`Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   202,146
Positions
    89,230      4,553     24,483     14,199     15,838        803     21,108     90,284     17,811      7,081      5,501      2,192     25,239     40,682
 
Changes from:       December 10, 2013                                Total Change is:    28,179
    10,203        350     16,917        151        -64         -8     -7,235      3,944      9,430       -257        412        134     -1,156     -2,936
 
Percent of Open Interest Represented by Each Category of Trader
      44.1        2.3       12.1        7.0        7.8        0.4       10.4       44.7        8.8        3.5        2.7        1.1       12.5       20.1
 
Number of Traders in Each Category                                    Total Traders:        90
        12          6         10          5          6          4         14         33         15          7          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    50,105
Positions
       523     21,251      1,266        900      1,316          0     24,218      7,588      1,296        632      4,329          0     21,270     13,060
 
Changes from:       December 10, 2013                                Total Change is:   -16,841
   -11,179     -9,603     -8,517          0         50          0      3,311      2,201     -1,264         61       -308          0        747        600
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       42.4        2.5        1.8        2.6        0.0       48.3       15.1        2.6        1.3        8.6        0.0       42.5       26.1
 
Number of Traders in Each Category                                    Total Traders:        42
         .         10          .          .          .          0         14         10          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   208,027
Positions
    14,216     83,576      5,248     26,633     26,729      1,690    105,057     29,187     12,259      4,884     26,714      1,224     36,816     21,400
 
Changes from:       December 10, 2013                                Total Change is:   -64,674
   -23,303    -21,318    -24,860      1,344        130        339     -7,704     -9,922     -4,064       -740       -537       -183     -5,504     -4,260
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       40.2        2.5       12.8       12.8        0.8       50.5       14.0        5.9        2.3       12.8        0.6       17.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       121
         6         11          6         11         14          7         43         19         20          8          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   269,873
Positions
   119,118      5,294     10,746     23,220     21,465      4,573     45,795    130,544     21,114     26,264     15,459      3,060     15,984     57,618
 
Changes from:       December 10, 2013                                Total Change is:   -27,728
   -27,863     -4,505     -6,731        570      5,806        216      5,009     -3,993    -11,166     18,016       -681     -3,543     -2,236     -3,132
 
Percent of Open Interest Represented by Each Category of Trader
      44.1        2.0        4.0        8.6        8.0        1.7       17.0       48.4        7.8        9.7        5.7        1.1        5.9       21.3
 
Number of Traders in Each Category                                    Total Traders:       153
        12          5          6         10         21         10         28         52         29          7         18          8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   290,292
Positions
    26,185     23,162     15,288     41,615     66,446      5,546     93,825     42,352     35,087     16,541     28,654      6,465     49,741     67,292
 
Changes from:       December 10, 2013                                Total Change is:   -64,351
   -30,387    -24,474    -33,455        485      4,285         -4      5,849     -7,464        914     -5,575      2,698      1,187     -3,367     -8,040
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        8.0        5.3       14.3       22.9        1.9       32.3       14.6       12.1        5.7        9.9        2.2       17.1       23.2
 
Number of Traders in Each Category                                    Total Traders:       198
        15         18         14         16         24         17         38         35         32         17         35         21
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   136,580
Positions
    73,411      2,701      9,045        995      5,894        921     14,075     61,352      8,612      5,749     10,138      3,148     20,624     34,769
 
Changes from:       December 10, 2013                                Total Change is:    -8,387
     4,031     -9,452        628         40        935        396     -9,508        247       -634     -6,656       -175        998      2,319     -1,330
 
Percent of Open Interest Represented by Each Category of Trader
      53.7        2.0        6.6        0.7        4.3        0.7       10.3       44.9        6.3        4.2        7.4        2.3       15.1       25.5
 
Number of Traders in Each Category                                    Total Traders:        83
         8          .          6          .          9          5         17         28         14          6          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   114,614
Positions
    25,759     54,276          0     39,340        641          0     32,277     50,442      1,204      8,675      6,066          0      7,359      1,985
 
