`Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   116,890
Positions
    36,707     12,946      4,474     15,835     19,322        295     16,136     28,354      8,999      8,058      6,572      2,775     23,610     33,153
 
Changes from:       August 6, 2013                                   Total Change is:    -5,863
    -2,188        817     -2,650         57        215       -174        175     -2,238     -1,831        571        646       -160        337       -488
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       11.1        3.8       13.5       16.5        0.3       13.8       24.3        7.7        6.9        5.6        2.4       20.2       28.4
 
Number of Traders in Each Category                                    Total Traders:        84
         8          7          6          6          6          .         16         22         14         13          5          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    39,957
Positions
     9,744     14,183      1,358          0      2,291          0     14,207      6,696      1,267        505      1,621          0     12,875     12,541
 
Changes from:       August 6, 2013                                   Total Change is:     1,646
    -1,288      1,738         -4          0        114          0      1,997        258       -891        505          0          0      1,326        431
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       35.5        3.4        0.0        5.7        0.0       35.6       16.8        3.2        1.3        4.1        0.0       32.2       31.4
 
Number of Traders in Each Category                                    Total Traders:        38
         8          6          6          0          4          0         11          7          6          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   163,566
Positions
    72,001      5,703      5,801     15,016     28,602      1,179     21,913     62,747     15,602      8,794      9,929      1,824     21,435     32,178
 
Changes from:       August 6, 2013                                   Total Change is:    -7,630
    -4,948       -202     -1,074        882       -374       -359        286     -1,519     -3,524        568        -29         96        444       -644
 
Percent of Open Interest Represented by Each Category of Trader
      44.0        3.5        3.5        9.2       17.5        0.7       13.4       38.4        9.5        5.4        6.1        1.1       13.1       19.7
 
Number of Traders in Each Category                                    Total Traders:       111
        10          8          6          8         16          7         23         30         22          6         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   190,322
Positions
    85,755      8,687      6,050     25,383     15,603      2,848     22,537     74,480     19,439      3,543     11,819      4,347     20,421     47,049
 
Changes from:       August 6, 2013                                   Total Change is:   -19,743
   -12,437       -644     -2,302        456     -1,011       -122     -4,020     -8,813     -3,427        822     -1,027         82      1,204     -2,481
 
Percent of Open Interest Represented by Each Category of Trader
      45.1        4.6        3.2       13.3        8.2        1.5       11.8       39.1       10.2        1.9        6.2        2.3       10.7       24.7
 
Number of Traders in Each Category                                    Total Traders:       126
        12         10          5          7         16          .         22         38         26          5         16          9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   288,525
Positions
    35,449     26,264     14,921     36,487     64,115      5,264     72,678     45,552     43,903     21,982     14,421      8,410     49,431     65,675
 
Changes from:       August 6, 2013                                   Total Change is:   -14,843
    -9,940        309     -1,397         16      3,153       -923      5,562     -8,013     -6,079        141     -1,033       -165     -2,058       -694
 
Percent of Open Interest Represented by Each Category of Trader
      12.3        9.1        5.2       12.6       22.2        1.8       25.2       15.8       15.2        7.6        5.0        2.9       17.1       22.8
 
Number of Traders in Each Category                                    Total Traders:       188
        17         14         13         14         24         15         37         38         36         19         25         13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   208,644
Positions
   119,573     18,924      7,437        589     40,010      1,650     37,553     74,168     12,499      6,696     11,101      4,071     18,576     38,783
 
Changes from:       August 6, 2013                                   Total Change is:   -26,602
   -13,140      7,358     -3,654        -30       -408       -444     -3,917    -17,058     -4,017        921     -1,072       -499     -1,821     -6,807
 
Percent of Open Interest Represented by Each Category of Trader
      57.3        9.1        3.6        0.3       19.2        0.8       18.0       35.5        6.0        3.2        5.3        2.0        8.9       18.6
 
Number of Traders in Each Category                                    Total Traders:        96
        11          9         10          .          9          4         19         31         19          6         10          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,097
Positions
    15,826     20,356     12,704          0      1,471          0      5,653        841      3,328      1,379          0      2,855        352        542
 
Changes from:       August 6, 2013                                   Total Change is:      -772
      -143       -224          0          0       -144          0       -665       -389          0          0          0          0         36        -15
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       48.4       30.2        0.0        3.5        0.0       13.4        2.0        7.9        3.3        0.0        6.8        0.8        1.3
 
