`Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   122,459
Positions
    44,830     23,599      2,493     15,322     16,823        510     18,887     34,804      6,372      7,716      6,623      1,650     24,679     29,585
 
Changes from:       October 8, 2013                                  Total Change is:    -5,094
     1,525     -4,239         31        -99        476        239     -5,299       -727       -143       -224     -3,477        141     -1,267      2,604
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       19.3        2.0       12.5       13.7        0.4       15.4       28.4        5.2        6.3        5.4        1.3       20.2       24.2
 
Number of Traders in Each Category                                    Total Traders:        81
         7         10          7          6          5          4         17         21         15         10          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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    51,934
Positions
     7,330     23,770        936          0      1,849          0     20,797     10,630        863        997      5,231          0     21,011      8,655
 
Changes from:       October 8, 2013                                  Total Change is:    -1,277
     1,259     -2,468       -621          0          0          0      1,467       -376        -36        460      2,653          0     -3,805       -428
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       45.8        1.8        0.0        3.6        0.0       40.0       20.5        1.7        1.9       10.1        0.0       40.5       16.7
 
Number of Traders in Each Category                                    Total Traders:        43
         6          9          4          0          .          0         16          5          6          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   202,397
Positions
     9,727     80,390      6,050     22,018     27,249      1,499    107,150     30,823     14,166      1,650     11,444      1,855     38,282     28,921
 
Changes from:       October 8, 2013                                  Total Change is:    -1,183
     1,347       -539     -1,168        263       -872        -47        101       -659         29        -30      2,716       -411     -1,267       -232
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       39.7        3.0       10.9       13.5        0.7       52.9       15.2        7.0        0.8        5.7        0.9       18.9       14.3
 
Number of Traders in Each Category                                    Total Traders:       116
         4         14          6          8         16          7         37         21         20          .         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   185,192
Positions
    74,485     18,256      5,168     27,041     13,152        722     33,381     66,296     15,603      8,610     16,650      2,397     17,786     46,948
 
Changes from:       October 8, 2013                                  Total Change is:    -5,632
      -808     -1,561       -392       -854     -1,068        275     -2,190     -3,139        503     -1,667      2,951        250       -748     -3,449
 
Percent of Open Interest Represented by Each Category of Trader
      40.2        9.9        2.8       14.6        7.1        0.4       18.0       35.8        8.4        4.6        9.0        1.3        9.6       25.4
 
Number of Traders in Each Category                                    Total Traders:       122
         8         11          7          9         14          6         28         28         24          .         21          7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   327,527
Positions
    24,230     82,710     17,500     38,028     55,034      5,254    112,846     32,122     51,673     21,113     18,688      7,659     49,223     56,887
 
Changes from:       October 8, 2013                                  Total Change is:    -5,341
     2,892     -3,502        475        638     -4,391        183     -7,571      2,763        315        984       -331       -533     -2,723       -319
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       25.3        5.3       11.6       16.8        1.6       34.5        9.8       15.8        6.4        5.7        2.3       15.0       17.4
 
Number of Traders in Each Category                                    Total Traders:       205
        13         24         15         14         24         15         39         41         34         19         31         13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   141,962
Positions
    64,613      6,586      7,425          3     36,796      1,405     23,170     38,422      8,051     10,948     12,032      2,753     23,595     28,492
 
Changes from:       October 8, 2013                                  Total Change is:    10,009
     2,075       -749      1,821        -48         44        192        532      5,261        717      1,482      1,807        239      3,000        677
 
Percent of Open Interest Represented by Each Category of Trader
      45.5        4.6        5.2        0.0       25.9        1.0       16.3       27.1        5.7        7.7        8.5        1.9       16.6       20.1
 
Number of Traders in Each Category                                    Total Traders:        91
        11          8          6          .          8          4         24         23         16          .         14          6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,120
Positions
    13,732     21,409     13,234          0        316        123      6,339        273      3,183      1,651          0      2,184        674        398
 
Changes from:       October 8, 2013                                  Total Change is:      -232
      -143        -47          0          0       -125         28       -246          0          0          0          0          0        129        -88
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       52.1       32.2        0.0        0.8        0.3       15.4        0.7        7.7        4.0        0.0        5.3        1.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        21
         4         10          9          0          .          .          4          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   106,334
Positions
    38,487     48,476          0     39,583        581        159     12,088     48,477      1,090      8,978      4,757          0      5,949      2,794
 