Changes from:       December 10, 2013                                Total Change is:   -40,613
   -12,567    -12,758    -11,068        117        161          0        640      3,966    -14,475       -493     -3,797     -1,755     -1,012       -887
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       47.4        0.0       34.3        0.6        0.0       28.2       44.0        1.1        7.6        5.3        0.0        6.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        85
         .         11          0          4          .          0         30         23          .          6          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    17,939
Positions
       986      6,702          0        818          0          0     11,193      8,057        252        716        627          0      3,974      2,301
 
Changes from:       December 10, 2013                                Total Change is:    -2,014
      -417     -4,248       -102        189          0          0       -293      3,431     -1,001         -1       -173          0       -389         79
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       37.4        0.0        4.6        0.0        0.0       62.4       44.9        1.4        4.0        3.5        0.0       22.2       12.8
 
Number of Traders in Each Category                                    Total Traders:        48
         .          6          0          4          0          0         16         12          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    89,782
Positions
    16,430     47,097     11,797      7,886      4,113        237     26,328      3,421     10,875      4,453      1,803      1,677     10,099      8,762
 
Changes from:       December 10, 2013                                Total Change is:     2,646
       647     -3,230      6,689        311        -21        -66     -6,425     -1,202      1,935       -611       -609         77         90       -929
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       52.5       13.1        8.8        4.6        0.3       29.3        3.8       12.1        5.0        2.0        1.9       11.2        9.8
 
Number of Traders in Each Category                                    Total Traders:       110
        20         11         18         11          .          .         30         14         19          7          8          6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    16,827
Positions
     8,429      8,748      1,568        990          0          0      2,779      4,968        461      1,397          0          0      1,203      1,082
 
Changes from:       December 10, 2013                                Total Change is:     2,259
       950        251      1,268          0          0          0         48       -202        420          0          0          0       -426        523
 
Percent of Open Interest Represented by Each Category of Trader
      50.1       52.0        9.3        5.9        0.0        0.0       16.5       29.5        2.7        8.3        0.0        0.0        7.2        6.4
 
Number of Traders in Each Category                                    Total Traders:        25
         4          7          .          .          0          0          7          .          5          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   145,909
Positions
    22,597     83,292     13,862     13,792      8,226        473     61,579     11,387      6,349      6,980      4,474      2,486     17,791     15,360
 
Changes from:       December 10, 2013                                Total Change is:       772
        35     -6,319     10,200        622        -42       -132    -13,265     -2,317      3,350     -1,537     -1,532        468      1,031     -2,903
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       57.1        9.5        9.5        5.6        0.3       42.2        7.8        4.4        4.8        3.1        1.7       12.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       108
        18         13         16         10          .          .         30         16         16          6          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 1,092,243
Positions
    38,657    215,687    113,032    303,238    115,371     61,612    122,645    151,175    242,565     44,754     57,556     45,731    120,009     89,512
 
Changes from:       December 10, 2013                                Total Change is:   113,546
    -4,885      2,191     72,019       -694      4,008     14,380        939    -10,748     29,214      5,212      1,697      8,451    -11,088     -7,665
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       19.7       10.3       27.8       10.6        5.6       11.2       13.8       22.2        4.1        5.3        4.2       11.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       631
        38         39         53        111         58         79        119         99        122         92         74         85
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   270,606
Positions
    24,635     66,784     22,823     62,454     25,812      3,028     16,270     36,838     51,935     18,064      7,484     12,940     58,457     42,961
 
Changes from:       December 10, 2013                                Total Change is:    28,346
     5,291      1,516     15,747        556     -2,279       -318     -1,153      3,231      5,072      4,029        157      3,520     -4,398      1,700
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       24.7        8.4       23.1        9.5        1.1        6.0       13.6       19.2        6.7        2.8        4.8       21.6       15.9
 
Number of Traders in Each Category                                    Total Traders:       110
         7         14          9         16         10         11         18         22         35         16          7         11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,108,187
Positions
   177,852    852,255    343,305  1,232,282    476,157    264,559    661,011    700,824    824,010    167,245    284,157    130,163    307,760    232,756
 
Changes from:       December 10, 2013                                Total Change is:   426,001
   -14,222     40,036    244,696      6,469     44,159     60,765     14,490    -65,867    116,683      2,027      3,815     28,542    -33,449    -46,827
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       20.7        8.4       30.0       11.6        6.4       16.1       17.1       20.1        4.1        6.9        3.2        7.5        5.7
 