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 13, 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    99,866
Positions
    21,222     32,541        706      1,920        827          0     59,177     54,776        977      9,298      8,087          0      6,566      1,952
 
Changes from:       August 6, 2013                                   Total Change is:     5,530
       385      4,294       -140       -851          0          0      6,186      1,288         18        -54       -114          0        -14        184
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       32.6        0.7        1.9        0.8        0.0       59.3       54.8        1.0        9.3        8.1        0.0        6.6        2.0
 
Number of Traders in Each Category                                    Total Traders:        96
         7          9          .          .          .          0         38         18          5         11          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    22,890
Positions
     8,734     12,907      3,060        154      1,575          0        749      1,127         61      9,347      3,055          0        785      1,105
 
Changes from:       August 6, 2013                                   Total Change is:      -854
       -12       -731          0       -755         -9          0         -2         66        -20          0       -116          0        -65        -44
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       56.4       13.4        0.7        6.9        0.0        3.3        4.9        0.3       40.8       13.3        0.0        3.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        21
         5          4          .          .          .          0          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    11,976
Positions
     3,024      1,812          0        146        365          0      5,457      6,553        183        730        312          0      2,436      2,751
 
Changes from:       August 6, 2013                                   Total Change is:       404
    -1,910      1,062          0          0         -7          0      2,234        212        -21       -229       -258          0        330       -584
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       15.1        0.0        1.2        3.0        0.0       45.6       54.7        1.5        6.1        2.6        0.0       20.3       23.0
 
Number of Traders in Each Category                                    Total Traders:        51
         4          7          0          .          .          0         12         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    66,356
Positions
     9,037     49,416        231      5,837        552        444     32,544      5,123      1,491      4,847        558      1,457     10,469      7,085
 
Changes from:       August 6, 2013                                   Total Change is:     2,466
      -494      3,312         -7        -55        111         21      1,140       -804        -87         71        283        132      1,746       -494
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       74.5        0.3        8.8        0.8        0.7       49.0        7.7        2.2        7.3        0.8        2.2       15.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        15         15          .          7          .          .         34         10         11         11          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   132,713
Positions
    18,075     98,832        461     11,673      1,103        888     65,088     10,247      2,981      9,694      1,117      2,913     20,939     14,170
 
Changes from:       August 6, 2013                                   Total Change is:     4,933
      -988      6,624        -14       -110        221         41      2,280     -1,607       -175        142        566        265      3,493       -988
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       74.5        0.3        8.8        0.8        0.7       49.0        7.7        2.2        7.3        0.8        2.2       15.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       100
        15         15          .          7          .          .         34         10         11         11          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   923,207
Positions
    22,765    192,351     33,951    336,498    129,246     46,060    101,476    176,112    166,607     57,400     48,850     26,256    132,193    103,774
 
Changes from:       August 6, 2013                                   Total Change is:     9,505
       881    -13,748      4,762     -7,040        849        328       -546      2,804      7,926        431      3,460     -1,309      4,072      4,433
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       20.8        3.7       36.4       14.0        5.0       11.0       19.1       18.0        6.2        5.3        2.8       14.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       593
        28         45         34        110         58         64         88        124        109         65         75         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   223,945
Positions
    13,100     51,506      5,279     70,815     28,337      2,080     10,621     23,568     41,698     11,504     10,095      9,750     59,098     51,632
 
Changes from:       August 6, 2013                                   Total Change is:        48
     5,009     -5,738        998     -2,777     -1,493       -389         41      1,845        393        232       -182       -476     -2,981      5,091
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       23.0        2.4       31.6       12.7        0.9        4.7       10.5       18.6        5.1        4.5        4.4       26.4       23.1
 
Number of Traders in Each Category                                    Total Traders:       106
         8         12          8         16          8          8         16         25         37          9         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 3,496,308
Positions
   103,718    759,620     87,967  1,347,849    523,977    200,467    522,996    831,439    555,824    236,165    200,459     75,844    365,478    260,711
 
Changes from:       August 6, 2013                                   Total Change is:    47,281
    -1,026    -20,435       -792    -20,996     12,031      3,268        531      8,261     34,197      2,134     19,345     -5,302     35,268     -3,291
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       21.7        2.5       38.6       15.0        5.7       15.0       23.8       15.9        6.8        5.7        2.2       10.5        7.5
 
