`Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   122,753
Positions
    38,895     12,129      7,125     15,778     19,107        468     15,961     30,592     10,830      7,486      5,926      2,935     23,274     33,640
 
Changes from:       July 30, 2013                                    Total Change is:    -3,453
    -2,341       -366        515       -111       -378       -387        319       -882     -1,331        331        724       -239       -209     -1,110
 
Percent of Open Interest Represented by Each Category of Trader
      31.7        9.9        5.8       12.9       15.6        0.4       13.0       24.9        8.8        6.1        4.8        2.4       19.0       27.4
 
Number of Traders in Each Category                                    Total Traders:        88
         7          7          6          5          6          .         18         27         17         11          7          9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    38,311
Positions
    11,032     12,445      1,362          0      2,177          0     12,210      6,438      2,158          0      1,621          0     11,549     12,110
 
Changes from:       July 30, 2013                                    Total Change is:     1,338
       448      3,588        226          0        396          0       -810     -2,260        174          0          0          0      1,299       -786
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       32.5        3.6        0.0        5.7        0.0       31.9       16.8        5.6        0.0        4.2        0.0       30.1       31.6
 
Number of Traders in Each Category                                    Total Traders:        37
         6          8          5          0          4          0         13          5          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   171,195
Positions
    76,949      5,905      6,875     14,134     28,976      1,538     21,627     64,265     19,126      8,227      9,958      1,728     20,991     32,822
 
Changes from:       July 30, 2013                                    Total Change is:    -1,985
    -5,363        462         56        992       -111       -110      1,866     -3,063        -21     -1,358        953        -75      2,027        -75
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        3.4        4.0        8.3       16.9        0.9       12.6       37.5       11.2        4.8        5.8        1.0       12.3       19.2
 
Number of Traders in Each Category                                    Total Traders:       121
        13          9          7          8         17          7         22         37         29          5         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   210,065
Positions
    98,192      9,330      8,352     24,927     16,614      2,969     26,557     83,293     22,865      2,721     12,846      4,265     19,216     49,529
 
Changes from:       July 30, 2013                                    Total Change is:    -2,716
    -4,225       -545       -689       -143     -2,411        543      1,884     -1,355        858        235        338        459     -1,639         86
 
Percent of Open Interest Represented by Each Category of Trader
      46.7        4.4        4.0       11.9        7.9        1.4       12.6       39.7       10.9        1.3        6.1        2.0        9.1       23.6
 
Number of Traders in Each Category                                    Total Traders:       143
        13         11          7          8         19          6         24         43         29          5         20          9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   303,367
Positions
    45,388     25,955     16,318     36,470     60,962      6,187     67,116     53,565     49,982     21,841     15,455      8,575     51,489     66,369
 
Changes from:       July 30, 2013                                    Total Change is:     6,108
    -4,533      9,946        730       -631        526        -70      7,083     -6,742        962        215      2,401     -1,654      4,006          9
 
Percent of Open Interest Represented by Each Category of Trader
      15.0        8.6        5.4       12.0       20.1        2.0       22.1       17.7       16.5        7.2        5.1        2.8       17.0       21.9
 
Number of Traders in Each Category                                    Total Traders:       195
        18         15         14         14         24         17         39         36         43         18         31         18
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   235,245
Positions
   132,713     11,566     11,091        619     40,418      2,095     41,470     91,226     16,516      5,774     12,173      4,570     20,397     45,590
 
Changes from:       July 30, 2013                                    Total Change is:     7,061
     8,955        844      1,407        -22       -447        181     -3,031       -923      1,807     -1,728        436        934     -1,441      2,823
 
Percent of Open Interest Represented by Each Category of Trader
      56.4        4.9        4.7        0.3       17.2        0.9       17.6       38.8        7.0        2.5        5.2        1.9        8.7       19.4
 
Number of Traders in Each Category                                    Total Traders:       109
        13          7         13          .         12          6         22         35         24          4         15          7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,869
Positions
    15,969     20,580     12,704          0      1,615          0      6,318      1,230      3,328      1,379          0      2,855        316        557
 
Changes from:       July 30, 2013                                    Total Change is:       -30
       372        -19          0          0        136          0       -400       -124          0          0          0          0         -2        -23
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       48.0       29.6        0.0        3.8        0.0       14.7        2.9        7.8        3.2        0.0        6.7        0.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         11          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    94,336
Positions
    20,837     28,247        846      2,771        827          0     52,991     53,488        959      9,352      8,201          0      6,580      1,768
 