Number of Traders in Each Category                                    Total Traders:       604
        39         38         50        104         56         75        113        100        117         82         71         77
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   112,997
Positions
     3,049     55,778      3,152     59,869     36,202      2,318     27,797      6,657      2,593        964      2,951          0     13,255      3,347
 
Changes from:       December 10, 2013                                Total Change is:     5,780
       -19     -1,435      3,067      2,940        809        677     -5,174        639      1,914        120        369          0      2,254       -261
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       49.4        2.8       53.0       32.0        2.1       24.6        5.9        2.3        0.9        2.6        0.0       11.7        3.0
 
Number of Traders in Each Category                                    Total Traders:        96
         4         14          6         37          9         17         17          9          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   107,523
Positions
     6,166     69,023      7,310     38,011      3,559      6,508     31,636      5,799      7,151      2,360      1,521      1,404      6,976      5,247
 
Changes from:       December 10, 2013                                Total Change is:    18,533
      -131      4,389      4,987        747         -9      5,506      2,292        970      4,284        306        -24       -239        779     -1,332
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       64.2        6.8       35.4        3.3        6.1       29.4        5.4        6.7        2.2        1.4        1.3        6.5        4.9
 
Number of Traders in Each Category                                    Total Traders:       221
        22         21         20         38         12          8         67         27         28         16         15         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   537,613
Positions
    30,830    345,117     36,551    190,054     17,795     32,539    158,182     28,996     35,756     11,800      7,603      7,022     34,881     26,236
 
Changes from:       December 10, 2013                                Total Change is:    92,663
      -653     21,947     24,937      3,736        -46     27,531     11,459      4,849     21,418      1,531       -122     -1,193      3,897     -6,658
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       64.2        6.8       35.4        3.3        6.1       29.4        5.4        6.7        2.2        1.4        1.3        6.5        4.9
 
Number of Traders in Each Category                                    Total Traders:       221
        22         21         20         38         12          8         67         27         28         16         15         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   370,671
Positions
    39,218    114,497     50,881    155,523     92,599     12,531     61,514     62,629     12,531      9,007      6,671      2,180     27,285     16,152
 
Changes from:       December 10, 2013                                Total Change is:    15,310
    -3,824     -3,567     12,529      2,148        712       -228     -3,217      1,223      1,502         40        659      1,536      4,823        943
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       30.9       13.7       42.0       25.0        3.4       16.6       16.9        3.4        2.4        1.8        0.6        7.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       245
        16         20         13         55         34         22         50         43         25         15         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    71,148
Positions
     5,509     41,065          0     32,861        261        470     16,463     15,619          1      5,615      5,313          0     10,229      8,419
 
Changes from:       December 10, 2013                                Total Change is:   -13,354
      -802     -5,265     -5,370        180       -202          3      1,476      3,320     -3,832      1,794        252     -1,551     -5,252       -709
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       57.7        0.0       46.2        0.4        0.7       23.1       22.0        0.0        7.9        7.5        0.0       14.4       11.8
 
Number of Traders in Each Category                                    Total Traders:        89
         7          8          0         20          .          .         21         14          .          9          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    86,386
Positions
    22,485     13,724        453      9,689      3,205        778     35,226      6,610        389      7,113      2,829          0     10,253     58,398
 
Changes from:       December 10, 2013                                Total Change is:   -21,003
    -3,326      3,954     -5,600       -749      2,005        103      3,050     -8,062     -5,081     -3,922        233       -594     -4,884     -7,961
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       15.9        0.5       11.2        3.7        0.9       40.8        7.7        0.5        8.2        3.3        0.0       11.9       67.6
 
Number of Traders in Each Category                                    Total Traders:        84
        17          8          .          8          .          .         31          .          5         13          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   117,743
Positions
     2,806     60,925     17,064     48,622     14,733      8,071     26,070      5,815      5,779      1,020        875        812      7,499      3,669
 