Number of Traders in Each Category                                    Total Traders:       565
        28         43         33        103         57         59         86        119        102         63         66         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   122,066
Positions
     3,003     66,135        151     72,010     41,594      2,242     31,883      6,163        790      1,000      1,778          0     10,987      3,212
 
Changes from:       August 6, 2013                                   Total Change is:       164
        13      1,494          3       -771        538       -304        692       -987       -429        -67         -5          0      1,027       -145
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       54.2        0.1       59.0       34.1        1.8       26.1        5.0        0.6        0.8        1.5        0.0        9.0        2.6
 
Number of Traders in Each Category                                    Total Traders:       101
         4         17          .         39         12         14         17          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    86,123
Positions
     1,786     60,792        776     38,181      4,273        617     33,518      8,541      1,291      2,452      4,188        991      6,512      4,654
 
Changes from:       August 6, 2013                                   Total Change is:     2,725
       355      2,882        -20      2,787          2       -264       -902        458        264         88        -73         62        356       -586
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       70.6        0.9       44.3        5.0        0.7       38.9        9.9        1.5        2.8        4.9        1.2        7.6        5.4
 
Number of Traders in Each Category                                    Total Traders:       233
        17         27          7         32         17          8         78         27         13         20         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   430,617
Positions
     8,930    303,958      3,882    190,907     21,365      3,083    167,588     42,707      6,456     12,259     20,941      4,953     32,559     23,272
 
Changes from:       August 6, 2013                                   Total Change is:    13,623
     1,775     14,411       -100     13,934          8     -1,321     -4,511      2,292      1,319        440       -365        309      1,778     -2,931
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       70.6        0.9       44.3        5.0        0.7       38.9        9.9        1.5        2.8        4.9        1.2        7.6        5.4
 
Number of Traders in Each Category                                    Total Traders:       233
        17         27          7         32         17          8         78         27         13         20         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   360,698
Positions
    59,291    101,697     10,480    143,902    129,728     22,806     83,850     62,762      8,853      6,528      7,427        331     24,657     16,614
 
Changes from:       August 6, 2013                                   Total Change is:     1,265
      -953      1,586         17     -4,443       -640      1,641      3,237     -2,061        413       -176      1,527       -236      1,764       -983
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       28.2        2.9       39.9       36.0        6.3       23.2       17.4        2.5        1.8        2.1        0.1        6.8        4.6
 
Number of Traders in Each Category                                    Total Traders:       245
        15         19          .         58         30         22         52         45         17         14         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    59,180
Positions
     3,545     40,811          0     24,562          0        471     12,836     12,518          0      4,809        228          0     12,957      5,152
 
Changes from:       August 6, 2013                                   Total Change is:       508
    -1,913       -535       -203        577        -60       -114     -1,184        699          0        805       -172       -150      2,690      1,043
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       69.0        0.0       41.5        0.0        0.8       21.7       21.2        0.0        8.1        0.4        0.0       21.9        8.7
 
Number of Traders in Each Category                                    Total Traders:        63
         .          8          0         20          0          .         15         10          0          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    68,464
Positions
    18,710     10,010        996     13,144     10,871        762     15,719      2,509      2,351      4,146      2,321          0     12,636     38,644
 
Changes from:       August 6, 2013                                   Total Change is:     3,999
    -2,052        409        179       -719      9,266        439      1,826     -1,320        676        377        661          0      3,273     -6,311
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       14.6        1.5       19.2       15.9        1.1       23.0        3.7        3.4        6.1        3.4        0.0       18.5       56.4
 
Number of Traders in Each Category                                    Total Traders:        79
        18          9          .          9          4          .         20          8          6          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    83,948
Positions
     1,619     40,542      2,248     36,781     22,324      3,827     27,821      7,242      3,754        289      1,211          0      7,609      2,800
 
Changes from:       August 6, 2013                                   Total Change is:     2,186
       -15      2,151          0      1,464        864       -495      1,403     -1,378        143       -416        320          0        102        581
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       48.3        2.7       43.8       26.6        4.6       33.1        8.6        4.5        0.3        1.4        0.0        9.1        3.3
 