Changes from:       October 8, 2013                                  Total Change is:    -1,667
     1,676       -307          0        990          1         -1     -4,652     -1,262        207       -404       -158          0        517       -147
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       45.6        0.0       37.2        0.5        0.1       11.4       45.6        1.0        8.4        4.5        0.0        5.6        2.6
 
Number of Traders in Each Category                                    Total Traders:        91
         5          9          0          6          .          .         25         27          6         10          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,423
Positions
     4,386     12,378      3,419        264          0        197      2,220        386         89      9,232      3,166          0        616        788
 
Changes from:       October 8, 2013                                  Total Change is:       610
       -85      1,074       -184        264       -166       -240        853       -119        -14          0          0          0         16        259
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       60.6       16.7        1.3        0.0        1.0       10.9        1.9        0.4       45.2       15.5        0.0        3.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          .          .          0          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,608
Positions
     1,445     15,312          0        603        207          0     17,945      6,998         15        703        312          0      3,897      1,764
 
Changes from:       October 8, 2013                                  Total Change is:     1,378
         7      2,467          0        141          0          0      1,116       -865         10         15          0          0         89       -234
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       62.2        0.0        2.5        0.8        0.0       72.9       28.4        0.1        2.9        1.3        0.0       15.8        7.2
 
Number of Traders in Each Category                                    Total Traders:        59
         .          9          0          .          .          0         24         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    64,871
Positions
    14,609     36,367      3,745      6,377        922        496     15,929      7,633      7,355      5,317        907      1,294      9,749      6,152
 
Changes from:       October 8, 2013                                  Total Change is:    11,572
     3,789     -1,802      3,561      1,914       -199        316     -4,980      2,812      5,807        912       -115        347        -95        844
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       56.1        5.8        9.8        1.4        0.8       24.6       11.8       11.3        8.2        1.4        2.0       15.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       104
        23          9          6          7          4          .         26         17         14         11          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    11,571
Positions
     5,659      6,430          0      1,300          0          0      1,486      4,370          2      1,399        322          0      1,724        446
 
Changes from:       October 8, 2013                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      48.9       55.6        0.0       11.2        0.0        0.0       12.8       37.8        0.0       12.1        2.8        0.0       14.9        3.9
 
Number of Traders in Each Category                                    Total Traders:        20
         5          4          0          .          0          0          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,600
Positions
    24,785     66,759        604     10,153      1,844        992     39,955     17,595      3,636      8,198      1,531      2,227     16,050     11,412
 
Changes from:       October 8, 2013                                  Total Change is:         3
     3,146     -9,579        237      1,228       -397        632     -1,864      7,953        542       -613       -513        332     -3,638        796
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       62.6        0.6        9.5        1.7        0.9       37.5       16.5        3.4        7.7        1.4        2.1       15.1       10.7
 
Number of Traders in Each Category                                    Total Traders:        98
        21          9          5          6          4          .         25         19         12          9          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   902,016
Positions
    31,656    211,348     27,818    297,217    119,046     47,510    105,706    146,364    184,027     48,511     43,469     28,315    131,257     94,120
 
Changes from:       October 8, 2013                                  Total Change is:    -5,516
    -2,260     -4,038      3,385     -2,565     -3,137     -1,412     10,298        628     -4,493     -5,053      2,806        331     -3,747        414
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       23.4        3.1       33.0       13.2        5.3       11.7       16.2       20.4        5.4        4.8        3.1       14.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       601
        34         33         33        108         62         71        114        103        110         74         73         63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   222,568
Positions
     9,021     62,397      5,104     66,480     25,553      1,925     11,659     15,575     46,359     15,088      9,028      8,972     57,959     47,653
 
Changes from:       October 8, 2013                                  Total Change is:       145
     1,596      3,321        583     -1,075     -1,429         83        478     -2,167       -486        440      1,730     -1,335       -138       -154
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       28.0        2.3       29.9       11.5        0.9        5.2        7.0       20.8        6.8        4.1        4.0       26.0       21.4
 
Number of Traders in Each Category                                    Total Traders:       107
         4         14          5         15          9         10         20         21         37         13         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 3,397,242
Positions
   150,330    781,905     76,422  1,169,984    483,762    211,621    542,730    726,444    615,842    184,994    190,085     78,828    366,492    232,334
 