Changes from:       December 10, 2013                                Total Change is:    24,497
       429      2,133     15,153        516     -1,901      5,003       -233        788      1,022        581          0        812      1,214      1,487
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       51.7       14.5       41.3       12.5        6.9       22.1        4.9        4.9        0.9        0.7        0.7        6.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        89
         4         11          5         32         16         14         15          6          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   287,482
Positions
    25,047    103,803     32,554     79,608     39,846     48,919     48,910     32,019      4,308     20,017      6,153      7,996     20,123     11,884
 
Changes from:       December 10, 2013                                Total Change is:    26,600
     2,918        524      5,537     -6,641      1,568     10,974      2,906     -4,257     -2,129        548      1,362      7,443      5,044      5,578
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       36.1       11.3       27.7       13.9       17.0       17.0       11.1        1.5        7.0        2.1        2.8        7.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       181
        20         21         10         47         22         28         26         17         18         22          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   790,456
Positions
     5,258     66,567     36,627    313,701    128,573    117,379     64,013    137,252     77,652     24,372     28,579     10,965    140,490    186,863
 
Changes from:       December 10, 2013                                Total Change is:    -4,778
    -4,435        742      6,205     -2,970     -1,623      8,910     -9,629       -643     -2,024     -3,393        129       -136      2,692    -16,339
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        8.4        4.6       39.7       16.3       14.8        8.1       17.4        9.8        3.1        3.6        1.4       17.8       23.6
 
Number of Traders in Each Category                                    Total Traders:       171
         5         18         18         32         42         39         19         36         35         10          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   453,497
Positions
    19,313    107,548      2,471    272,461     20,474     45,144     18,870    161,686      6,628     10,762     19,621      1,318     76,529     88,607
 
Changes from:       December 10, 2013                                Total Change is:   -11,618
    -2,241     -4,346       -610     -2,666       -411        618      1,870      1,960     -5,125        125      1,089     -1,289     -2,301     -3,505
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       23.7        0.5       60.1        4.5       10.0        4.2       35.7        1.5        2.4        4.3        0.3       16.9       19.5
 
Number of Traders in Each Category                                    Total Traders:        83
         .         10          7         34          6         21          .         19         14          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   844,496
Positions
    77,331     49,762     25,962    236,205    241,624     56,524    184,585    215,628     67,986     61,605     56,182     26,735    107,563    104,093
 
Changes from:       December 10, 2013                                Total Change is:   -73,516
    -5,841     -5,512     -6,549     -4,471     10,065     -2,880    -28,429    -33,872    -26,693      7,442     -7,337     -2,619     -3,476      1,881
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        5.9        3.1       28.0       28.6        6.7       21.9       25.5        8.1        7.3        6.7        3.2       12.7       12.3
 
Number of Traders in Each Category                                    Total Traders:       203
        12         23          8         32         35         29         36         28         26         16         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    51,769
Positions
    12,197     25,145      7,565        672          0          0     24,892     12,716      4,591          2          0      1,518        332        234
 
Changes from:       December 10, 2013                                Total Change is:     2,312
       466     -1,627      1,379          0          0          0        183      2,395        220          0          0         15         49        -70
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       48.6       14.6        1.3        0.0        0.0       48.1       24.6        8.9        0.0        0.0        2.9        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        41
         6         10          9          .          0          0          6         17         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 2,792,298
Positions
   164,000    162,724    243,181    662,792    857,661    277,387    610,246    200,247    366,581    122,709    110,406     95,606    249,795    478,506
 
Changes from:       December 10, 2013                                Total Change is:   -60,804
    14,493    -47,624     10,928    -20,230      2,139    -28,101    -26,296      6,196     -8,310       -892      8,083     -1,786       -610     -2,329
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        5.8        8.7       23.7       30.7        9.9       21.9        7.2       13.1        4.4        4.0        3.4        8.9       17.1
 
Number of Traders in Each Category                                    Total Traders:       320
        20         35         46         32         71         64         63         54         82         15         30         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 1,996,570
Positions
   145,428    163,407     60,402    700,034    558,895    195,291    368,807    349,050    166,305    131,045    135,586     30,598    198,660    337,035
 
