`Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   121,608
Positions
    38,266     12,890      4,995     15,865     18,841        503     21,148     32,418      9,464      6,067      6,213      2,312     22,988     33,971
 
Changes from:       August 13, 2013                                  Total Change is:     4,718
     1,559        -56        520         30       -481        209      5,012      4,064        466     -1,991       -359       -463       -623        819
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       10.6        4.1       13.0       15.5        0.4       17.4       26.7        7.8        5.0        5.1        1.9       18.9       27.9
 
Number of Traders in Each Category                                    Total Traders:        86
         9          8          8          6          5          .         23         20         15         11          4          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    43,771
Positions
    10,224     15,898        834          0      2,290          0     15,755      8,953      1,556          0      2,186          0     15,402     12,054
 
Changes from:       August 13, 2013                                  Total Change is:     3,814
       479      1,715       -524          0         -1          0      1,548      2,257        288       -505        565          0      2,527       -486
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       36.3        1.9        0.0        5.2        0.0       36.0       20.5        3.6        0.0        5.0        0.0       35.2       27.5
 
Number of Traders in Each Category                                    Total Traders:        44
         7          6          5          0          4          0         15         10          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   160,090
Positions
    55,961      9,719      7,322     14,952     26,789      2,087     27,371     55,856     15,434      8,020      9,943      1,511     27,432     31,428
 
Changes from:       August 13, 2013                                  Total Change is:    -3,476
   -16,040      4,016      1,520        -64     -1,813        908      5,458     -6,890       -168       -774         15       -313      5,997       -750
 
Percent of Open Interest Represented by Each Category of Trader
      35.0        6.1        4.6        9.3       16.7        1.3       17.1       34.9        9.6        5.0        6.2        0.9       17.1       19.6
 
Number of Traders in Each Category                                    Total Traders:       112
        10         12          8          6         17          7         24         27         20          5         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   195,234
Positions
    85,381     13,048      7,519     25,955     15,460      3,022     24,214     74,015     21,520      3,159     12,021      3,574     20,889     45,054
 
Changes from:       August 13, 2013                                  Total Change is:     4,912
      -374      4,361      1,469        572       -143        175      1,677       -466      2,082       -384        202       -773        468     -1,995
 
Percent of Open Interest Represented by Each Category of Trader
      43.7        6.7        3.9       13.3        7.9        1.5       12.4       37.9       11.0        1.6        6.2        1.8       10.7       23.1
 
Number of Traders in Each Category                                    Total Traders:       130
        14         11          8          7         17          4         24         35         27          4         18          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   321,707
Positions
    27,626     44,450     19,171     36,090     66,106      5,684     95,443     48,808     49,200     22,934     14,261      8,526     57,032     65,501
 
Changes from:       August 13, 2013                                  Total Change is:    33,183
    -7,822     18,186      4,251       -396      1,991        420     22,765      3,256      5,297        952       -160        117      7,600       -174
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       13.8        6.0       11.2       20.5        1.8       29.7       15.2       15.3        7.1        4.4        2.7       17.7       20.4
 
Number of Traders in Each Category                                    Total Traders:       199
        16         15         17         14         26         15         39         42         40         21         26         17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   209,353
Positions
   120,809     18,396      7,690        605     40,443      1,910     37,080     75,568     13,023      6,824     11,257      4,405     17,007     36,661
 
Changes from:       August 13, 2013                                  Total Change is:       709
     1,236       -527        253         16        433        260       -473      1,400        524        128        156        334     -1,569     -2,122
 
Percent of Open Interest Represented by Each Category of Trader
      57.7        8.8        3.7        0.3       19.3        0.9       17.7       36.1        6.2        3.3        5.4        2.1        8.1       17.5
 
Number of Traders in Each Category                                    Total Traders:       100
        11          8          9          .         10          5         19         32         21          7         11          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,623
Positions
    15,829     20,929     12,704          0      1,434          0      7,317      1,791      3,306      1,379          0      2,855        233        604
 
Changes from:       August 13, 2013                                  Total Change is:     1,526
         3        573          0          0        -37          0      1,664        950        -22          0          0          0       -119         62
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       48.0       29.1        0.0        3.3        0.0       16.8        4.1        7.6        3.2        0.0        6.5        0.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         11          0          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    94,513
Positions
    21,577     32,502        706      1,954        387          0     53,586     48,727      1,228      9,498      8,147          0      5,964      2,816
 