Number of Traders in Each Category                                    Total Traders:        80
         .         10          .         28         18         11         13          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   226,281
Positions
    17,716    109,505      3,317    100,304     31,164     30,959     42,531     28,683      2,034     13,094     12,247        952     15,374      7,420
 
Changes from:       August 6, 2013                                   Total Change is:     3,141
     1,320      5,137       -637        335      1,949     -1,675      2,068       -273       -173        -95     -2,315        344      1,654        784
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       48.4        1.5       44.3       13.8       13.7       18.8       12.7        0.9        5.8        5.4        0.4        6.8        3.3
 
Number of Traders in Each Category                                    Total Traders:       159
        13         23          5         41         21         20         21         17         10         16          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   714,846
Positions
    10,594     81,512     29,869    261,060     92,012     92,491     66,644     76,719     84,121     18,231     50,811      3,166    148,669    204,145
 
Changes from:       August 6, 2013                                   Total Change is:    22,672
    -1,717     16,306       -945     11,834    -11,491     -3,615      3,979      6,307     11,502        -98     -1,238       -944      2,676      6,791
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       11.4        4.2       36.5       12.9       12.9        9.3       10.7       11.8        2.6        7.1        0.4       20.8       28.6
 
Number of Traders in Each Category                                    Total Traders:       167
         5         24         19         33         31         34         24         35         41          7          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   385,910
Positions
     3,582    102,604        505    248,026     23,911     37,773     13,922    136,187      1,213      8,456      8,068          0     72,433     75,649
 
Changes from:       August 6, 2013                                   Total Change is:     1,558
     1,550      5,404        456       -239    -16,530     -1,099         66     14,390        -52          0      3,443          0        876     -4,454
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       26.6        0.1       64.3        6.2        9.8        3.6       35.3        0.3        2.2        2.1        0.0       18.8       19.6
 
Number of Traders in Each Category                                    Total Traders:        72
         .         10          4         32         11         18          .         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   966,706
Positions
   104,260     81,753     16,280    244,553    311,705     61,096    238,515    183,763     92,920     43,724     55,652     60,133    105,225    103,404
 
Changes from:       August 6, 2013                                   Total Change is:     8,912
     3,741     -8,162     -3,501      7,352      8,651     -2,128      8,380        645     -4,343    -10,500      2,781      9,333        577      5,635
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        8.5        1.7       25.3       32.2        6.3       24.7       19.0        9.6        4.5        5.8        6.2       10.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       205
        14         20         12         34         29         32         41         29         34         17         21         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    40,863
Positions
    13,541     14,978      7,733        770          0          0      7,967      7,227     10,309          0         26        519         24         71
 
Changes from:       August 6, 2013                                   Total Change is:     9,632
     2,889      1,907      1,710          0          0          0     -1,101       -167      6,337          0         26       -186        -17          5
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       36.7       18.9        1.9        0.0        0.0       19.5       17.7       25.2        0.0        0.1        1.3        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
        10          8          8          .          0          0         10          9          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 3,113,570
Positions
   187,239    151,985    331,907    609,346    966,303    339,149    833,983    229,037    412,547     83,610    134,253     72,224    243,566    476,165
 
Changes from:       August 6, 2013                                   Total Change is:    82,527
    51,354    -36,974     19,571    -61,716     42,860     -5,484     26,649     33,863     48,360     22,199    -25,902     -2,179    -16,227      8,413
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        4.9       10.7       19.6       31.0       10.9       26.8        7.4       13.2        2.7        4.3        2.3        7.8       15.3
 
Number of Traders in Each Category                                    Total Traders:       331
        27         36         52         22         77         63         58         61         86         20         30         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 2,050,990
Positions
   220,771     83,113    145,036    457,167    482,583    154,001    429,713    326,202    312,729     97,519    161,898     57,016    177,040    328,414
 
Changes from:       August 6, 2013                                   Total Change is:    33,601
   -49,059      5,122     22,184     19,708    -25,415      2,578     47,477    -18,103     24,720    -27,656     -8,913      5,484    -11,836     25,944
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        4.1        7.1       22.3       23.5        7.5       21.0       15.9       15.2        4.8        7.9        2.8        8.6       16.0
 
Number of Traders in Each Category                                    Total Traders:       231
        21         19         23         32         42         37         37         50         51          7         23         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   283,599
Positions
    66,390     75,728     99,254      1,029          0      2,043     38,865     15,799     32,675         76      5,268     10,552     32,715     42,280
 
