`Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   165,665
Positions
    84,445        596      7,119     14,072     16,316        881     16,864     83,463      8,088      6,382      5,964      3,001     24,815     40,238
 
Changes from:       December 17, 2013                                Total Change is:   -36,481
    -4,785     -3,956    -17,364       -127        478         78     -4,245     -6,821     -9,723       -698        463        809       -425       -444
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        0.4        4.3        8.5        9.8        0.5       10.2       50.4        4.9        3.9        3.6        1.8       15.0       24.3
 
Number of Traders in Each Category                                    Total Traders:        87
        12          .          8          4          8          .         11         33         12          6         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    53,614
Positions
     2,176     22,690      1,124        900      1,266          0     25,485     10,173      1,541      1,793      3,198          0     20,595     13,622
 
Changes from:       December 17, 2013                                Total Change is:     3,510
     1,653      1,440       -141          0        -50          0      1,267      2,585        245      1,161     -1,131          0       -675        562
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       42.3        2.1        1.7        2.4        0.0       47.5       19.0        2.9        3.3        6.0        0.0       38.4       25.4
 
Number of Traders in Each Category                                    Total Traders:        45
         .          9          .          .          .          0         15         11          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   216,645
Positions
    13,605     86,762      7,137     25,490     26,432      1,532    108,549     33,431     12,497      6,267     26,073      1,548     40,021     21,233
 
Changes from:       December 17, 2013                                Total Change is:     8,618
      -611      3,186      1,889     -1,143       -296       -159      3,492      4,244        238      1,383       -641        324      3,206       -167
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       40.0        3.3       11.8       12.2        0.7       50.1       15.4        5.8        2.9       12.0        0.7       18.5        9.8
 
Number of Traders in Each Category                                    Total Traders:       117
         5         10          8          8         15          6         40         20         17          8         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   284,935
Positions
   131,280      7,072     14,467     23,230     21,186      5,063     42,761    133,684     22,841     25,716     18,388      3,579     15,999     58,656
 
Changes from:       December 17, 2013                                Total Change is:    15,062
    12,162      1,777      3,720         10       -280        490     -3,033      3,140      1,727       -549      2,929        519         15      1,038
 
Percent of Open Interest Represented by Each Category of Trader
      46.1        2.5        5.1        8.2        7.4        1.8       15.0       46.9        8.0        9.0        6.5        1.3        5.6       20.6
 
Number of Traders in Each Category                                    Total Traders:       161
        11          8          6         10         20         10         23         61         27          8         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   299,113
Positions
    27,734     29,362     19,889     40,407     68,910      5,637     96,806     42,173     32,213     20,270     29,614      6,386     49,771     64,929
 
Changes from:       December 17, 2013                                Total Change is:     8,822
     1,549      6,200      4,601     -1,208      2,464         91      2,982       -179     -2,874      3,729        961        -79         30     -2,363
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        9.8        6.6       13.5       23.0        1.9       32.4       14.1       10.8        6.8        9.9        2.1       16.6       21.7
 
Number of Traders in Each Category                                    Total Traders:       195
        11         21         14         15         25         16         34         37         32         21         31         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   140,574
Positions
    78,985      2,729      8,979        665      5,546        762     15,104     63,359      8,048      5,635     11,549      3,678     18,719     35,923
 
Changes from:       December 17, 2013                                Total Change is:     3,994
     5,574         28        -65       -330       -348       -159      1,028      2,007       -564       -114      1,411        530     -1,906      1,154
 
Percent of Open Interest Represented by Each Category of Trader
      56.2        1.9        6.4        0.5        3.9        0.5       10.7       45.1        5.7        4.0        8.2        2.6       13.3       25.6
 
Number of Traders in Each Category                                    Total Traders:        86
         9          .          6          .          9          4         19         28         16          7         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   123,733
Positions
    26,308     58,538          0     39,350        691          0     38,298     52,819      3,204      9,503      6,433          0      7,070      2,048
 