Changes from:       August 13, 2013                                  Total Change is:    -5,353
       355        -39          0         34       -440          0     -5,591     -6,049        251        200         60          0       -602        864
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       34.4        0.7        2.1        0.4        0.0       56.7       51.6        1.3       10.0        8.6        0.0        6.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        93
         4          9          .          .          .          0         35         21          5         11          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    24,506
Positions
    10,315     13,089      3,087          0      1,745          0        962      2,524         41      9,232      3,055          0        869        965
 
Changes from:       August 13, 2013                                  Total Change is:     1,616
     1,581        182         27       -154        170          0        213      1,397        -20       -115          0          0         84       -140
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       53.4       12.6        0.0        7.1        0.0        3.9       10.3        0.2       37.7       12.5        0.0        3.5        3.9
 
Number of Traders in Each Category                                    Total Traders:        24
         6          5          .          0          .          0          4          6          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    13,500
Positions
     1,490      2,674          1        266        336          0      8,199      7,287        396        759        573          0      2,389      2,233
 
Changes from:       August 13, 2013                                  Total Change is:     1,524
    -1,534        862          1        120        -29          0      2,742        734        213         29        261          0        -47       -518
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       19.8        0.0        2.0        2.5        0.0       60.7       54.0        2.9        5.6        4.2        0.0       17.7       16.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          8          .          .          .          0         13         18          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    56,909
Positions
    10,515     40,917        136      5,806      1,016        441     22,121      5,236      1,689      5,531        205      1,185      9,485      6,084
 
Changes from:       August 13, 2013                                  Total Change is:    -9,448
     1,477     -8,500        -94        -31        465         -3    -10,423        112        198        684       -353       -272       -984     -1,001
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       71.9        0.2       10.2        1.8        0.8       38.9        9.2        3.0        9.7        0.4        2.1       16.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        20         11          .          6          .          .         31         12         10         15          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   113,817
Positions
    21,029     81,833        273     11,611      2,032        882     44,242     10,472      3,378     11,063        410      2,370     18,970     12,168
 
Changes from:       August 13, 2013                                  Total Change is:   -18,895
     2,954    -16,999       -189        -62        929         -6    -20,846        225        397      1,369       -707       -544     -1,969     -2,002
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       71.9        0.2       10.2        1.8        0.8       38.9        9.2        3.0        9.7        0.4        2.1       16.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        20         11          .          6          .          .         31         12         10         15          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   921,464
Positions
    24,949    187,377     41,632    327,530    135,977     49,804     93,788    164,692    159,001     56,745     43,916     28,002    140,014    111,064
 
Changes from:       August 13, 2013                                  Total Change is:    -1,743
     2,184     -4,975      7,681     -8,968      6,732      3,744     -7,688    -11,421     -7,606       -655     -4,934      1,746      7,820      7,290
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       20.3        4.5       35.5       14.8        5.4       10.2       17.9       17.3        6.2        4.8        3.0       15.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       578
        29         46         36        112         55         62         94        118        109         62         62         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   223,780
Positions
    18,965     46,631      5,503     70,553     28,775      1,945      9,933     22,988     35,252     11,104     11,381     10,545     59,979     60,760
 
Changes from:       August 13, 2013                                  Total Change is:      -165
     5,866     -4,874        224       -262        438       -135       -687       -580     -6,447       -400      1,286        795        881      9,128
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       20.8        2.5       31.5       12.9        0.9        4.4       10.3       15.8        5.0        5.1        4.7       26.8       27.2
 
Number of Traders in Each Category                                    Total Traders:        98
         8         11          7         16          8          8         16         20         31          8         11         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 3,488,421
Positions
   115,183    788,991     95,383  1,303,751    554,881    220,428    507,111    796,355    530,907    232,580    167,052     82,904    400,174    251,520
 
Changes from:       August 13, 2013                                  Total Change is:    -7,887
    11,465     29,371      7,416    -44,098     30,904     19,961    -15,885    -35,083    -24,917     -3,585    -33,407      7,060     34,697     -9,191
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       22.6        2.7       37.4       15.9        6.3       14.5       22.8       15.2        6.7        4.8        2.4       11.5        7.2
 