Changes from:       December 10, 2013                                Total Change is:   -51,159
    10,831    -23,341    -19,320    -20,196    -34,253     11,091    -19,970      3,182     10,940     -5,003     -7,635        582    -20,115      7,596
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        8.2        3.0       35.1       28.0        9.8       18.5       17.5        8.3        6.6        6.8        1.5       10.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       237
        14         25         26         30         48         43         38         46         49         15         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   292,003
Positions
   113,742     78,873     80,673        763        392        943     24,376     26,970     35,624        285      9,448     10,565     25,032     48,515
 
Changes from:       December 10, 2013                                Total Change is:    16,307
     8,465      7,358      6,069          0          0          0       -574     -1,137      2,431       -650         62     -1,295      1,861      2,819
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       27.0       27.6        0.3        0.1        0.3        8.3        9.2       12.2        0.1        3.2        3.6        8.6       16.6
 
Number of Traders in Each Category                                    Total Traders:        62
        16         17         22          .          .          .         12          6         16          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,844,505
Positions
   651,577  2,407,432  3,000,449  2,924,923    875,941    289,580    778,724    619,458  5,089,938    247,433    417,555    922,317    939,565  1,221,836
 
Changes from:       December 10, 2013                                Total Change is:-2,959,341
  -177,753   -427,395   -655,742     83,703    149,863    -29,409    -65,178     14,056 -1,555,427    -77,753    -16,627   -441,459    -40,323      2,799
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       16.2       20.2       19.7        5.9        2.0        5.2        4.2       34.3        1.7        2.8        6.2        6.3        8.2
 
Number of Traders in Each Category                                    Total Traders:       276
        22         60         77          9         23         24         54         59         93         15         25         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    49,859
Positions
    39,379        985          0        555     13,683      5,356      4,515     19,693          0          0     10,034          0         54        108
 
Changes from:       December 10, 2013                                Total Change is:    -8,367
     4,159        -82     -9,027        300      3,634     -3,680       -140        310          0          0        484          0         21         -6
 
Percent of Open Interest Represented by Each Category of Trader
      79.0        2.0        0.0        1.1       27.4       10.7        9.1       39.5        0.0        0.0       20.1        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          0          .         11          .          .         11          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    28,853
Positions
    23,482        337          0          0      9,799      4,495        842      2,560          0          0     11,614          0         34         48
 
Changes from:       December 10, 2013                                Total Change is:   -13,172
    -4,368     -4,287     -8,608          0       -216       -129        106        257       -195          0         -5          0         22         11
 
Percent of Open Interest Represented by Each Category of Trader
      81.4        1.2        0.0        0.0       34.0       15.6        2.9        8.9        0.0        0.0       40.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         7          .          0          0         10          .          .          6          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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    40,441
Positions
     9,863      2,832        838      5,507      2,802        541      7,817     28,612      1,259      8,441        891         71      6,104      2,595
 
Changes from:       December 10, 2013                                Total Change is:    -9,683
        61     -7,712        -42        534        624         70     -9,129     -1,307     -1,074        -70       -462          1        -33        218
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        7.0        2.1       13.6        6.9        1.3       19.3       70.7        3.1       20.9        2.2        0.2       15.1        6.4
 
Number of Traders in Each Category                                    Total Traders:       122
         8          .          .         10          5          .         20         25          7         44          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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   378,966
Positions
    77,248     22,128     47,210     51,120     22,640     18,435     38,557    139,768     64,435     26,345      7,886     33,483     22,133     22,981
 
Changes from:       December 10, 2013                                Total Change is:    -8,376
   -12,771        224     11,181     -8,149     -1,132     -5,393    -12,697     -9,943     13,673     21,211     -1,446    -13,484     -1,947     -2,056
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        5.8       12.5       13.5        6.0        4.9       10.2       36.9       17.0        7.0        2.1        8.8        5.8        6.1
 
Number of Traders in Each Category                                    Total Traders:       167
        21         12         23          9         11          9         28         49         46         10         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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     8,993
Positions
        51      1,566        440      2,788          0        385      4,291      4,180        988          0      1,429          0         50          5
 
Changes from:       December 10, 2013                                Total Change is:      -122
       -30        161        440        393          0         99       -518       -302       -492          0        -21          0        -14         -7
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       17.4        4.9       31.0        0.0        4.3       47.7       46.5       11.0        0.0       15.9        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          6          0          .          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 20, 2013