`Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   126,206
Positions
    41,236     12,495      6,610     15,889     19,485        856     15,642     31,474     12,161      7,156      5,202      3,174     23,482     34,750
 
Changes from:       July 23, 2013                                    Total Change is:    -8,042
    -9,571      1,092        124        -33     -1,913        210       -996     -7,760      1,388      1,099       -257        348       -612     -1,274
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        9.9        5.2       12.6       15.4        0.7       12.4       24.9        9.6        5.7        4.1        2.5       18.6       27.5
 
Number of Traders in Each Category                                    Total Traders:        84
         8          6          7          6          4          .         15         28         18         10          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    36,973
Positions
    10,584      8,857      1,136          0      1,781          0     13,019      8,698      1,984          0      1,621          0     10,250     12,895
 
Changes from:       July 23, 2013                                    Total Change is:      -625
    -4,156        455        402          0          4          0      2,884       -940        114          0          0          0        131       -660
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       24.0        3.1        0.0        4.8        0.0       35.2       23.5        5.4        0.0        4.4        0.0       27.7       34.9
 
Number of Traders in Each Category                                    Total Traders:        32
         6          7          4          0          .          0         10          5          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   173,181
Positions
    82,312      5,444      6,820     13,142     29,088      1,648     19,761     67,328     19,147      9,584      9,005      1,803     18,964     32,898
 
Changes from:       July 23, 2013                                    Total Change is:       328
    -4,006        391        -48      1,237      1,432        175        376      1,179      2,236         96       -994        285        -22     -4,327
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        3.1        3.9        7.6       16.8        1.0       11.4       38.9       11.1        5.5        5.2        1.0       11.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       114
        12          8          7          7         17          6         23         31         26          8          8          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   212,781
Positions
   102,417      9,875      9,041     25,070     19,025      2,426     24,673     84,649     22,007      2,486     12,509      3,805     20,856     49,443
 
Changes from:       July 23, 2013                                    Total Change is:   -11,408
   -10,389      4,667        325        931     -2,416         57     -5,288     -8,851        771       -245     -1,722        409      2,021     -4,649
 
Percent of Open Interest Represented by Each Category of Trader
      48.1        4.6        4.2       11.8        8.9        1.1       11.6       39.8       10.3        1.2        5.9        1.8        9.8       23.2
 
Number of Traders in Each Category                                    Total Traders:       133
        13         12          8          6         19          4         21         39         25          4         19          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   297,260
Positions
    49,921     16,008     15,588     37,101     60,436      6,257     60,033     60,307     49,021     21,627     13,054     10,229     47,483     66,360
 
Changes from:       July 23, 2013                                    Total Change is:    11,489
   -11,823      3,358      2,472        194      1,277        454     10,383     -7,081      6,302       -518     -1,583      2,341      1,683      3,948
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        5.4        5.2       12.5       20.3        2.1       20.2       20.3       16.5        7.3        4.4        3.4       16.0       22.3
 
Number of Traders in Each Category                                    Total Traders:       185
        17         15         14         15         22         15         33         34         38         20         29         21
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   228,184
Positions
   123,758     10,723      9,685        641     40,865      1,914     44,501     92,149     14,709      7,502     11,737      3,636     21,839     42,767
 
Changes from:       July 23, 2013                                    Total Change is:    19,262
    12,221       -862      1,254         -8     -1,760        537      2,703     12,765      2,717       -947        725        663        120      3,221
 
Percent of Open Interest Represented by Each Category of Trader
      54.2        4.7        4.2        0.3       17.9        0.8       19.5       40.4        6.4        3.3        5.1        1.6        9.6       18.7
 
Number of Traders in Each Category                                    Total Traders:       115
        11          7         11          .          9          6         25         40         24          8         13          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    42,899
Positions
    15,597     20,599     12,704          0      1,479          0      6,718      1,354      3,328      1,379          0      2,855        318        580
 
Changes from:       July 23, 2013                                    Total Change is:       294
        32        281          5          0         58          0        370        -64          0          0          0          0       -113         14
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       48.0       29.6        0.0        3.4        0.0       15.7        3.2        7.8        3.2        0.0        6.7        0.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        24
         6         11         11          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    97,209
Positions
    23,345     24,597        690      3,414        804          0     52,424     62,791        830      9,122      5,741          0      7,384      1,757
 
