`Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   129,922
Positions
    45,406     22,884      4,026     14,219     16,559        739     18,294     37,229      8,381      9,867      6,479      1,982     27,008     31,642
 
Changes from:       October 22, 2013                                 Total Change is:    10,241
     4,753     -5,318      1,644       -434          1        198       -135      9,356      2,242      1,804     -2,171        221        -51      4,067
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       17.6        3.1       10.9       12.7        0.6       14.1       28.7        6.5        7.6        5.0        1.5       20.8       24.4
 
Number of Traders in Each Category                                    Total Traders:        88
         8          8          7          6          4          .         18         27         16         11          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    57,405
Positions
     9,326     27,961      1,269          0      1,768          0     21,677     10,824      1,346        511      5,644          0     23,276      8,593
 
Changes from:       October 22, 2013                                 Total Change is:     2,786
       361      2,872         51          0          0          0        655         68        296          0       -382          0      1,423       -119
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       48.7        2.2        0.0        3.1        0.0       37.8       18.9        2.3        0.9        9.8        0.0       40.5       15.0
 
Number of Traders in Each Category                                    Total Traders:        49
         6         10          4          0          .          0         21          6          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   200,641
Positions
    14,609     75,362      7,521     22,941     28,295      1,145     93,465     30,655     17,410      3,176     11,115      2,130     38,244     27,008
 
Changes from:       October 22, 2013                                 Total Change is:    -3,954
     1,819     -4,903        -28        885        349       -672     -6,435      2,894        842      1,526       -369        108     -1,998     -2,174
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       37.6        3.7       11.4       14.1        0.6       46.6       15.3        8.7        1.6        5.5        1.1       19.1       13.5
 
Number of Traders in Each Category                                    Total Traders:       122
         6         13          9          9         15          8         33         28         23          4         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   179,614
Positions
    73,509     10,054      7,201     23,693     12,574      2,938     25,814     65,937     16,927      9,317     13,855      2,420     17,795     47,708
 
Changes from:       October 22, 2013                                 Total Change is:     1,201
    -5,115         66      1,231     -2,536       -861      2,112      4,513     -3,257        663        373       -834        166       -205      1,916
 
Percent of Open Interest Represented by Each Category of Trader
      40.9        5.6        4.0       13.2        7.0        1.6       14.4       36.7        9.4        5.2        7.7        1.3        9.9       26.6
 
Number of Traders in Each Category                                    Total Traders:       137
         9         10          6         10         12          6         28         40         27          6         22         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   381,272
Positions
    38,027    108,054     18,918     38,803     50,638      7,228    119,109     35,759     68,548     23,037     18,536      9,131     58,470     64,459
 
Changes from:       October 22, 2013                                 Total Change is:     9,173
       691      4,887      1,201        134      1,888        113     -1,919     -3,972      5,766      2,040       -905        306        841       -110
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       28.3        5.0       10.2       13.3        1.9       31.2        9.4       18.0        6.0        4.9        2.4       15.3       16.9
 
Number of Traders in Each Category                                    Total Traders:       214
        13         25         16         16         21         17         47         35         37         24         33         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   150,099
Positions
    56,696      9,830      9,867        632     36,392      1,299     28,219     44,211      8,979     12,204      9,503      2,941     29,263     27,078
 
Changes from:       October 22, 2013                                 Total Change is:     2,130
       668      3,805     -1,053        102       -120       -613         11      3,969        263       -213       -690       -223      3,188     -3,207
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        6.5        6.6        0.4       24.2        0.9       18.8       29.5        6.0        8.1        6.3        2.0       19.5       18.0
 
Number of Traders in Each Category                                    Total Traders:        96
        11         10          9          .          8          4         27         26         17          5          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,185
Positions
    13,797     22,622     13,234        282          0          0      7,185        377      3,183      1,651          0      2,184        669        585
 
Changes from:       October 22, 2013                                 Total Change is:       714
        65        333          0        269          0       -155        499        277          0          0          0          0         36        259
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       53.6       31.4        0.7        0.0        0.0       17.0        0.9        7.5        3.9        0.0        5.2        1.6        1.4
 