Changes from:       August 6, 2013                                   Total Change is:    10,356
        77      7,260      4,672          0          0          0      3,694     -1,095        203         76       -122         17      1,617       -579
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       26.7       35.0        0.4        0.0        0.7       13.7        5.6       11.5        0.0        1.9        3.7       11.5       14.9
 
Number of Traders in Each Category                                    Total Traders:        56
        12         18         20          .          0          .         10          9         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 is16,051,154
Positions
 1,871,341  2,321,948  2,886,823  1,102,521    867,597    288,573  1,005,349    597,427  5,765,104    380,754    266,470  1,884,820    865,869  1,172,392
 
Changes from:       August 6, 2013                                   Total Change is:   552,257
    89,579    -31,037     61,876     27,088      5,533     10,397    -54,599     47,451    311,554     23,894     41,626    110,379    -27,912     -5,522
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       14.5       18.0        6.9        5.4        1.8        6.3        3.7       35.9        2.4        1.7       11.7        5.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       253
        26         48         73         12         15         21         58         46         93         16         20         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    34,358
Positions
    32,395        865          0        130     10,300         15      1,704     14,351         16         49      8,748          0         49         63
 
Changes from:       August 6, 2013                                   Total Change is:     1,625
     2,229          0          0         60      1,375         -2       -652        259          0          0          3          0        -10        -10
 
Percent of Open Interest Represented by Each Category of Trader
      94.3        2.5        0.0        0.4       30.0        0.0        5.0       41.8        0.0        0.1       25.5        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         8          .          0          .          6          .          .          7          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    17,448
Positions
    15,919        283          0          0      5,801          0        444      3,311          0        995      7,998          0         90         55
 
Changes from:       August 6, 2013                                   Total Change is:        67
        79     -2,109        -12          0      2,106          0        -80         62          0          0          0          0         80         20
 
Percent of Open Interest Represented by Each Category of Trader
      91.2        1.6        0.0        0.0       33.2        0.0        2.5       19.0        0.0        5.7       45.8        0.0        0.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          0          6          0          .          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    74,926
Positions
    11,913     28,783      1,005      5,067      3,106        309     27,636     35,733      1,799     18,302      1,535        209      8,686      2,447
 
Changes from:       August 6, 2013                                   Total Change is:     6,624
        80         34        -63     -1,251      2,469         92      7,122      2,683        468        -40        591         59        158        291
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       38.4        1.3        6.8        4.1        0.4       36.9       47.7        2.4       24.4        2.0        0.3       11.6        3.3
 
Number of Traders in Each Category                                    Total Traders:       142
         7          .          .          9          4          .         30         15          7         65         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   441,586
Positions
   150,593      6,403     41,009     49,683     21,123     12,480     56,027    224,048     49,114      6,861     11,350     48,331     27,488     27,728
 
Changes from:       August 6, 2013                                   Total Change is:    39,041
    15,944       -690      3,773     -3,627     -1,815         15      6,062     27,182      1,690      3,118     -2,522      8,610      3,456      2,798
 
Percent of Open Interest Represented by Each Category of Trader
      34.1        1.5        9.3       11.3        4.8        2.8       12.7       50.7       11.1        1.6        2.6       10.9        6.2        6.3
 
Number of Traders in Each Category                                    Total Traders:       182
        24          9         23          7         13         11         35         50         49         15         20         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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     6,615
Positions
     1,548        465          0      1,633         99        486      1,932      4,773        782        202          0          0         32         10
 
Changes from:       August 6, 2013                                   Total Change is:         8
       208       -132          0        -43         99       -208         68        328          0          2        -73          0        -19         -6
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        7.0        0.0       24.7        1.5        7.3       29.2       72.2       11.8        3.1        0.0        0.0        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,054
Positions
     1,152      7,645          0      6,416          0          0      1,040      1,308        633          0          0          0        813        468
 
Changes from:       August 6, 2013                                   Total Change is:      -167
         1          0          0         15          0          0       -633       -876        566          0          0          0       -116        143
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       76.0        0.0       63.8        0.0        0.0       10.3       13.0        6.3        0.0        0.0        0.0        8.1        4.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          5          .          .          0          0          0
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Updated August 16, 2013