Changes from:       October 8, 2013                                  Total Change is:   -28,304
    -9,626    -27,140      4,358     -6,858     -7,945     -8,068     41,545      6,418    -12,479    -16,864     15,981     -2,269    -18,042      2,841
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       23.0        2.2       34.4       14.2        6.2       16.0       21.4       18.1        5.4        5.6        2.3       10.8        6.8
 
Number of Traders in Each Category                                    Total Traders:       574
        37         30         31        103         59         66        110        100        103         68         67         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   108,435
Positions
     2,579     51,809         72     57,616     40,847      2,922     30,202      6,192        704      2,158      2,618          0     12,181      3,270
 
Changes from:       October 8, 2013                                  Total Change is:     1,172
    -1,165      4,260         16      2,768     -1,926       -190     -1,312        183     -1,056      1,275       -248          0        836        133
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       47.8        0.1       53.1       37.7        2.7       27.9        5.7        0.6        2.0        2.4        0.0       11.2        3.0
 
Number of Traders in Each Category                                    Total Traders:        92
         .         16          .         33         12         13         16          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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    76,675
Positions
     1,720     58,477        566     34,418      4,488        708     28,533      5,136      1,313      2,216      1,815        821      6,380      3,351
 
Changes from:       October 8, 2013                                  Total Change is:    -1,360
      -569        252         54        582       -203        -94       -828       -846        -56       -303       -456         43       -189        -53
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       76.3        0.7       44.9        5.9        0.9       37.2        6.7        1.7        2.9        2.4        1.1        8.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       208
        14         23          7         31         16          8         63         26          9         18         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   383,376
Positions
     8,601    292,385      2,828    172,091     22,440      3,542    142,663     25,679      6,567     11,079      9,074      4,103     31,902     16,757
 
Changes from:       October 8, 2013                                  Total Change is:    -6,798
    -2,845      1,259        268      2,910     -1,015       -469     -4,140     -4,231       -279     -1,514     -2,281        215       -945       -266
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       76.3        0.7       44.9        5.9        0.9       37.2        6.7        1.7        2.9        2.4        1.1        8.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       208
        14         23          7         31         16          8         63         26          9         18         17         11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   331,957
Positions
    64,027     97,881     15,016    133,395     90,175     19,615     58,795     79,901      8,384      7,620      6,829        530     24,574     13,624
 
Changes from:       October 8, 2013                                  Total Change is:     3,301
     4,256      7,508     -1,241     -1,254     -2,827       -157     -3,924      1,332         43      1,621      1,522         90      3,867     -2,970
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       29.5        4.5       40.2       27.2        5.9       17.7       24.1        2.5        2.3        2.1        0.2        7.4        4.1
 
Number of Traders in Each Category                                    Total Traders:       255
        19         17          6         55         34         22         48         52         18         15         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    65,224
Positions
     2,934     42,973          2     28,038        668        381     18,062     13,069          0      5,374      2,179          0     10,433      5,952
 
Changes from:       October 8, 2013                                  Total Change is:     3,477
      -769        671          2         28        115       -115      4,752         -2          0        301        526          0       -722      2,280
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       65.9        0.0       43.0        1.0        0.6       27.7       20.0        0.0        8.2        3.3        0.0       16.0        9.1
 
Number of Traders in Each Category                                    Total Traders:        68
         4          8          .         18          .          .         15         10          0          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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    73,531
Positions
    24,671      3,279        988     12,308        824        511     18,534      4,595      1,262      5,880      1,583        400      8,977     60,089
 
Changes from:       October 8, 2013                                  Total Change is:     1,560
       936       -585        342        425        -60        152        728     -1,203       -512      1,303        686          0     -1,814      2,740
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        4.5        1.3       16.7        1.1        0.7       25.2        6.2        1.7        8.0        2.2        0.5       12.2       81.7
 
Number of Traders in Each Category                                    Total Traders:        91
        21          8          .         12          .          .         23         11          5         12          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    79,197
Positions
     1,988     43,940      1,560     34,437     19,148      3,460     26,941      4,156      3,916        562        745          0      6,333      2,272
 