Changes from:       December 17, 2013                                Total Change is:     9,119
       549      4,262          0         10         50          0      6,021      2,377      2,000        828        367          0       -289         63
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       47.3        0.0       31.8        0.6        0.0       31.0       42.7        2.6        7.7        5.2        0.0        5.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        96
         4         11          0          4          .          0         39         21          .          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    18,668
Positions
       979      7,736          0      1,141          0          0     11,651      8,246        282      1,008        521          0      3,607      1,883
 
Changes from:       December 17, 2013                                Total Change is:       729
        -7      1,034          0        323          0          0        458        189         30        292       -106          0       -367       -418
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       41.4        0.0        6.1        0.0        0.0       62.4       44.2        1.5        5.4        2.8        0.0       19.3       10.1
 
Number of Traders in Each Category                                    Total Traders:        54
         .          9          0          4          0          0         18         13          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,118
Positions
    16,206     38,416        187      7,262      4,045        311     23,153      6,928      1,001      4,249      2,259        516      8,234      7,457
 
Changes from:       December 17, 2013                                Total Change is:   -28,664
      -224     -8,681    -11,609       -625        -69         74     -3,175      3,506     -9,875       -205        455     -1,160     -1,865     -1,306
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       62.9        0.3       11.9        6.6        0.5       37.9       11.3        1.6        7.0        3.7        0.8       13.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       104
        19         14          .         11          .          4         26         15          8          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   122,236
Positions
    32,411     76,832        374     14,523      8,089        621     46,306     13,856      2,001      8,497      4,517      1,033     16,469     14,913
 
Changes from:       December 17, 2013                                Total Change is:   -23,674
     9,815     -6,460    -13,488        731       -137        148    -15,273      2,469     -4,348      1,517         43     -1,453     -1,322       -447
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       62.9        0.3       11.9        6.6        0.5       37.9       11.3        1.6        7.0        3.7        0.8       13.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       104
        19         14          .         11          .          4         26         15          8          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   836,871
Positions
    48,151    234,885     15,563    317,716    101,994     37,672    107,874    162,023    126,813     48,534     55,795     23,009    111,538     79,116
 
Changes from:       December 17, 2013                                Total Change is:  -255,372
     9,494     19,198    -97,469     14,479    -13,377    -23,940    -14,771     10,848   -115,752      3,780     -1,762    -22,722     -8,471    -10,396
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       28.1        1.9       38.0       12.2        4.5       12.9       19.4       15.2        5.8        6.7        2.7       13.3        9.5
 
Number of Traders in Each Category                                    Total Traders:       572
        39         35         30        112         58         69         87        104         92         67         68         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   183,885
Positions
     6,081     71,325      1,466     58,649     22,217      2,942      9,016      7,461     30,986      7,497      9,310      8,488     58,760     29,690
 
Changes from:       December 17, 2013                                Total Change is:   -86,721
   -18,554      4,541    -21,357     -3,805     -3,596        -86     -7,255    -29,376    -20,950    -10,566      1,826     -4,452        303    -13,271
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       38.8        0.8       31.9       12.1        1.6        4.9        4.1       16.9        4.1        5.1        4.6       32.0       16.1
 
Number of Traders in Each Category                                    Total Traders:        89
         4         11          4         16          8         10         11         20         29          9          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,264,931
Positions
   231,174    838,623     49,662  1,303,345    406,896    165,645    514,143    792,659    459,286    210,690    237,932     67,099    263,888    247,130
 
Changes from:       December 17, 2013                                Total Change is:  -843,255
    53,322    -13,632   -293,644     71,063    -69,261    -98,914   -146,867     91,834   -364,724     43,444    -46,225    -63,064    -43,871     14,374
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       25.7        1.5       39.9       12.5        5.1       15.7       24.3       14.1        6.5        7.3        2.1        8.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       541
        38         35         28        105         54         63         86         99         85         62         62         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   100,837
Positions
     3,027     51,162         90     55,448     32,968      2,653     27,236      6,886        812        878      2,928          0     10,693      3,338
 
Changes from:       December 17, 2013                                Total Change is:   -12,160
       -22     -4,616     -3,062     -4,421     -3,234        335       -561        229     -1,780        -86        -23          0     -2,562         -8
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       50.7        0.1       55.0       32.7        2.6       27.0        6.8        0.8        0.9        2.9        0.0       10.6        3.3
 