Number of Traders in Each Category                                    Total Traders:       552
        29         45         34        106         53         57         91        114        103         59         55         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   120,007
Positions
     3,301     62,776        196     70,617     42,567      2,375     31,178      6,000        786        937      1,768          0     10,618      3,540
 
Changes from:       August 13, 2013                                  Total Change is:    -2,059
       298     -3,359         45     -1,393        973        133       -705       -163         -5        -63        -10          0       -369        327
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       52.3        0.2       58.8       35.5        2.0       26.0        5.0        0.7        0.8        1.5        0.0        8.8        2.9
 
Number of Traders in Each Category                                    Total Traders:       100
         5         16          .         34         13         13         21          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    79,366
Positions
     1,732     55,932        825     36,326      4,634        667     29,345      6,584      1,250      2,216      4,563        826      6,180      4,086
 
Changes from:       August 13, 2013                                  Total Change is:    -6,758
       -54     -4,860         49     -1,855        361         50     -4,173     -1,957        -42       -236        374       -165       -332       -569
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       70.5        1.0       45.8        5.8        0.8       37.0        8.3        1.6        2.8        5.7        1.0        7.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       225
        16         27          7         32         17          8         73         26         17         19         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   396,829
Positions
     8,661    279,658      4,127    181,630     23,172      3,333    146,723     32,920      6,248     11,079     22,814      4,129     30,899     20,429
 
Changes from:       August 13, 2013                                  Total Change is:   -33,788
      -269    -24,300        246     -9,277      1,807        250    -20,865     -9,787       -208     -1,179      1,872       -824     -1,660     -2,844
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       70.5        1.0       45.8        5.8        0.8       37.0        8.3        1.6        2.8        5.7        1.0        7.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       225
        16         27          7         32         17          8         73         26         17         19         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   360,861
Positions
    62,528     93,714     11,412    142,792    131,161     22,848     82,865     66,134      8,173      6,139      7,597        486     23,618     19,336
 
Changes from:       August 13, 2013                                  Total Change is:       163
     3,237     -7,983        932     -1,110      1,433         42       -985      3,372       -680       -390        170        155     -1,038      2,722
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       26.0        3.2       39.6       36.3        6.3       23.0       18.3        2.3        1.7        2.1        0.1        6.5        5.4
 
Number of Traders in Each Category                                    Total Traders:       247
        17         16          .         55         31         21         55         45         16         15         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    54,753
Positions
     3,116     40,501          0     23,307          0        321     10,542     10,291          5      4,707        228          0     12,755      3,407
 
Changes from:       August 13, 2013                                  Total Change is:    -4,427
      -429       -310          0     -1,255          0       -150     -2,294     -2,227          5       -102          0          0       -202     -1,745
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       74.0        0.0       42.6        0.0        0.6       19.3       18.8        0.0        8.6        0.4        0.0       23.3        6.2
 
Number of Traders in Each Category                                    Total Traders:        57
         4          8          0         18          0          .         15          5          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    63,223
Positions
    19,529      9,107        509     11,560     11,021        743     14,581      3,984      1,398      4,170      1,742          0     10,733     34,719
 
Changes from:       August 13, 2013                                  Total Change is:    -5,241
       819       -903       -487     -1,584        150        -19     -1,138      1,475       -953         24       -579          0     -1,903     -3,925
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       14.4        0.8       18.3       17.4        1.2       23.1        6.3        2.2        6.6        2.8        0.0       17.0       54.9
 
Number of Traders in Each Category                                    Total Traders:        78
        18         11          .          8          4          .         17         10          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    82,950
Positions
       789     39,903      2,430     37,436     22,547      3,421     27,433      7,103      3,756        298      1,699          0      7,387      2,091
 
Changes from:       August 13, 2013                                  Total Change is:      -998
      -830       -639        182        655        223       -406       -388       -139          2          9        488          0       -222       -709
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       48.1        2.9       45.1       27.2        4.1       33.1        8.6        4.5        0.4        2.0        0.0        8.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        80
         .         11          .         27         18         11         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   224,076
Positions
    18,744    106,883      3,506    102,852     33,784     30,141     39,041     28,861      2,361     12,245     10,671        517     14,669      7,352
 