Changes from:       July 23, 2013                                    Total Change is:     3,388
    -2,243      1,107         17        308        279          0      5,632      1,442         76       -160        540          0       -242        -73
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       25.3        0.7        3.5        0.8        0.0       53.9       64.6        0.9        9.4        5.9        0.0        7.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       101
         6         10          .          5          .          0         41         20          6         11          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    26,510
Positions
     8,603     15,116      3,762        909      1,707          0      2,877      1,494        209      9,347      3,162          0        803      1,060
 
Changes from:       July 23, 2013                                    Total Change is:      -728
    -1,242        427        507        165     -1,400          0         -5       -237        -17       -184          1          0         48         -9
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       57.0       14.2        3.4        6.4        0.0       10.9        5.6        0.8       35.3       11.9        0.0        3.0        4.0
 
Number of Traders in Each Category                                    Total Traders:        25
         4          5          .          .          .          0          4          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    12,153
Positions
     4,098      1,501         92        253        346          0      3,945      6,279        327        977        498          0      2,461      3,110
 
Changes from:       July 23, 2013                                    Total Change is:      -460
    -2,296        788         63        -51       -196          0      1,050       -605        198         86        189          0        490       -897
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       12.4        0.8        2.1        2.8        0.0       32.5       51.7        2.7        8.0        4.1        0.0       20.3       25.6
 
Number of Traders in Each Category                                    Total Traders:        42
         5          5          .          .          .          0          9         13          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,662
Positions
     9,199     46,574        210      5,801        427        388     32,000      5,384      1,423      4,866        307      1,278      8,498      7,672
 
Changes from:       July 23, 2013                                    Total Change is:     1,343
    -1,464      1,202        -25        167        138        -25      2,311       -552        256        312       -506        176       -366        680
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       73.2        0.3        9.1        0.7        0.6       50.3        8.5        2.2        7.6        0.5        2.0       13.3       12.1
 
Number of Traders in Each Category                                    Total Traders:       107
        16         16          .          9          .          .         37         12         12         11          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   127,325
Positions
    18,397     93,147        420     11,602        853        776     64,000     10,768      2,846      9,732        615      2,556     16,996     15,345
 
Changes from:       July 23, 2013                                    Total Change is:     2,686
    -2,928      2,404        -50        334        275        -50      4,623     -1,104        512        624     -1,013        353       -732      1,360
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       73.2        0.3        9.1        0.7        0.6       50.3        8.5        2.2        7.6        0.5        2.0       13.3       12.1
 
Number of Traders in Each Category                                    Total Traders:       107
        16         16          .          9          .          .         37         12         12         11          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   905,941
Positions
    21,421    211,991     29,145    345,645    128,508     43,151    111,679    173,245    147,487     54,940     44,235     26,403    126,070    101,776
 
Changes from:       July 23, 2013                                    Total Change is:     8,306
       -37      5,133        887      1,857        167        835      4,161     -1,057      4,168     -1,651     -1,519      1,038     -2,951     -1,346
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       23.4        3.2       38.2       14.2        4.8       12.3       19.1       16.3        6.1        4.9        2.9       13.9       11.2
 
Number of Traders in Each Category                                    Total Traders:       579
        28         42         32        117         58         65         89        119        111         59         67         62
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   222,093
Positions
     8,257     58,152      4,442     73,688     29,071      2,752     10,532     18,609     40,626     11,352     10,201     10,150     60,294     48,090
 
Changes from:       July 23, 2013                                    Total Change is:    -1,120
    -1,951     -1,353       -207         60        939       -153     -1,503       -349      2,032       -168        780        479        291     -3,288
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       26.2        2.0       33.2       13.1        1.2        4.7        8.4       18.3        5.1        4.6        4.6       27.1       21.7
 
Number of Traders in Each Category                                    Total Traders:       101
         5         13          7         16          9         10         19         20         36         10          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 3,419,241
Positions
   103,397    806,769     85,942  1,377,543    514,942    184,237    557,994    825,440    482,043    221,130    173,365     78,074    328,880    268,428
 