Changes from:       October 8, 2013                                  Total Change is:      -689
       222        146        173         -2       -596        -14     -1,256       -346        -44          0          0          0        232         -8
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       55.5        2.0       43.5       24.2        4.4       34.0        5.2        4.9        0.7        0.9        0.0        8.0        2.9
 
Number of Traders in Each Category                                    Total Traders:        83
         4         13          .         30         15         12         13          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   268,725
Positions
    16,673    140,961      4,607    111,064     20,357     32,701     51,239     52,770      1,195     35,763      8,241        549     14,934      7,344
 
Changes from:       October 8, 2013                                  Total Change is:    21,784
     1,109      3,586       -732      5,625       -690     -1,316      2,356     19,037     -1,706     15,018      1,637         46      1,384      1,922
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       52.5        1.7       41.3        7.6       12.2       19.1       19.6        0.4       13.3        3.1        0.2        5.6        2.7
 
Number of Traders in Each Category                                    Total Traders:       177
        17         22          6         53         18         23         29         17          9         17          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   727,073
Positions
     8,250     95,835     21,079    270,948    102,335    118,961     77,034     74,014     59,533     13,861     52,655     14,554    142,853    188,107
 
Changes from:       October 8, 2013                                  Total Change is:       222
    -4,051     -1,768       -343    -11,382      9,867     17,047     -2,728    -19,443     -1,143     -2,813     -4,229      1,023      4,612       -790
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       13.2        2.9       37.3       14.1       16.4       10.6       10.2        8.2        1.9        7.2        2.0       19.6       25.9
 
Number of Traders in Each Category                                    Total Traders:       159
         5         18         15         33         36         39         21         30         40          6         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   411,705
Positions
     7,073    121,929        546    238,308     19,050     54,535     13,943    131,819      1,678     18,852     11,616          0     76,769     70,531
 
Changes from:       October 8, 2013                                  Total Change is:     6,258
      -373     17,829       -220      7,789     -3,141       -277         16     -4,200       -188      1,176          0          0     -1,665     -3,545
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       29.6        0.1       57.9        4.6       13.2        3.4       32.0        0.4        4.6        2.8        0.0       18.6       17.1
 
Number of Traders in Each Category                                    Total Traders:        83
         .         14          6         35          6         17          .         15          8          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   975,081
Positions
   109,885     99,940     28,402    308,295    286,021     66,428    232,570    227,241     58,560     42,480     73,403     29,432     99,030    105,654
 
Changes from:       October 8, 2013                                  Total Change is:      -507
    10,462     -8,437     12,910     15,224     -9,720      3,239    -25,074     -5,198      1,067     -9,090      9,421     -2,282     -6,965     -1,509
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       10.2        2.9       31.6       29.3        6.8       23.9       23.3        6.0        4.4        7.5        3.0       10.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       225
        12         27         13         32         32         29         41         37         33         17         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    32,853
Positions
     3,028     18,017      2,788      2,327          0        200     18,624      5,937      5,316          0         25        537         33         33
 
Changes from:       October 8, 2013                                  Total Change is:     4,328
    -3,055      3,670       -127        327       -205       -300      8,609      2,284       -747        -73          0       -256        -50          9
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       54.8        8.5        7.1        0.0        0.6       56.7       18.1       16.2        0.0        0.1        1.6        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        40
         7          9          8          .          0          .         13          8          7          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 2,620,882
Positions
   114,030    173,163    250,186    671,117    719,089    338,296    528,746    163,506    308,217     62,884    126,872     77,745    269,661    463,808
 
Changes from:       October 8, 2013                                  Total Change is:    92,867
     3,807     38,223     -2,034     46,931      5,063     44,692     58,271     19,125    -13,526     -1,598       -409    -19,159    -24,516     20,892
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        6.6        9.5       25.6       27.4       12.9       20.2        6.2       11.8        2.4        4.8        3.0       10.3       17.7
 
Number of Traders in Each Category                                    Total Traders:       323
        18         41         46         24         79         65         55         54         83         19         33         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,016,515
Positions
   159,558    145,091    106,949    621,478    494,723    177,515    452,145    376,078    179,406     73,325    196,649     25,015    221,125    315,089
 
Changes from:       October 8, 2013                                  Total Change is:    40,143
   -17,765    -12,257     -3,080     22,139     20,771      8,316     25,827     18,691      4,209      3,900     -8,090     -1,488     -1,915     13,070
 