Changes from:       August 13, 2013                                  Total Change is:    -2,205
     1,028     -2,622        189      2,548      2,620       -818     -3,490        178        327       -849     -1,576       -435       -705        -68
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       47.7        1.6       45.9       15.1       13.5       17.4       12.9        1.1        5.5        4.8        0.2        6.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       159
        15         21          6         42         21         20         20         20         11         15          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   769,657
Positions
     9,478     79,868     39,674    280,459     86,990     94,739     71,092     99,033     97,077     14,793     45,090      6,123    156,221    221,063
 
Changes from:       August 13, 2013                                  Total Change is:    54,810
    -1,117     -1,644      9,805     19,399     -5,021      2,249      4,448     22,314     12,956     -3,438     -5,721      2,957      7,552     16,918
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       10.4        5.2       36.4       11.3       12.3        9.2       12.9       12.6        1.9        5.9        0.8       20.3       28.7
 
Number of Traders in Each Category                                    Total Traders:       165
         6         22         18         35         28         33         33         26         40          6          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   389,746
Positions
     3,576    117,057        813    243,854     22,559     37,653     13,959    126,699      1,250     11,979      6,567          0     76,662     77,148
 
Changes from:       August 13, 2013                                  Total Change is:     3,836
        -6     14,453        308     -4,172     -1,352       -120         37     -9,488         37      3,523     -1,501          0      4,229      1,499
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       30.0        0.2       62.6        5.8        9.7        3.6       32.5        0.3        3.1        1.7        0.0       19.7       19.8
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          6         31          9         18          .         10          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   979,310
Positions
   113,077     80,482     21,623    226,963    329,010     69,267    226,093    155,501     91,100     59,683     58,315     68,138    103,367    105,873
 
Changes from:       August 13, 2013                                  Total Change is:    12,603
     8,816     -1,271      5,342    -17,590     17,305      8,171    -12,422    -28,262     -1,820     15,959      2,663      8,005     -1,858      2,469
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        8.2        2.2       23.2       33.6        7.1       23.1       15.9        9.3        6.1        6.0        7.0       10.6       10.8
 
Number of Traders in Each Category                                    Total Traders:       205
        15         20         14         31         33         30         43         25         34         16         21         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    39,198
Positions
    17,349     11,526      8,188        770          0          0      3,682     10,189      8,685          0         39        440         84        131
 
Changes from:       August 13, 2013                                  Total Change is:    -1,665
     3,808     -3,452        455          0          0          0     -4,285      2,962     -1,624          0         13        -79         60         60
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       29.4       20.9        2.0        0.0        0.0        9.4       26.0       22.2        0.0        0.1        1.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        38
         9          8          7          .          0          0          8         10         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 3,206,935
Positions
   165,664    171,930    356,457    589,510    939,729    352,939    831,273    206,636    479,785     74,295    128,786     86,841    270,171    483,833
 
Changes from:       August 13, 2013                                  Total Change is:    93,365
   -21,575     19,944     24,550    -19,836    -26,575     13,791     -2,709    -22,401     67,239     -9,316     -5,468     14,617     26,605      7,668
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        5.4       11.1       18.4       29.3       11.0       25.9        6.4       15.0        2.3        4.0        2.7        8.4       15.1
 
Number of Traders in Each Category                                    Total Traders:       328
        27         40         54         21         77         63         57         61         86         19         26         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 2,155,384
Positions
   277,310     77,431    196,080    456,089    481,446    162,895    405,115    339,884    337,175     72,716    164,833     65,353    182,653    330,288
 
Changes from:       August 13, 2013                                  Total Change is:   104,394
    56,539     -5,682     51,044     -1,078     -1,136      8,895    -24,598     13,682     24,445    -24,803      2,935      8,337      5,613      1,874
 
Percent of Open Interest Represented by Each Category of Trader
      12.9        3.6        9.1       21.2       22.3        7.6       18.8       15.8       15.6        3.4        7.6        3.0        8.5       15.3
 
Number of Traders in Each Category                                    Total Traders:       227
        23         18         24         33         40         36         38         44         50          6         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   291,530
Positions
    68,654     77,265    100,631      1,004          0      2,043     39,073     16,157     35,123          5      5,017     10,830     34,167     44,464
 