Changes from:       July 30, 2013                                    Total Change is:    -2,873
    -2,508      3,650        156       -643         23          0        567     -9,303        129        230      2,460          0       -804         12
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       29.9        0.9        2.9        0.9        0.0       56.2       56.7        1.0        9.9        8.7        0.0        7.0        1.9
 
Number of Traders in Each Category                                    Total Traders:        97
         5         11          .          5          .          0         36         18          6         12          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    23,744
Positions
     8,746     13,638      3,060        909      1,584          0        751      1,061         81      9,347      3,171          0        850      1,149
 
Changes from:       July 30, 2013                                    Total Change is:    -2,766
       143     -1,478       -702          0       -123          0     -2,126       -433       -128          0          9          0         47         89
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       57.4       12.9        3.8        6.7        0.0        3.2        4.5        0.3       39.4       13.4        0.0        3.6        4.8
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          .          0          .          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    11,572
Positions
     4,934        750          0        146        372          0      3,223      6,341        204        959        570          0      2,106      3,335
 
Changes from:       July 30, 2013                                    Total Change is:      -581
       836       -751        -92       -107         26          0       -722         62       -123        -18         72          0       -355        225
 
Percent of Open Interest Represented by Each Category of Trader
      42.6        6.5        0.0        1.3        3.2        0.0       27.9       54.8        1.8        8.3        4.9        0.0       18.2       28.8
 
Number of Traders in Each Category                                    Total Traders:        45
         4          5          0          .          .          0          8         16          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    63,890
Positions
     9,531     46,104        238      5,892        441        424     31,404      5,927      1,578      4,776        275      1,324      8,723      7,579
 
Changes from:       July 30, 2013                                    Total Change is:       228
       333       -470         28         91         15         36       -596        543        155        -90        -32         46        225        -93
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       72.2        0.4        9.2        0.7        0.7       49.2        9.3        2.5        7.5        0.4        2.1       13.7       11.9
 
Number of Traders in Each Category                                    Total Traders:       102
        17         16          .          8          .          .         32         13         13         11          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   127,780
Positions
    19,062     92,208        476     11,783        882        847     62,809     11,854      3,156      9,552        550      2,648     17,446     15,158
 
Changes from:       July 30, 2013                                    Total Change is:       455
       665       -939         56        181         29         71     -1,191      1,086        310       -180        -64         93        451       -186
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       72.2        0.4        9.2        0.7        0.7       49.2        9.3        2.5        7.5        0.4        2.1       13.7       11.9
 
Number of Traders in Each Category                                    Total Traders:       102
        17         16          .          8          .          .         32         13         13         11          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   913,702
Positions
    21,884    206,100     29,189    343,538    128,396     45,733    102,023    173,308    158,681     56,969     45,390     27,565    128,121     99,341
 
Changes from:       July 30, 2013                                    Total Change is:     7,761
       463     -5,891         44     -2,107       -111      2,582     -9,656         63     11,193      2,029      1,155      1,162      2,051     -2,435
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       22.6        3.2       37.6       14.1        5.0       11.2       19.0       17.4        6.2        5.0        3.0       14.0       10.9
 
Number of Traders in Each Category                                    Total Traders:       594
        29         44         33        114         59         68         95        119        116         64         70         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   223,897
Positions
     8,091     57,244      4,281     73,593     29,830      2,470     10,580     21,723     41,305     11,272     10,276     10,227     62,079     46,541
 
Changes from:       July 30, 2013                                    Total Change is:     1,803
      -166       -907       -161        -96        759       -282         48      3,114        678        -81         75         77      1,785     -1,550
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       25.6        1.9       32.9       13.3        1.1        4.7        9.7       18.4        5.0        4.6        4.6       27.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       104
         5         13          7         16          9         10         18         23         38          9         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 3,449,027
Positions
   104,744    780,055     88,759  1,368,845    511,946    197,199    522,464    823,178    521,627    234,031    181,114     81,146    330,210    264,002
 