Percent of Open Interest Represented by Each Category of Trader
       7.9        7.2        5.3       30.8       24.5        8.8       22.4       18.6        8.9        3.6        9.8        1.2       11.0       15.6
 
Number of Traders in Each Category                                    Total Traders:       242
        14         32         29         31         44         35         36         48         48          9         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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   306,438
Positions
    91,592     76,057     97,583        812          0      2,043     27,141     21,034     38,467        252     12,008     17,968     30,580     41,278
 
Changes from:       October 8, 2013                                  Total Change is:        16
     6,316      3,258      3,233         -9          0          0     -4,958     -5,141     -2,455       -595        293      2,267     -3,783     -1,439
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       24.8       31.8        0.3        0.0        0.7        8.9        6.9       12.6        0.1        3.9        5.9       10.0       13.5
 
Number of Traders in Each Category                                    Total Traders:        64
        15         19         27          .          0          .         11          7         15          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 is15,775,021
Positions
 1,157,053  2,707,044  3,153,090  1,910,287    600,864    211,113    964,587    463,490  5,696,962    345,971    387,873  1,447,036    888,920  1,107,548
 
Changes from:       October 8, 2013                                  Total Change is:  -797,304
   -59,805     72,019   -196,981     34,638    -13,019      7,807      7,025      3,919   -459,456    -12,136    -50,499   -115,416     -2,980    -45,677
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       17.2       20.0       12.1        3.8        1.3        6.1        2.9       36.1        2.2        2.5        9.2        5.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       285
        24         63         85          9         18         22         60         55        101         21         25         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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    41,578
Positions
    30,433      2,301          0         40      6,808      9,058      1,982     15,042          0          0      8,284          0         65         85
 
Changes from:       October 8, 2013                                  Total Change is:     1,026
       587      1,320          0         40       -288          2        385       -428          0          0        409          0         12         11
 
Percent of Open Interest Represented by Each Category of Trader
      73.2        5.5        0.0        0.1       16.4       21.8        4.8       36.2        0.0        0.0       19.9        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
         4          5          0          .          9          .          .         11          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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    17,584
Positions
    16,484        327        500         40      4,896         26        527      2,172          0          0      9,607          0          7         56
 
Changes from:       October 8, 2013                                  Total Change is:       563
       335        327          0         40        128          0        202       -122          0          0        254          0        -14        -24
 
Percent of Open Interest Represented by Each Category of Trader
      93.7        1.9        2.8        0.2       27.8        0.1        3.0       12.4        0.0        0.0       54.6        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         8          .          .          .          8          .          4          6          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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    51,060
Positions
    10,481      9,624      1,251      5,203      5,166        268     16,792     28,304      1,479      8,152      1,964         25      7,410      2,978
 
Changes from:       October 8, 2013                                  Total Change is:    -8,965
        33         29        154        292       -428         -4     -8,526     -7,881       -338       -420       -320          3       -159       -180
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       18.8        2.5       10.2       10.1        0.5       32.9       55.4        2.9       16.0        3.8        0.0       14.5        5.8
 
Number of Traders in Each Category                                    Total Traders:       140
         6          .          .          8          6          .         24         30         11         53         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   362,200
Positions
   111,381     29,525     45,270     33,935     15,096     13,596     22,858    118,916     55,852      7,426      9,287     50,031     21,851     24,627
 
Changes from:       October 8, 2013                                  Total Change is:   -14,288
     4,967      5,901       -271     -4,620      1,481     -2,437    -11,616    -22,194     -4,740     -3,303        781     10,917     -3,185     -3,726
 
Percent of Open Interest Represented by Each Category of Trader
      30.8        8.2       12.5        9.4        4.2        3.8        6.3       32.8       15.4        2.1        2.6       13.8        6.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       158
        16         16         26          5         12         10         30         45         51         13         13         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,869
Positions
       965      1,405          0      1,681          0         50      3,339      4,395        782          0        106          0         52        131
 
Changes from:       October 8, 2013                                  Total Change is:        22
       -34          0          0        -49          0        -32        135        -56          0          0          0          0          2        110
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       20.5        0.0       24.5        0.0        0.7       48.6       64.0       11.4        0.0        1.5        0.0        0.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          .          8          .          .          0          .          0
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Updated October 30, 2013