Number of Traders in Each Category                                    Total Traders:        24
         5         11          9          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   114,526
Positions
    39,254     49,269          5     38,755        492         68     19,825     54,697      1,604      8,657      6,486          0      6,358      1,905
 
Changes from:       October 22, 2013                                 Total Change is:      -829
    -1,104       -626        -81        522        -88        -92        493        707         71       -328         -8          0       -310       -712
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       43.0        0.0       33.8        0.4        0.1       17.3       47.8        1.4        7.6        5.7        0.0        5.6        1.7
 
Number of Traders in Each Category                                    Total Traders:        91
         4          9          .          6          .          .         33         22          7          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    23,564
Positions
     1,477     13,877          3        984        207          0     16,168      7,233          3      1,037        312          0      3,892      1,929
 
Changes from:       October 22, 2013                                 Total Change is:    -3,772
         4     -2,551          2        -73          0          0     -3,545     -1,216         -2        298       -169          0       -456        164
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       58.9        0.0        4.2        0.9        0.0       68.6       30.7        0.0        4.4        1.3        0.0       16.5        8.2
 
Number of Traders in Each Category                                    Total Traders:        60
         .          9          .          4          .          0         25         11          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    73,488
Positions
    14,993     40,604      4,310      6,837      4,090        474     23,620      5,310      6,917      5,101      2,064      1,387      9,851      8,333
 
Changes from:       October 22, 2013                                 Total Change is:     6,560
       205      1,320        -96        276      1,717       -168      5,710        602        491       -269        941        116        295      1,637
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       55.3        5.9        9.3        5.6        0.6       32.1        7.2        9.4        6.9        2.8        1.9       13.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       115
        21         13          6          8          .          .         30         21         12          9         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    12,843
Positions
     7,109      7,079          0      1,300          0          0      1,456      4,968          1      1,399        307          0      1,578        488
 
Changes from:       October 22, 2013                                 Total Change is:       235
       250          0          0          0          0          0        -17        250         -0          0        -15          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
      55.4       55.1        0.0       10.1        0.0        0.0       11.3       38.7        0.0       10.9        2.4        0.0       12.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        20
         5          4          0          .          0          0          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   121,291
Positions
    23,658     74,941        729     11,073      8,179        947     56,535     12,892      1,624      8,241      4,352      1,937     16,546     15,691
 
Changes from:       October 22, 2013                                 Total Change is:    12,651
      -398      2,333        115        552      3,433       -335     11,920      1,171        515       -411      2,040        104        587      3,274
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       61.8        0.6        9.1        6.7        0.8       46.6       10.6        1.3        6.8        3.6        1.6       13.6       12.9
 
Number of Traders in Each Category                                    Total Traders:       109
        19         13          5          7          .          .         29         22         10          7         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   945,862
Positions
    31,460    213,727     37,452    316,870    111,642     46,629    117,941    154,361    201,209     41,798     49,128     32,665    119,839     99,049
 
Changes from:       October 22, 2013                                 Total Change is:    36,995
    -2,107      1,487      5,441      9,931     -4,067         21        420        747     24,115     -4,627      3,903      5,857     -2,056       -510
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       22.6        4.0       33.5       11.8        4.9       12.5       16.3       21.3        4.4        5.2        3.5       12.7       10.5
 
Number of Traders in Each Category                                    Total Traders:       582
        32         38         33        108         59         69         96        115        106         64         70         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   243,945
Positions
    16,496     69,844      6,558     66,847     25,947      2,869     17,479     24,991     54,551     13,778      7,188      8,687     56,679     43,310
 
Changes from:       October 22, 2013                                 Total Change is:    14,290
     5,798      3,974        539       -263      1,311        680      3,101      1,641      7,670     -1,408       -645        814     -2,641     -1,695
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       28.6        2.7       27.4       10.6        1.2        7.2       10.2       22.4        5.6        2.9        3.6       23.2       17.8
 
Number of Traders in Each Category                                    Total Traders:       102
         6         15          5         15         10         11         19         19         35          9          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 3,509,585
Positions
   138,391    782,988     90,896  1,265,987    444,350    202,928    628,353    772,895    607,242    175,436    245,042     84,553    315,800    278,692
 