Changes from:       July 23, 2013                                    Total Change is:    47,132
     6,274     29,134      8,763      9,742     -3,107      4,186     19,904    -11,953     19,095     -5,542     -9,620        923    -16,214      9,710
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       23.6        2.5       40.3       15.1        5.4       16.3       24.1       14.1        6.5        5.1        2.3        9.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       552
        29         40         30        113         53         60         88        113        105         56         60         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   121,480
Positions
     3,556     65,677        147     66,948     42,064      1,764     36,664      5,186        571      1,441      1,793          0     10,389      4,278
 
Changes from:       July 23, 2013                                    Total Change is:     1,175
       140      2,191        -13       -925        712         10      2,294       -679     -1,297        511         -7          0        454        257
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       54.1        0.1       55.1       34.6        1.5       30.2        4.3        0.5        1.2        1.5        0.0        8.6        3.5
 
Number of Traders in Each Category                                    Total Traders:       101
         5         16          .         35         12         12         20          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    81,725
Positions
     1,356     56,261        843     35,273      4,438        625     33,587      8,149      1,187      2,055      4,638        852      5,947      4,733
 
Changes from:       July 23, 2013                                    Total Change is:       714
      -194        290         79       -101       -453       -114      1,341       -326       -166        -61        360         96       -164        950
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       68.8        1.0       43.2        5.4        0.8       41.1       10.0        1.5        2.5        5.7        1.0        7.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       223
        16         28          8         33         17          7         73         25         15         16         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   408,626
Positions
     6,780    281,304      4,215    176,365     22,191      3,126    167,936     40,744      5,933     10,276     23,191      4,260     29,736     23,663
 
Changes from:       July 23, 2013                                    Total Change is:     3,572
      -968      1,449        394       -504     -2,266       -572      6,703     -1,629       -831       -307      1,802        478       -820      4,748
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       68.8        1.0       43.2        5.4        0.8       41.1       10.0        1.5        2.5        5.7        1.0        7.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       223
        16         28          8         33         17          7         73         25         15         16         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   363,503
Positions
    59,137     99,895     10,052    146,293    133,064     20,815     88,501     68,297      8,282      6,056      7,011        403     23,964     15,684
 
Changes from:       July 23, 2013                                    Total Change is:     5,206
    -7,792     10,900      2,440        697       -917        847      5,204     -9,719        657         -6        -93       -162      3,322      1,254
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       27.5        2.8       40.2       36.6        5.7       24.3       18.8        2.3        1.7        1.9        0.1        6.6        4.3
 
Number of Traders in Each Category                                    Total Traders:       253
        13         17          4         55         34         23         56         51         12         13         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    58,093
Positions
     4,525     41,884        137     24,071          0        265     13,260     11,759        102      4,410        230          0     11,323      3,716
 
Changes from:       July 23, 2013                                    Total Change is:    -7,216
    -2,713     -2,210       -305       -970          0          0     -1,777     -3,192        102     -1,704          0          0        151     -1,611
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       72.1        0.2       41.4        0.0        0.5       22.8       20.2        0.2        7.6        0.4        0.0       19.5        6.4
 
Number of Traders in Each Category                                    Total Traders:        64
         5          8          .         18          0          .         19          7          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    68,518
Positions
    20,731     10,695        782     14,906      1,920        165     14,079      3,266      3,156      4,464      1,128          0     10,235     47,406
 
Changes from:       July 23, 2013                                    Total Change is:    -2,881
    -2,243     -5,187        273      1,979       -399       -310     -5,236      1,335        941        897        224          0        818        242
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       15.6        1.1       21.8        2.8        0.2       20.5        4.8        4.6        6.5        1.6        0.0       14.9       69.2
 
Number of Traders in Each Category                                    Total Traders:        81
        18         12          4         10          .          .         20          9          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    80,310
Positions
     1,883     33,773      2,280     35,655     24,422      4,144     26,569      9,559      3,040        282        891          0      6,457      2,201
 