Changes from:       July 30, 2013                                    Total Change is:    29,787
     1,348    -26,714      2,817     -8,698     -2,996     12,962    -35,530     -2,262     39,584     12,901      7,750      3,073      1,330     -4,426
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       22.6        2.6       39.7       14.8        5.7       15.1       23.9       15.1        6.8        5.3        2.4        9.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       565
        30         42         33        108         55         63         92        115        108         60         63         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   121,902
Positions
     2,990     64,641        148     72,781     41,056      2,546     31,191      7,151      1,220      1,067      1,783          0      9,959      3,358
 
Changes from:       July 30, 2013                                    Total Change is:       422
      -566     -1,036          1      5,833     -1,008        782     -5,473      1,964        649       -374        -10          0       -430       -920
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       53.0        0.1       59.7       33.7        2.1       25.6        5.9        1.0        0.9        1.5        0.0        8.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       103
         4         17          .         37         12         14         18         11          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    83,399
Positions
     1,431     57,909        796     35,395      4,271        881     34,420      8,083      1,027      2,364      4,261        929      6,156      5,241
 
Changes from:       July 30, 2013                                    Total Change is:     1,674
        75      1,649        -47        122       -167        256        833        -66       -159        309       -377         77        209        508
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       69.4        1.0       42.4        5.1        1.1       41.3        9.7        1.2        2.8        5.1        1.1        7.4        6.3
 
Number of Traders in Each Category                                    Total Traders:       225
        15         29          7         33         17          8         72         24         11         19         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   416,995
Positions
     7,155    289,547      3,981    176,973     21,357      4,404    172,099     40,414      5,137     11,819     21,306      4,645     30,781     26,203
 
Changes from:       July 30, 2013                                    Total Change is:     8,368
       376      8,243       -234        608       -834      1,278      4,163       -330       -795      1,543     -1,885        385      1,045      2,540
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       69.4        1.0       42.4        5.1        1.1       41.3        9.7        1.2        2.8        5.1        1.1        7.4        6.3
 
Number of Traders in Each Category                                    Total Traders:       225
        15         29          7         33         17          8         72         24         11         19         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   359,433
Positions
    60,244    100,111     10,462    148,345    130,368     21,165     80,613     64,822      8,440      6,704      5,900        567     22,893     17,596
 
Changes from:       July 30, 2013                                    Total Change is:    -4,070
     1,107        216        410      2,052     -2,696        350     -7,888     -3,474        158        648     -1,111        164     -1,071      1,912
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       27.9        2.9       41.3       36.3        5.9       22.4       18.0        2.3        1.9        1.6        0.2        6.4        4.9
 
Number of Traders in Each Category                                    Total Traders:       254
        14         18          4         60         30         23         54         51         14         15         12          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    58,672
Positions
     5,458     41,346        203     23,985         60        585     14,020     11,819          0      4,004        400        150     10,267      4,109
 
Changes from:       July 30, 2013                                    Total Change is:       579
       933       -538         66        -86         60        320        760         60       -102       -406        170        150     -1,056        393
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       70.5        0.3       40.9        0.1        1.0       23.9       20.1        0.0        6.8        0.7        0.3       17.5        7.0
 
Number of Traders in Each Category                                    Total Traders:        68
         4          8          .         20          .          .         18          9          0          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    64,465
Positions
    20,762      9,601        817     13,863      1,605        323     13,893      3,829      1,675      3,769      1,660          0      9,363     44,955
 
Changes from:       July 30, 2013                                    Total Change is:    -4,053
        31     -1,094         35     -1,043       -315        158       -186        563     -1,481       -695        532          0       -872     -2,451
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       14.9        1.3       21.5        2.5        0.5       21.6        5.9        2.6        5.8        2.6        0.0       14.5       69.7
 
Number of Traders in Each Category                                    Total Traders:        77
        21         10          .         10          .          .         17          7          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    81,762
Positions
     1,634     38,391      2,248     35,317     21,460      4,322     26,418      8,620      3,611        705        891          0      7,507      2,219
 
Changes from:       July 30, 2013                                    Total Change is:     1,452
      -249      4,618        -32       -338     -2,962        178       -151       -939        571        423          0          0      1,050         18
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       47.0        2.7       43.2       26.2        5.3       32.3       10.5        4.4        0.9        1.1        0.0        9.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         29         16         11         12          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   223,140
Positions
    16,396    104,368      3,954     99,969     29,215     32,634     40,463     28,956      2,207     13,189     14,562        608     13,720      6,636
 