Changes from:       October 22, 2013                                 Total Change is:   113,525
   -25,631      1,455     10,620     46,047    -31,809      1,624      3,913     12,848     64,903       -610     38,228      9,735      2,924      5,922
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       22.3        2.6       36.1       12.7        5.8       17.9       22.0       17.3        5.0        7.0        2.4        9.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       559
        34         35         30        103         57         63         94        112        100         59         65         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   111,311
Positions
     2,477     57,881         76     60,943     37,725      2,535     31,104      6,294        693      1,255      2,616          0     12,228      3,491
 
Changes from:       October 22, 2013                                 Total Change is:     3,674
      -348      3,293        -11      3,293       -301       -164        339        718         -6        314          0          0        257        145
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       52.0        0.1       54.8       33.9        2.3       27.9        5.7        0.6        1.1        2.4        0.0       11.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        94
         .         16          .         40         10         15         13          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    82,593
Positions
     2,369     60,667        820     38,981      4,295        532     28,313      5,918      1,945      2,101      2,338      1,417      6,116      4,662
 
Changes from:       October 22, 2013                                 Total Change is:     5,824
       702      4,645         61      3,070        -92       -196      1,726        662        171       -131        318        245        177         12
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       73.5        1.0       47.2        5.2        0.6       34.3        7.2        2.4        2.5        2.8        1.7        7.4        5.6
 
Number of Traders in Each Category                                    Total Traders:       213
        16         21          8         36         14          8         65         25         14         15         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   412,965
Positions
    11,845    303,336      4,100    194,906     21,474      2,658    141,563     29,590      9,724     10,505     11,692      7,083     30,581     23,309
 
Changes from:       October 22, 2013                                 Total Change is:    29,121
     3,509     23,224        303     15,349       -460       -982      8,632      3,309        856       -655      1,588      1,224        886         61
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       73.5        1.0       47.2        5.2        0.6       34.3        7.2        2.4        2.5        2.8        1.7        7.4        5.6
 
Number of Traders in Each Category                                    Total Traders:       213
        16         21          8         36         14          8         65         25         14         15         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   345,951
Positions
    62,625    109,039     14,339    145,564     89,126     19,100     67,977     85,010      7,900      6,479      6,540        494     21,474     14,405
 
Changes from:       October 22, 2013                                 Total Change is:     7,868
    -2,190      8,790       -992      1,518        122       -356      6,708         55        -58        435     -1,467        -40      2,844      1,815
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       31.5        4.1       42.1       25.8        5.5       19.6       24.6        2.3        1.9        1.9        0.1        6.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       264
        19         17          5         55         35         24         55         54         16         15         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    67,000
Positions
     3,300     44,096          0     27,473        538        511     18,214     12,720          0      6,808      2,439          0     10,694      6,696
 
Changes from:       October 22, 2013                                 Total Change is:       254
        70        153          0       -234       -130        130     -1,402     -1,676          0        646        980          0      1,044        797
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       65.8        0.0       41.0        0.8        0.8       27.2       19.0        0.0       10.2        3.6        0.0       16.0       10.0
 
Number of Traders in Each Category                                    Total Traders:        70
         6          8          0         19          .          .         16          7          0         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    82,539
Positions
    27,231      4,459      1,217     13,187        694        514     23,795      5,401        817      6,049      1,514        400      9,329     67,523
 
Changes from:       October 22, 2013                                 Total Change is:     3,649
     1,678      1,336        284        228        -65          6      1,956     -1,705        164       -204        -12          0       -463      3,641
 
Percent of Open Interest Represented by Each Category of Trader
      33.0        5.4        1.5       16.0        0.8        0.6       28.8        6.5        1.0        7.3        1.8        0.5       11.3       81.8
 
Number of Traders in Each Category                                    Total Traders:        86
        22          8          .         13          .          .         23          9          6          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    83,407
Positions
     2,291     48,243      1,576     37,646     18,949      3,529     27,292      3,961      3,940        877      1,098          0      6,256      2,111
 