Changes from:       July 23, 2013                                    Total Change is:       426
      -229        732        102        688        -96         13       -489       -171         51         40       -322          0        250        117
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       42.1        2.8       44.4       30.4        5.2       33.1       11.9        3.8        0.4        1.1        0.0        8.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         27         20         11         12          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   221,702
Positions
    13,833    109,126      3,343     98,251     28,981     32,863     44,686     23,748      2,341     12,220     14,898        522     13,643      5,880
 
Changes from:       July 23, 2013                                    Total Change is:      -357
    -1,305      1,327       -479      1,718       -165        583       -577      1,977        181      1,026       -248       -475     -1,029     -3,058
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       49.2        1.5       44.3       13.1       14.8       20.2       10.7        1.1        5.5        6.7        0.2        6.2        2.7
 
Number of Traders in Each Category                                    Total Traders:       157
        12         22          5         42         20         19         20         21         12         14          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   670,866
Positions
     5,712     66,958     28,298    248,644     95,103     90,411     61,576     74,192     68,822     14,761     52,175      5,695    146,945    189,211
 
Changes from:       July 23, 2013                                    Total Change is:   -38,384
    -3,261      9,364     -6,483     -8,651      2,252     -2,184      7,459    -13,476    -27,041     -2,904       -758       -100      4,782         43
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       10.0        4.2       37.1       14.2       13.5        9.2       11.1       10.3        2.2        7.8        0.8       21.9       28.2
 
Number of Traders in Each Category                                    Total Traders:       160
         6         18         17         33         29         33         23         34         39          6         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   376,661
Positions
     1,878    100,403         42    244,593     37,233     37,469     13,990    122,487      1,293      8,566      4,625          0     68,830     73,110
 
Changes from:       July 23, 2013                                    Total Change is:      -826
         5      1,171        -24       -188      2,692       -886        567        915       -118       -466     -1,519          0        284     -3,056
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       26.7        0.0       64.9        9.9        9.9        3.7       32.5        0.3        2.3        1.2        0.0       18.3       19.4
 
Number of Traders in Each Category                                    Total Traders:        68
         .          9          .         32         11         19          .          9          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   945,214
Positions
   100,802     84,754     21,027    214,813    277,085     67,722    201,360    211,789     80,182     95,799     54,764     60,345    103,165     87,546
 
Changes from:       July 23, 2013                                    Total Change is:     3,002
     4,357     -2,504        530        579     35,630      5,561     16,260     -2,040     -8,074     -6,665     -1,696     -6,125     -3,421    -18,279
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        9.0        2.2       22.7       29.3        7.2       21.3       22.4        8.5       10.1        5.8        6.4       10.9        9.3
 
Number of Traders in Each Category                                    Total Traders:       206
        14         25         13         33         30         30         33         34         29         17         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    34,904
Positions
    12,104     16,277      5,548      1,509          0          0     10,515      7,831      4,412          1          0        807          8         29
 
Changes from:       July 23, 2013                                    Total Change is:       142
       457      2,135     -1,143        400          0          0        726       -591         -8          0          0        -64       -226       -187
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       46.6       15.9        4.3        0.0        0.0       30.1       22.4       12.6        0.0        0.0        2.3        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        42
         8         10          9          .          0          0          9         12          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 2,966,685
Positions
   151,062    199,070    297,139    666,208    882,580    345,637    765,266    181,266    351,594     58,607    167,112     70,592    260,579    471,694
 
Changes from:       July 23, 2013                                    Total Change is:   -71,352
    -7,678     12,727    -32,502     -6,280     71,554        620     72,735    -10,525    -89,275      3,500     -2,591    -17,337      4,864     -4,022
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        6.7       10.0       22.5       29.7       11.7       25.8        6.1       11.9        2.0        5.6        2.4        8.8       15.9
 
Number of Traders in Each Category                                    Total Traders:       312
        23         40         50         24         71         55         61         48         81         13         32         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,016,772
Positions
   286,861     87,063    132,861    423,763    507,773    149,292    372,940    351,092    284,401    126,410    154,066     48,630    191,614    301,595
 
Changes from:       July 23, 2013                                    Total Change is:   -22,081
     4,350    -19,699     13,723     20,401     -5,142    -19,083     -3,577     30,810    -16,677    -12,609      9,692      2,774    -11,383    -18,480
 