Changes from:       July 30, 2013                                    Total Change is:     1,438
     2,563     -4,758        611      1,718        234       -229     -4,223      5,208       -134        969       -336         86         77        756
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       46.8        1.8       44.8       13.1       14.6       18.1       13.0        1.0        5.9        6.5        0.3        6.1        3.0
 
Number of Traders in Each Category                                    Total Traders:       164
        13         22          5         44         19         19         20         22         12         16          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   692,174
Positions
    12,311     65,207     30,815    249,226    103,503     96,106     62,665     70,412     72,619     18,330     52,049      4,110    145,993    197,354
 
Changes from:       July 30, 2013                                    Total Change is:    21,309
     6,599     -1,751      2,517        582      8,400      5,695      1,088     -3,780      3,797      3,568       -126     -1,585       -952      8,143
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.4        4.5       36.0       15.0       13.9        9.1       10.2       10.5        2.6        7.5        0.6       21.1       28.5
 
Number of Traders in Each Category                                    Total Traders:       164
         5         20         18         34         31         35         23         35         41          5         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   384,351
Positions
     2,032     97,200         49    248,266     40,441     38,871     13,856    121,797      1,265      8,456      4,625          0     71,557     80,103
 
Changes from:       July 30, 2013                                    Total Change is:     7,690
       154     -3,203          7      3,672      3,208      1,403       -134       -690        -28       -110          0          0      2,726      6,993
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       25.3        0.0       64.6       10.5       10.1        3.6       31.7        0.3        2.2        1.2        0.0       18.6       20.8
 
Number of Traders in Each Category                                    Total Traders:        68
         .          9          .         31         13         19          .          9          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   957,795
Positions
   100,519     89,915     19,781    237,201    303,053     63,224    230,136    183,118     97,263     54,224     52,871     50,799    104,648     97,769
 
Changes from:       July 30, 2013                                    Total Change is:    12,580
      -283      5,161     -1,246     22,388     25,968     -4,498     28,776    -28,671     17,081    -41,575     -1,893     -9,545      1,483     10,223
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        9.4        2.1       24.8       31.6        6.6       24.0       19.1       10.2        5.7        5.5        5.3       10.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       203
        12         26         14         34         30         30         36         32         30         15         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    31,231
Positions
    10,652     13,071      6,023        770          0          0      9,068      7,394      3,972          0          0        705         41         66
 
Changes from:       July 30, 2013                                    Total Change is:    -3,673
    -1,452     -3,206        475       -739          0          0     -1,447       -437       -440         -1          0       -102         33         37
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       41.9       19.3        2.5        0.0        0.0       29.0       23.7       12.7        0.0        0.0        2.3        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         9          7          8          .          0          0          9          9         10          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,031,043
Positions
   135,885    188,959    312,336    671,061    923,443    344,633    807,334    195,174    364,187     61,411    160,156     74,403    259,793    467,752
 
Changes from:       July 30, 2013                                    Total Change is:    64,358
   -15,176    -10,111     15,197      4,853     40,863     -1,005     42,068     13,908     12,593      2,804     -6,956      3,810       -787     -3,942
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        6.2       10.3       22.1       30.5       11.4       26.6        6.4       12.0        2.0        5.3        2.5        8.6       15.4
 
Number of Traders in Each Category                                    Total Traders:       314
        19         39         50         24         75         60         57         56         81         16         28         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 2,017,389
Positions
   269,829     77,991    122,852    437,459    507,997    151,423    382,235    344,305    288,010    125,175    170,811     51,531    188,876    302,470
 
Changes from:       July 30, 2013                                    Total Change is:       617
   -17,032     -9,073    -10,009     13,696        225      2,131      9,295     -6,786      3,609     -1,235     16,745      2,901     -2,738        875
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        3.9        6.1       21.7       25.2        7.5       18.9       17.1       14.3        6.2        8.5        2.6        9.4       15.0
 
Number of Traders in Each Category                                    Total Traders:       227
        21         20         27         32         40         36         39         46         55          8         21         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   273,243
Positions
    66,313     68,468     94,582      1,029          0      2,043     35,171     16,894     32,472          0      5,390     10,535     31,098     42,859
 