Changes from:       October 22, 2013                                 Total Change is:     2,966
       390      3,788        -32      2,027       -635        223        177       -158         39         69        -53          0         73       -206
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       57.8        1.9       45.1       22.7        4.2       32.7        4.7        4.7        1.1        1.3        0.0        7.5        2.5
 
Number of Traders in Each Category                                    Total Traders:        91
         5         14          .         34         15         13         14          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   271,998
Positions
    11,900    144,237      4,423    114,908     21,242     35,633     52,600     54,378      1,196     37,894      6,391        532     12,912      3,966
 
Changes from:       October 22, 2013                                 Total Change is:     4,251
       314      2,058         67      2,799        449        771        864      3,585         10        234     -2,043        -35       -773       -611
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       53.0        1.6       42.2        7.8       13.1       19.3       20.0        0.4       13.9        2.3        0.2        4.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       184
        16         21          6         57         19         25         30         16          9         21          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   729,747
Positions
     7,933    109,006     14,771    263,109    117,896    115,664     82,968     71,341     49,656     14,438     48,732     13,472    167,736    189,209
 
Changes from:       October 22, 2013                                 Total Change is:   -23,767
      -582     15,401     -5,697     -3,191      1,685     -8,403      2,501    -14,722    -11,925        248        784     -3,052      6,334      2,162
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       14.9        2.0       36.1       16.2       15.8       11.4        9.8        6.8        2.0        6.7        1.8       23.0       25.9
 
Number of Traders in Each Category                                    Total Traders:       157
         7         17         17         30         38         36         22         26         32          5         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   411,568
Positions
    14,578    107,241        982    228,202     25,434     53,487     15,129    132,389      2,066     15,266     10,829          0     81,857     79,139
 
Changes from:       October 22, 2013                                 Total Change is:    -1,596
     5,968        283       -100     -4,106      5,278      1,055       -887     -4,329       -376     -2,033       -384          0     -1,118     -3,024
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       26.1        0.2       55.4        6.2       13.0        3.7       32.2        0.5        3.7        2.6        0.0       19.9       19.2
 
Number of Traders in Each Category                                    Total Traders:        80
         .         12          6         32          8         17          .         15          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   995,268
Positions
    97,833    113,024     38,270    296,315    284,951     57,071    282,162    253,617     54,307     32,502     61,700     29,386    107,423    102,942
 
Changes from:       October 22, 2013                                 Total Change is:    11,961
    -4,448     20,173      4,565      6,854     -8,686     -2,767     19,543     14,896    -10,459      1,222     -4,391       -307     -2,242     -1,063
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       11.4        3.8       29.8       28.6        5.7       28.4       25.5        5.5        3.3        6.2        3.0       10.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       217
        15         20         12         34         35         29         40         36         33         16         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    39,865
Positions
     6,059     19,814      3,391      2,970          0          0     19,493      8,657      6,777          0          0      1,161         14         65
 
Changes from:       October 22, 2013                                 Total Change is:     4,995
    -1,587      4,038        526      1,070          0       -200      4,397        -46        963          0       -120       -125        -49        -41
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       49.7        8.5        7.5        0.0        0.0       48.9       21.7       17.0        0.0        0.0        2.9        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
         5         11          8          .          0          0          9         12         11          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 2,607,785
Positions
   103,404    173,545    240,421    710,242    777,801    337,387    521,611    148,735    243,171     53,507    170,520     75,833    322,207    440,370
 
Changes from:       October 22, 2013                                 Total Change is:  -209,134
   -14,112     20,418    -90,738     39,530     37,795    -22,532      9,945    -11,659   -117,065     -8,260     -9,276     -7,478      1,575     -8,601
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        6.7        9.2       27.2       29.8       12.9       20.0        5.7        9.3        2.1        6.5        2.9       12.4       16.9
 
Number of Traders in Each Category                                    Total Traders:       311
        22         33         41         26         75         61         53         51         78         14         37         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 2,052,035
Positions
   169,760    168,518    110,458    610,148    491,976    181,053    463,634    380,889    180,396     68,371    197,491     25,307    242,909    315,947
 
