positions
    23,735      3,864        646     11,883        884        359     17,806      5,798      1,774      4,577        897        400     10,791     57,349
 
Changes from:       October 1, 2013                                  Total Change is:     2,538
     2,556      1,055       -839        499     -1,399       -370     -2,021      2,171        701       -963        467          0      2,975        752
 
Percent of Open Interest Represented by Each Category of Trader
      33.0        5.4        0.9       16.5        1.2        0.5       24.7        8.1        2.5        6.4        1.2        0.6       15.0       79.7
 
Number of Traders in Each Category                                    Total Traders:        75
        19          7          .         11          .          .         20          8          6          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    79,886
Positions
     1,766     43,794      1,387     34,439     19,744      3,474     28,197      4,502      3,960        562        745          0      6,101      2,280
 
Changes from:       October 1, 2013                                  Total Change is:      -826
       167      1,066        107         48     -2,209          9       -698       -246         72          0          0          0       -531        375
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       54.8        1.7       43.1       24.7        4.3       35.3        5.6        5.0        0.7        0.9        0.0        7.6        2.9
 
Number of Traders in Each Category                                    Total Traders:        84
         .         12          .         31         15         12         14          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   246,941
Positions
    15,564    137,375      5,339    105,439     21,047     34,017     48,883     33,733      2,901     20,745      6,604        503     13,550      5,422
 
Changes from:       October 1, 2013                                  Total Change is:    -2,034
       192      2,449     -1,630        910     -1,004        111     -1,103     -1,670        -95        687       -142        -51     -1,055         -2
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       55.6        2.2       42.7        8.5       13.8       19.8       13.7        1.2        8.4        2.7        0.2        5.5        2.2
 
Number of Traders in Each Category                                    Total Traders:       168
        15         20          6         51         18         22         27         15          9         18          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   726,851
Positions
    12,301     97,603     21,422    282,330     92,468    101,914     79,762     93,457     60,677     16,674     56,884     13,530    138,241    188,897
 
Changes from:       October 1, 2013                                  Total Change is:    10,364
     1,225      1,660      3,157     -6,648     10,912        316      3,154    -19,510      9,976       -126      3,683       -640        -49        810
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       13.4        2.9       38.8       12.7       14.0       11.0       12.9        8.3        2.3        7.8        1.9       19.0       26.0
 
Number of Traders in Each Category                                    Total Traders:       161
         5         16         13         34         34         37         23         32         39          5         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   405,446
Positions
     7,446    104,100        766    230,519     22,191     54,812     13,927    136,018      1,867     17,676     11,616          0     78,433     74,076
 
Changes from:       October 1, 2013                                  Total Change is:     3,371
    -1,350      3,026        235      3,180      2,314       -624          9     -4,169        -85        107        -24          0      1,900      2,699
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       25.7        0.2       56.9        5.5       13.5        3.4       33.5        0.5        4.4        2.9        0.0       19.3       18.3
 
Number of Traders in Each Category                                    Total Traders:        79
         .         12          5         33          8         18          .         14          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   975,588
Positions
    99,423    108,377     15,491    293,071    295,742     63,189    257,644    232,439     57,493     51,570     63,981     31,714    105,995    107,163
 
Changes from:       October 1, 2013                                  Total Change is:    34,580
     9,472     19,146     -2,907     11,585    -41,321      2,863      8,581     44,818     17,600    -11,124        878       -527       -963     -5,970
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       11.1        1.6       30.0       30.3        6.5       26.4       23.8        5.9        5.3        6.6        3.3       10.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       225
        13         26          8         32         34         30         43         36         34         17         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    28,525
Positions
     6,083     14,347      2,915      2,000        205        500     10,015      3,653      6,063         73         25        793         83         24
 
Changes from:       October 1, 2013                                  Total Change is:     2,341
    -3,404      3,431        419        930        205          0      5,555       -125     -1,271         71          0        114        -73       -432
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       50.3       10.2        7.0        0.7        1.8       35.1       12.8       21.3        0.3        0.1        2.8        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        40
         8          8          6          .          .          .          9         10          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 2,528,015
Positions
   110,222    134,941    252,220    624,186    714,026    293,604    470,476    144,380    321,744     64,482    127,281     96,904    294,178    442,916
 
Changes from:       October 1, 2013                                  Total Change is:    99,444
   -11,159     19,372     39,490    -12,839    -72,057     43,108    -15,178      2,118     37,820     12,258     20,090      3,933      2,010      5,571
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        5.3       10.0       24.7       28.2       11.6       18.6        5.7       12.7        2.6        5.0        3.8       11.6       17.5
 