Changes from:       August 13, 2013                                  Total Change is:     7,931
     2,265      1,537      1,377        -25          0          0        207        358      2,448        -71       -251        278      1,452      2,184
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       26.5       34.5        0.3        0.0        0.7       13.4        5.5       12.0        0.0        1.7        3.7       11.7       15.3
 
Number of Traders in Each Category                                    Total Traders:        57
        14         16         21          .          0          .         12          8         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is16,496,332
Positions
 1,886,498  2,257,353  3,036,596  1,108,784    862,691    339,716    944,309    607,273  5,932,301    402,814    290,112  1,991,375    853,937  1,178,914
 
Changes from:       August 13, 2013                                  Total Change is:   445,179
    15,158    -64,594    149,773      6,263     -4,906     51,143    -61,040      9,846    167,198     22,061     23,642    106,555    -11,932      6,522
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       13.7       18.4        6.7        5.2        2.1        5.7        3.7       36.0        2.4        1.8       12.1        5.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       256
        25         51         75         12         15         22         59         50         96         19         16         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    38,525
Positions
    35,622      1,022        700          0     13,377         27      2,130     14,305         16          0      9,004          0         30         74
 
Changes from:       August 13, 2013                                  Total Change is:     4,167
     3,227        157        700       -130      3,077         12        426        -46          0        -49        256          0        -19         11
 
Percent of Open Interest Represented by Each Category of Trader
      92.5        2.7        1.8        0.0       34.7        0.1        5.5       37.1        0.0        0.0       23.4        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          .          0          8          .          .          8          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    20,056
Positions
    19,453        780          0          0      6,607          0        166      3,952         88        308      8,584          0         41         45
 
Changes from:       August 13, 2013                                  Total Change is:     2,608
     3,534        497          0          0        806          0       -278        641         88       -687        586          0        -49        -10
 
Percent of Open Interest Represented by Each Category of Trader
      97.0        3.9        0.0        0.0       32.9        0.0        0.8       19.7        0.4        1.5       42.8        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         4          .          0          0          6          0          .          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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    75,984
Positions
    11,961     28,783      1,069      5,177      3,634        325     27,165     36,008      2,079     19,397      1,256        289      8,522      2,541
 
Changes from:       August 13, 2013                                  Total Change is:     1,058
        48          0         64        110        528         16       -471        274        280      1,095       -279         80       -164         94
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       37.9        1.4        6.8        4.8        0.4       35.8       47.4        2.7       25.5        1.7        0.4       11.2        3.3
 
Number of Traders in Each Category                                    Total Traders:       153
         7          .          .          9          4          .         30         23         10         70          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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   444,632
Positions
   150,131      6,670     51,235     51,110     24,812     11,331     48,239    214,560     49,456      6,538      8,026     51,698     24,894     26,844
 
Changes from:       August 13, 2013                                  Total Change is:     3,046
      -462        267     10,226      1,427      3,689     -1,149     -7,788     -9,488        342       -323     -3,324      3,367     -2,594       -884
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        1.5       11.5       11.5        5.6        2.5       10.8       48.3       11.1        1.5        1.8       11.6        5.6        6.0
 
Number of Traders in Each Category                                    Total Traders:       182
        22         10         25          7         12         10         37         51         51         14         22         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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     6,451
Positions
     1,405        653          0      1,598        152        525      1,911      4,304        782        202          0          0         28         35
 
Changes from:       August 13, 2013                                  Total Change is:      -164
      -143        188          0        -35         53         39        -21       -469          0          0          0          0         -4         25
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       10.1        0.0       24.8        2.4        8.1       29.6       66.7       12.1        3.1        0.0        0.0        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,862
Positions
     1,150      7,299        133      6,409          0          0      1,309      2,029         38          0          0          0        823        363
 
Changes from:       August 13, 2013                                  Total Change is:      -192
        -2       -346        133         -7          0          0        269        721       -595          0          0          0         10       -105
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       74.0        1.3       65.0        0.0        0.0       13.3       20.6        0.4        0.0        0.0        0.0        8.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .         10          0          0          7          .          .          0          0          0
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Updated August 23, 2013