Changes from:       October 22, 2013                                 Total Change is:    -6,916
    24,325     24,871    -13,829     21,941        868    -12,939     31,173     29,720    -51,921     -5,283     14,281    -10,075      9,693     12,108
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        8.2        5.4       29.7       24.0        8.8       22.6       18.6        8.8        3.3        9.6        1.2       11.8       15.4
 
Number of Traders in Each Category                                    Total Traders:       244
        14         35         26         28         46         36         38         49         49          8         26          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   308,714
Positions
   102,247     84,996     88,401        729          0      2,043     26,692     21,141     44,739        326     11,616     16,303     27,234     39,475
 
Changes from:       October 22, 2013                                 Total Change is:     3,866
     1,253      5,137     -2,292          0          0          0      1,207     -1,544        498        326     -1,407        375      2,499      3,099
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       27.5       28.6        0.2        0.0        0.7        8.6        6.8       14.5        0.1        3.8        5.3        8.8       12.8
 
Number of Traders in Each Category                                    Total Traders:        65
        15         21         27          .          0          .         10         10         17          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 is15,930,679
Positions
 1,325,557  2,912,223  3,102,169  1,959,443    587,634    208,095    880,854    467,531  5,906,194    346,337    387,974  1,264,215    937,814  1,094,644
 
Changes from:       October 22, 2013                                 Total Change is:    47,844
    79,201    108,519    -35,995      5,350    -79,925      1,341      3,358     24,994    143,039    -19,761     13,960   -131,886      3,196      3,796
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       18.3       19.5       12.3        3.7        1.3        5.5        2.9       37.1        2.2        2.4        7.9        5.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       290
        26         63         85          8         20         22         58         61        103         23         22         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    39,795
Positions
    29,154        821          0        190      6,030      9,052      1,311     15,442          0          0      8,370          0         88         80
 
Changes from:       October 22, 2013                                 Total Change is:      -296
      -700        112          0         40       -483         16        301        306          0          0       -225          0         47        -22
 
Percent of Open Interest Represented by Each Category of Trader
      73.3        2.1        0.0        0.5       15.2       22.7        3.3       38.8        0.0        0.0       21.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        42
         7          5          0          .          8          .          .         10          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    19,695
Positions
    17,890        420      1,000          0      5,650         26        765      2,404          0          0     10,153          0         14         42
 
Changes from:       October 22, 2013                                 Total Change is:       289
      -663        383        417          0        -13          0        553       -473          0          0        -15          0        -18        -10
 
Percent of Open Interest Represented by Each Category of Trader
      90.8        2.1        5.1        0.0       28.7        0.1        3.9       12.2        0.0        0.0       51.6        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         8          .          .          0          8          .          .          6          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    53,106
Positions
     9,974      9,018      1,537      4,681      6,018        263     18,945     29,599      1,435      9,037      2,023         24      7,210      3,188
 
Changes from:       October 22, 2013                                 Total Change is:    -2,029
      -315       -606        206         71        199        -11     -2,240     -1,362          2       -142       -608         11        389        141
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       17.0        2.9        8.8       11.3        0.5       35.7       55.7        2.7       17.0        3.8        0.0       13.6        6.0
 
Number of Traders in Each Category                                    Total Traders:       140
         6          .          .          7          6          .         26         34         11         46         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   362,490
Positions
    92,614     34,627     39,934     55,452     19,589     16,295     42,189    122,266     49,839      3,709     12,383     41,013     21,445     26,544
 
Changes from:       October 22, 2013                                 Total Change is:    11,575
    -1,051       -682      1,265     13,125      2,233       -901      1,108     14,567        999      1,478       -801     -6,008      1,560        903
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        9.6       11.0       15.3        5.4        4.5       11.6       33.7       13.7        1.0        3.4       11.3        5.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       182
        20         11         24          9         12         10         31         49         47         14         24         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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     6,891
Positions
     1,246      1,405          0      1,818         25          0      2,997      4,433        782          0        108          0         48        138
 
Changes from:       October 22, 2013                                 Total Change is:       124
        81          0          0       -140         25        -32        216        126          0          0          2          0         -1          3
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       20.4        0.0       26.4        0.4        0.0       43.5       64.3       11.3        0.0        1.6        0.0        0.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          6          .          0          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 6, 2013