Percent of Open Interest Represented by Each Category of Trader
      14.2        4.3        6.6       21.0       25.2        7.4       18.5       17.4       14.1        6.3        7.6        2.4        9.5       15.0
 
Number of Traders in Each Category                                    Total Traders:       226
        22         21         26         32         43         37         33         47         52          7         21         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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   311,012
Positions
    82,372     85,118    108,478      1,029        745      2,013     43,760     21,258     40,446        332      7,283      9,237     23,345     36,434
 
Changes from:       July 23, 2013                                    Total Change is:     1,752
       584      3,094      2,580          0          0          0      1,963     -2,175      1,244         93        623       -991     -3,720     -2,623
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       27.4       34.9        0.3        0.2        0.6       14.1        6.8       13.0        0.1        2.3        3.0        7.5       11.7
 
Number of Traders in Each Category                                    Total Traders:        65
        12         22         23          .          .          .         12         10         17          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 is15,153,165
Positions
 1,831,469  2,417,156  2,751,027  1,065,353    828,612    278,465  1,022,308    499,501  5,304,427    337,363    213,237  1,693,002    869,751  1,167,738
 
Changes from:       July 23, 2013                                    Total Change is:   469,697
    15,909     15,455    116,911     43,458     33,373     -6,134     46,148     20,106    247,730    -43,549     -7,377     41,273      7,950      8,359
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       16.0       18.2        7.0        5.5        1.8        6.7        3.3       35.0        2.2        1.4       11.2        5.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       243
        24         50         72         13         14         22         59         39         91         17         15         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    29,589
Positions
    26,349        590          0         14      7,978         33      2,324     12,558         16        820      8,382          0         33         32
 
Changes from:       July 23, 2013                                    Total Change is:     2,521
     2,004       -391          0       -981        951        -55      1,534       -679          0          0      2,695          0         19          0
 
Percent of Open Interest Represented by Each Category of Trader
      89.0        2.0        0.0        0.0       27.0        0.1        7.9       42.4        0.1        2.8       28.3        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        37
         7          .          0          .          6          .          .          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    15,548
Positions
    14,116      4,900          4          0      3,702          0        166      3,744          0      1,246      3,176          0         16         22
 
Changes from:       July 23, 2013                                    Total Change is:     1,957
     1,819      1,178          0          0        132          0        128       -728          0          0      1,390          0         10        -15
 
Percent of Open Interest Represented by Each Category of Trader
      90.8       31.5        0.0        0.0       23.8        0.0        1.1       24.1        0.0        8.0       20.4        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          .          0          6          0          .          7          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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    64,539
Positions
    11,522     29,403        932      6,894        637        208     15,620     28,828      1,017     18,406        989        115      9,826      2,412
 
Changes from:       July 23, 2013                                    Total Change is:     2,865
         8       -127         20       -605        -37          2     -3,109      2,454        -35      3,786       -193         55      2,743        727
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       45.6        1.4       10.7        1.0        0.3       24.2       44.7        1.6       28.5        1.5        0.2       15.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       142
         6          .          .         13          .          .         29         16          6         64         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   362,693
Positions
   111,439     14,116     35,279     53,980     22,798     11,796     42,075    156,231     49,593      3,722     14,741     33,850     20,959     24,289
 
Changes from:       July 23, 2013                                    Total Change is:     3,264
     7,896        340       -855     -3,713     -2,283        183      6,324     12,948      2,433     -2,993     -2,824     -6,320        309       -358
 
Percent of Open Interest Represented by Each Category of Trader
      30.7        3.9        9.7       14.9        6.3        3.3       11.6       43.1       13.7        1.0        4.1        9.3        5.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       168
        22          8         19          5         15         12         35         45         50         12         19         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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     6,687
Positions
     1,049        603          0      1,720          0        820      2,091      4,374        782          0         73          0        225         35
 
Changes from:       July 23, 2013                                    Total Change is:       246
       173         54          0        119        -61        194        -40         98        -52          0          0          0       -148         13
 
Percent of Open Interest Represented by Each Category of Trader
      15.7        9.0        0.0       25.7        0.0       12.3       31.3       65.4       11.7        0.0        1.1        0.0        3.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          6          0          .          6          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated August 2, 2013