Number of Traders in Each Category                                    Total Traders:       313
        21         39         43         27         74         65         53         50         81         17         32         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 1,976,372
Positions
   177,324    157,348    110,029    599,339    473,952    169,198    426,318    357,387    175,197     69,425    204,740     26,503    223,040    302,019
 
Changes from:       October 1, 2013                                  Total Change is:    27,614
    26,106     14,750      2,315     -7,595      2,707     -2,523     13,602     24,799    -17,629     -8,903     11,885       -407     22,648     -8,283
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        8.0        5.6       30.3       24.0        8.6       21.6       18.1        8.9        3.5       10.4        1.3       11.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       242
        18         28         26         31         45         33         33         52         49         12         23         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   306,421
Positions
    85,276     72,799     94,350        821          0      2,043     32,099     26,175     40,922        847     11,715     15,701     34,363     42,717
 
Changes from:       October 1, 2013                                  Total Change is:    24,012
    11,671       -107      6,015       -149          0          0     -2,322      8,020      4,975        255      8,584        962      2,605     -4,436
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       23.8       30.8        0.3        0.0        0.7       10.5        8.5       13.4        0.3        3.8        5.1       11.2       13.9
 
Number of Traders in Each Category                                    Total Traders:        60
        11         18         22          .          0          .         14          7         17          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 is16,572,325
Positions
 1,216,858  2,635,025  3,350,071  1,875,649    613,883    203,307    957,562    459,572  6,156,418    358,107    438,371  1,562,452    891,900  1,153,225
 
Changes from:       October 1, 2013                                  Total Change is:   669,272
   -39,259     41,272    256,186     -6,060    -51,845     -4,967     20,810    -79,778    415,689    -13,186     12,622     23,913     16,145     56,179
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       15.9       20.2       11.3        3.7        1.2        5.8        2.8       37.1        2.2        2.6        9.4        5.4        7.0
 
Number of Traders in Each Category                                    Total Traders:       279
        21         61         80         10         18         23         61         54         99         21         25         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    40,552
Positions
    29,846        981          0          0      7,096      9,056      1,597     15,470          0          0      7,875          0         53         74
 
Changes from:       October 1, 2013                                  Total Change is:    -1,045
      -291        393          0          0     -1,602          2       -773        233          0          0        -69          0         17         -2
 
Percent of Open Interest Represented by Each Category of Trader
      73.6        2.4        0.0        0.0       17.5       22.3        3.9       38.1        0.0        0.0       19.4        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        41
         5          6          0          0          9          .          .         11          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    17,021
Positions
    16,149          0        500          0      4,768         26        325      2,294          0          0      9,353          0         21         80
 
Changes from:       October 1, 2013                                  Total Change is:    -1,806
      -274     -1,665          0          0     -1,148          0     -1,546        428          0          0        578          0         14          1
 
Percent of Open Interest Represented by Each Category of Trader
      94.9        0.0        2.9        0.0       28.0        0.2        1.9       13.5        0.0        0.0       54.9        0.0        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        29
         8          0          .          0          6          .          .          7          0          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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    60,025
Positions
    10,447      9,595      1,097      4,911      5,594        272     25,318     36,185      1,818      8,572      2,284         22      7,569      3,158
 
Changes from:       October 1, 2013                                  Total Change is:     5,197
       -23         77       -292       -112        880         12      4,315      4,789        223        971        -48         -2        104       -443
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       16.0        1.8        8.2        9.3        0.5       42.2       60.3        3.0       14.3        3.8        0.0       12.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       146
         6          .          .          7          6          .         28         30          9         54         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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   376,488
Positions
   106,414     23,624     45,541     38,555     13,615     16,033     34,474    141,110     60,592     10,729      8,506     39,114     25,036     28,353
 
Changes from:       October 1, 2013                                  Total Change is:    20,269
    -4,690     13,533      5,570     -6,191     -7,338      1,350      6,029     -8,062     14,170      2,705     -1,396        671        655      1,771
 
Percent of Open Interest Represented by Each Category of Trader
      28.3        6.3       12.1       10.2        3.6        4.3        9.2       37.5       16.1        2.8        2.3       10.4        6.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       170
        19         10         24          8         13         12         36         39         52         20         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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     6,847
Positions
       999      1,405          0      1,730          0         82      3,204      4,451        782          0        106          0         50         21
 
Changes from:       October 1, 2013                                  Total Change is:      -441
       -13          0          0       -524          0       -403        477        -26          0          0          0          0         22        -12
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       20.5        0.0       25.3        0.0        1.2       46.8       65.0       11.4        0.0        1.5        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          .          8          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 28, 2013