Number of Traders in Each Category                                    Total Traders:        92
         5         11          .         38         10         17         15          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    84,547
Positions
    11,322     66,935        164     37,533      3,529        977     24,900      6,025      1,285      1,779      1,539        732      5,855      3,361
 
Changes from:       December 17, 2013                                Total Change is:   -22,976
     5,156     -2,088     -7,147       -477        -30     -5,530     -6,737        225     -5,866       -581         18       -673     -1,121     -1,886
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       79.2        0.2       44.4        4.2        1.2       29.5        7.1        1.5        2.1        1.8        0.9        6.9        4.0
 
Number of Traders in Each Category                                    Total Traders:       207
        19         20          4         38         12          9         57         29         13         16         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   422,734
Positions
    56,608    334,677        818    187,667     17,643      4,887    124,498     30,123      6,426      8,896      7,695      3,659     29,275     16,806
 
Changes from:       December 17, 2013                                Total Change is:  -114,880
    25,778    -10,439    -35,733     -2,387       -152    -27,652    -33,684      1,127    -29,330     -2,905         91     -3,363     -5,606     -9,429
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       79.2        0.2       44.4        4.2        1.2       29.5        7.1        1.5        2.1        1.8        0.9        6.9        4.0
 
Number of Traders in Each Category                                    Total Traders:       207
        19         20          4         38         12          9         57         29         13         16         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   294,035
Positions
    24,737     88,783      5,994    149,482     87,753     13,740     59,502     69,406      7,830     10,448      6,515        301     22,002     13,713
 
Changes from:       December 17, 2013                                Total Change is:   -76,636
   -14,481    -25,714    -44,887     -6,041     -4,846      1,209     -2,012      6,777     -4,702      1,440       -156     -1,879     -5,283     -2,438
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       30.2        2.0       50.8       29.8        4.7       20.2       23.6        2.7        3.6        2.2        0.1        7.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       241
        19         15          4         57         34         21         42         49         15         14         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    74,919
Positions
     6,290     43,405          0     33,760        122        545     16,722     15,172          1      6,259      6,991          0     11,342      8,683
 
Changes from:       December 17, 2013                                Total Change is:     3,771
       781      2,340          0        899       -139         75        259       -447          0        644      1,678          0      1,113        264
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       57.9        0.0       45.1        0.2        0.7       22.3       20.3        0.0        8.4        9.3        0.0       15.1       11.6
 
Number of Traders in Each Category                                    Total Traders:        87
         7          8          0         20          .          4         20         12          .          9         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   103,004
Positions
    26,336     12,483        620     10,389     16,648        854     44,408      7,682        483      7,937      6,307          0     11,977     57,927
 
Changes from:       December 17, 2013                                Total Change is:    16,618
     3,851     -1,241        167        700     13,443         76      9,182      1,072         94        824      3,478          0      1,724       -471
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       12.1        0.6       10.1       16.2        0.8       43.1        7.5        0.5        7.7        6.1        0.0       11.6       56.2
 
Number of Traders in Each Category                                    Total Traders:        94
        18          7          4          9          .          .         33          8          6         14          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    90,371
Positions
     1,625     58,799      1,867     48,883     12,634      3,449     23,635      6,652      3,528      1,080        875          0      6,304      2,567
 
Changes from:       December 17, 2013                                Total Change is:   -27,372
    -1,181     -2,126    -15,197        261     -2,099     -4,622     -2,435        837     -2,251         60          0       -812     -1,195     -1,102
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       65.1        2.1       54.1       14.0        3.8       26.2        7.4        3.9        1.2        1.0        0.0        7.0        2.8
 
Number of Traders in Each Category                                    Total Traders:        84
         4          8          .         32         14         12         13          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   227,771
Positions
    16,034     94,872      3,379     83,137     40,606     44,003     45,534     28,144      1,471     20,107      8,657        598     13,508      6,041
 