Changes from:       July 30, 2013                                    Total Change is:   -37,769
   -16,060    -16,650    -13,896          0       -745         30     -8,588     -4,364     -7,974       -332     -1,893      1,298      7,753      6,424
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       25.1       34.6        0.4        0.0        0.7       12.9        6.2       11.9        0.0        2.0        3.9       11.4       15.7
 
Number of Traders in Each Category                                    Total Traders:        53
        11         18         19          .          0          .          8          9         13          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 is15,498,897
Positions
 1,781,762  2,352,985  2,824,947  1,075,433    862,065    278,177  1,059,948    549,976  5,453,549    356,860    224,844  1,774,441    893,780  1,177,914
 
Changes from:       July 30, 2013                                    Total Change is:   345,732
   -49,707    -64,171     73,920     10,080     33,453       -288     37,640     50,475    149,122     19,497     11,608     81,439     24,029     10,176
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       15.2       18.2        6.9        5.6        1.8        6.8        3.5       35.2        2.3        1.5       11.4        5.8        7.6
 
Number of Traders in Each Category                                    Total Traders:       248
        25         50         73         12         15         21         55         46         90         16         18         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    32,733
Positions
    30,166        865          0         70      8,925         17      2,356     14,092         16         49      8,745          0         59         73
 
Changes from:       July 30, 2013                                    Total Change is:     3,144
     3,817        275          0         56        947        -16         32      1,534          0       -771        363          0         26         41
 
Percent of Open Interest Represented by Each Category of Trader
      92.2        2.6        0.0        0.2       27.3        0.1        7.2       43.1        0.0        0.1       26.7        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         6          .          0          .          6          .          .          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    17,381
Positions
    15,840      2,392         12          0      3,695          0        524      3,249          0        995      7,998          0         10         35
 
Changes from:       July 30, 2013                                    Total Change is:     1,833
     1,724     -2,508          8          0         -7          0        358       -495          0       -251      4,822          0         -6         13
 
Percent of Open Interest Represented by Each Category of Trader
      91.1       13.8        0.1        0.0       21.3        0.0        3.0       18.7        0.0        5.7       46.0        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         5          .          .          0          6          0          .          5          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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    68,302
Positions
    11,833     28,749      1,068      6,319        637        217     20,514     33,050      1,331     18,342        944        150      8,528      2,155
 
Changes from:       July 30, 2013                                    Total Change is:     3,763
       311       -653        136       -575          0          9      4,894      4,222        314        -64        -45         36     -1,298       -257
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       42.1        1.6        9.3        0.9        0.3       30.0       48.4        1.9       26.9        1.4        0.2       12.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       140
         7          .          .         10          .          .         29         14          9         67          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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   402,545
Positions
   134,649      7,093     37,236     53,310     22,938     12,465     49,965    196,866     47,424      3,743     13,872     39,721     24,032     24,930
 
Changes from:       July 30, 2013                                    Total Change is:    39,852
    23,210     -7,023      1,957       -670        140        669      7,890     40,635     -2,169         21       -869      5,871      3,073        641
 
Percent of Open Interest Represented by Each Category of Trader
      33.4        1.8        9.3       13.2        5.7        3.1       12.4       48.9       11.8        0.9        3.4        9.9        6.0        6.2
 
Number of Traders in Each Category                                    Total Traders:       173
        24          7         22          6         14         12         34         50         50         14         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,607
Positions
     1,340        597          0      1,676          0        694      1,864      4,445        782        200         73          0         51         16
 
Changes from:       July 30, 2013                                    Total Change is:       -80
       291         -6          0        -44          0       -126       -227         71          0        200          0          0       -174        -19
 
Percent of Open Interest Represented by Each Category of Trader
      20.3        9.0        0.0       25.4        0.0       10.5       28.2       67.3       11.8        3.0        1.1        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          6          0          .          4          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,221
Positions
     1,151      7,645          0      6,401          0          0      1,673      2,184         67          0          0          0        929        325
 
Changes from:       July 30, 2013                                    Total Change is:      -218
      -144          0          0       -370          0          0        140       -109          0          0          0          0        156       -109
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       74.8        0.0       62.6        0.0        0.0       16.4       21.4        0.7        0.0        0.0        0.0        9.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          0          4          .          .          0          0          0
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Updated August 9, 2013