Changes from:       December 17, 2013                                Total Change is:   -59,711
    -9,013     -8,931    -29,175      3,529        760     -4,916     -3,376     -3,875     -2,837         90      2,504     -7,398     -6,615     -5,843
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       41.7        1.5       36.5       17.8       19.3       20.0       12.4        0.6        8.8        3.8        0.3        5.9        2.7
 
Number of Traders in Each Category                                    Total Traders:       180
        15         24          .         47         22         26         26         20         11         20          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   816,272
Positions
    12,676     73,739     37,389    294,039    120,474    129,753     76,451    143,247     96,928     25,169     26,596      8,561    135,305    179,584
 
Changes from:       December 17, 2013                                Total Change is:    25,815
     7,418      7,172        762    -19,662     -8,099     12,374     12,438      5,995     19,276        797     -1,984     -2,403     -5,185     -7,279
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        9.0        4.6       36.0       14.8       15.9        9.4       17.5       11.9        3.1        3.3        1.0       16.6       22.0
 
Number of Traders in Each Category                                    Total Traders:       172
         7         17         19         35         36         41         27         33         41         11          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   458,910
Positions
    19,313    108,859      2,261    275,673     22,918     46,925     19,902    165,370      5,130     10,645     20,163        586     78,475     86,699
 
Changes from:       December 17, 2013                                Total Change is:     5,413
         0      1,311       -210      3,211      2,444      1,781      1,032      3,684     -1,498       -117        542       -732      1,946     -1,908
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       23.7        0.5       60.1        5.0       10.2        4.3       36.0        1.1        2.3        4.4        0.1       17.1       18.9
 
Number of Traders in Each Category                                    Total Traders:        84
         .         12          6         33          6         20          4         19         11          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   811,712
Positions
    80,593     43,294     16,438    244,897    237,162     57,246    176,500    231,624     42,061     66,968     51,900     27,211     99,798    104,776
 
Changes from:       December 17, 2013                                Total Change is:   -32,784
     3,262     -6,468     -9,523      8,692     -4,462        722     -8,085     15,995    -25,926      5,363     -4,282        476     -7,765        683
 
Percent of Open Interest Represented by Each Category of Trader
       9.9        5.3        2.0       30.2       29.2        7.1       21.7       28.5        5.2        8.3        6.4        3.4       12.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       199
        14         18          8         34         31         29         41         25         26         15         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    54,731
Positions
    13,837     24,411      7,637        229          0          0     26,644     16,350      4,583          2          0      1,495        304        255
 
Changes from:       December 17, 2013                                Total Change is:     2,962
     1,640       -734         72       -443          0          0      1,752      3,634         -8          0          0        -23        -28         21
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       44.6       14.0        0.4        0.0        0.0       48.7       29.9        8.4        0.0        0.0        2.7        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        42
         5         10         10          .          0          0          7         17         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,987,254
Positions
   186,500    150,850    308,309    638,393    906,730    275,712    596,319    186,051    430,686    140,713     92,745    173,435    237,187    462,735
 
Changes from:       December 17, 2013                                Total Change is:   194,956
    22,500    -11,873     65,128    -24,399     49,070     -1,675    -13,927    -14,196     64,104     18,004    -17,660     77,830    -12,608    -15,770
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        5.0       10.3       21.4       30.4        9.2       20.0        6.2       14.4        4.7        3.1        5.8        7.9       15.5
 
Number of Traders in Each Category                                    Total Traders:       325
        19         39         47         32         70         61         63         51         81         20         31         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 2,210,762
Positions
   145,654    180,634    117,369    702,811    655,834    185,372    480,935    314,721    209,045    130,837    153,721     34,448    204,291    359,619
 
Changes from:       December 17, 2013                                Total Change is:   214,192
       226     17,227     56,967      2,777     96,939     -9,919    112,127    -34,329     42,739       -207     18,134      3,850      5,632     22,583
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        8.2        5.3       31.8       29.7        8.4       21.8       14.2        9.5        5.9        7.0        1.6        9.2       16.3
 
Number of Traders in Each Category                                    Total Traders:       248
        14         26         23         29         55         43         47         40         49         13         24          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   308,324
Positions
   124,725     86,594     84,272        652          0        943     26,343     35,504     33,638          0     10,804      9,189     28,562     47,380
 
Changes from:       December 17, 2013                                Total Change is:    16,320
    10,982      7,721      3,599       -111       -392          0      1,967      8,534     -1,987       -285      1,356     -1,376      3,531     -1,135
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       28.1       27.3        0.2        0.0        0.3        8.5       11.5       10.9        0.0        3.5        3.0        9.3       15.4
 
Number of Traders in Each Category                                    Total Traders:        64
        17         18         23          .          0          .         11          7         14          0          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 is15,990,703
Positions
   707,950  2,284,716  3,205,735  3,096,207  1,015,905    316,207    720,938    557,976  5,592,177    290,230    592,421  1,165,223    896,036  1,260,344
 
Changes from:       December 17, 2013                                Total Change is: 1,146,198
    56,373   -122,716    205,286    171,284    139,964     26,627    -57,787    -61,482    502,239     42,798    174,866    242,906    -43,529     38,508
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       14.3       20.0       19.4        6.4        2.0        4.5        3.5       35.0        1.8        3.7        7.3        5.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       273
        27         50         74         12         22         25         50         59         91         14         29         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    49,745
Positions
    37,921      1,058          0      1,205     12,309      5,356      5,229     20,128          0          0     10,769          0         34        125
 
Changes from:       December 17, 2013                                Total Change is:      -114
    -1,458         73          0        650     -1,374          0        714        435          0          0        735          0        -20         17
 
Percent of Open Interest Represented by Each Category of Trader
      76.2        2.1        0.0        2.4       24.7       10.8       10.5       40.5        0.0        0.0       21.6        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        47
         8          .          0          .         12          .          .         11          0          0          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    30,246
Positions
    24,737        314          0          0     10,123      4,495      1,013      2,887          0          0     12,357          0          1         70
 
Changes from:       December 17, 2013                                Total Change is:     1,393
     1,255        -23          0          0        324          0        171        327          0          0        743          0        -33         22
 
Percent of Open Interest Represented by Each Category of Trader
      81.8        1.0        0.0        0.0       33.5       14.9        3.3        9.5        0.0        0.0       40.9        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         8          .          0          0         10          .          .          9          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    44,725
Positions
    10,978      3,165        836      5,908      2,793        504      6,220     32,609      1,553     11,624        530         71      7,031      2,664
 
Changes from:       December 17, 2013                                Total Change is:     4,284
     1,115        334         -2        401         -9        -37     -1,597      3,997        294      3,183       -361         -1        927         69
 
Percent of Open Interest Represented by Each Category of Trader
      24.5        7.1        1.9       13.2        6.2        1.1       13.9       72.9        3.5       26.0        1.2        0.2       15.7        6.0
 
Number of Traders in Each Category                                    Total Traders:       131
         7          .          .         11          5          .         18         30          9         52          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   354,273
Positions
    71,981     31,123     36,637     47,969     23,884     18,735     55,618    130,583     46,200     18,104      4,905     39,858     19,171     22,348
 
Changes from:       December 17, 2013                                Total Change is:   -24,693
    -5,267      8,995    -10,573     -3,151      1,244        300     17,061     -9,185    -18,235     -8,241     -2,981      6,375     -2,962       -633
 
Percent of Open Interest Represented by Each Category of Trader
      20.3        8.8       10.3       13.5        6.7        5.3       15.7       36.9       13.0        5.1        1.4       11.3        5.4        6.3
 
Number of Traders in Each Category                                    Total Traders:       163
        23         10         24          9         14         11         28         43         40         13          9         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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     7,599
Positions
       143        640          0      3,634          0        632      2,402      4,121        753          0      1,429          0         35         24
 
Changes from:       December 17, 2013                                Total Change is:    -1,394
        92       -926       -440        846          0        247     -1,889        -59       -235          0          0          0        -15         19
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        8.4        0.0       47.8        0.0        8.3       31.6       54.2        9.9        0.0       18.8        0.0        0.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          6          0          .          6          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 30, 2013