`Traders in Financial Futures - Futures Only Positions as of December 31, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   149,037
Positions
    83,771      1,616        529     13,176     16,602        622     18,046     85,284      3,330      6,873      2,381        579     22,111     38,094
 
Changes from:       December 24, 2013                                Total Change is:      -322
      -161        188        102       -896        348          1        426      1,717        278        -20     -3,210          0        -52        254
 
Percent of Open Interest Represented by Each Category of Trader
      56.2        1.1        0.4        8.8       11.1        0.4       12.1       57.2        2.2        4.6        1.6        0.4       14.8       25.6
 
Number of Traders in Each Category                                    Total Traders:        83
        11          4          4          4          8          .         10         32          6          8          6          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 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    51,139
Positions
     3,304     22,087        320        900      1,231          0     25,875      9,919        341        632      4,292          0     19,767     12,949
 
Changes from:       December 24, 2013                                Total Change is:         8
     1,148       -950         -4          0        -35          0        390        -32       -250     -1,161      1,094          0       -115        185
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       43.2        0.6        1.8        2.4        0.0       50.6       19.4        0.7        1.2        8.4        0.0       38.7       25.3
 
Number of Traders in Each Category                                    Total Traders:        43
         5          8          .          .          .          0         13         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   206,886
Positions
    13,130     96,342      1,141     26,196     25,981      1,319    117,803     34,683      3,073      2,819     25,742         51     41,354     18,554
 
Changes from:       December 24, 2013                                Total Change is:     8,823
      -107      9,060        -28        662       -327         -1      8,324       -656        541     -3,674         16          0      3,106        218
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       46.6        0.6       12.7       12.6        0.6       56.9       16.8        1.5        1.4       12.4        0.0       20.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       106
         4         11          4          9         13          4         38         18          4          .         10          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   232,225
Positions
   121,792      6,492        165     22,595     21,107      4,192     42,204    126,843      2,761     26,178     17,357        238     12,100     53,070
 
Changes from:       December 24, 2013                                Total Change is:    -6,935
    -5,656        720         95       -565        521         66     -1,734     -8,362        134        491         51          0        234       -160
 
Percent of Open Interest Represented by Each Category of Trader
      52.4        2.8        0.1        9.7        9.1        1.8       18.2       54.6        1.2       11.3        7.5        0.1        5.2       22.9
 
Number of Traders in Each Category                                    Total Traders:       147
        13          7          .          8         19          6         21         58          6          5         16          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   242,071
Positions
    27,927     30,789      1,856     41,193     68,954      5,199     96,557     42,201      4,851     16,952     30,525        449     47,087     57,247
 
Changes from:       December 24, 2013                                Total Change is:     1,865
     1,558       -448        485        426        725        174      1,003        649         92     -3,296      1,068        -17      1,440       -863
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       12.7        0.8       17.0       28.5        2.1       39.9       17.4        2.0        7.0       12.6        0.2       19.5       23.6
 
Number of Traders in Each Category                                    Total Traders:       177
        13         18          7         15         25         14         31         34         12         17         24          6
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Traders in Financial Futures - Futures Only Positions as of December 31, 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   120,071
Positions
    80,729      2,074         77        655      6,280        165     14,597     66,928        959      6,188     10,227          9     16,692     33,352
 
Changes from:       December 24, 2013                                Total Change is:     2,187
     1,832       -174         69        -10        369         -8       -413      3,549       -108         -9     -1,122          8        826       -396
 
Percent of Open Interest Represented by Each Category of Trader
      67.2        1.7        0.1        0.5        5.2        0.1       12.2       55.7        0.8        5.2        8.5        0.0       13.9       27.8
 
Number of Traders in Each Category                                    Total Traders:        79
         8          .          .          .         10          .         18         27          .          5          7          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 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    40,208
Positions
    16,779     26,309      7,195      2,104          0          0      6,838        623      3,183      1,650        173      2,184        275        541
 
Changes from:       December 24, 2013                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       65.4       17.9        5.2        0.0        0.0       17.0        1.5        7.9        4.1        0.4        5.4        0.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        20
         4         10          9          .          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 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   116,803
Positions
    27,470     58,299        475     39,483        591          0     28,502     46,485      3,224     10,375      5,617          0      7,274      2,112
 
Changes from:       December 24, 2013                                Total Change is:    -6,930
     1,162       -239        475        133       -100          0     -9,796     -6,334         20        872       -816          0        204         64
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       49.9        0.4       33.8        0.5        0.0       24.4       39.8        2.8        8.9        4.8        0.0        6.2        1.8
 
Number of Traders in Each Category                                    Total Traders:        98
         4         12          .          4          .          0         39         22          4          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    18,748
Positions
       941      7,914          0      1,150          0          0     12,082      8,125        282        718        622          0      3,575      1,805
 
Changes from:       December 24, 2013                                Total Change is:        80
       -38        178          0          9          0          0        431       -121          0       -290        101          0        -32        -78
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       42.2        0.0        6.1        0.0        0.0       64.4       43.3        1.5        3.8        3.3        0.0       19.1        9.6
 
Number of Traders in Each Category                                    Total Traders:        52
         .          9          0          4          0          0         17         12          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of December 31, 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    59,809
Positions
    16,408     38,573        177      7,149      3,999        330     22,983      6,697        226      4,024      2,100         17      8,497      7,692
 
Changes from:       December 24, 2013                                Total Change is:        55
       215        160         25       -113        -46         19        -51       -313        -39       -351       -159          0        349        407
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       64.5        0.3       12.0        6.7        0.6       38.4       11.2        0.4        6.7        3.5        0.0       14.2       12.9
 
Number of Traders in Each Category                                    Total Traders:        98
        19         13          .         10          .          4         25         16          .          5          8          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 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   119,617
Positions
    32,815     77,145        354     14,298      7,998        659     45,965     13,393        452      8,047      4,199         33     16,994     15,384
 
Changes from:       December 24, 2013                                Total Change is:       109
       430        320         49       -225        -91         38       -101       -625        -78       -701       -318          0        697        814
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       64.5        0.3       12.0        6.7        0.6       38.4       11.2        0.4        6.7        3.5        0.0       14.2       12.9
 
Number of Traders in Each Category                                    Total Traders:        98
        19         13          .         10          .          4         25         16          .          5          8          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 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   700,432
Positions
    48,352    229,061     12,322    316,962     99,913     35,694    108,808    161,711     21,000     46,304     61,935      6,134    104,857     72,661
 
Changes from:       December 24, 2013                                Total Change is:    15,649
       681     -7,852      3,960       -620     -3,731        564      1,537      4,409      3,967       -651      6,958      1,788      4,423      5,585
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       32.7        1.8       45.3       14.3        5.1       15.5       23.1        3.0        6.6        8.8        0.9       15.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       542
        39         32         18        114         53         63        105         90         65         47         61         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   142,559
Positions
     9,918     72,989        445     56,622     23,661      1,094      8,029      8,612        722      7,754     12,128        439     57,536     22,469
 
Changes from:       December 24, 2013                                Total Change is:     7,803
     5,089      1,664          0     -2,061         47         41       -884      3,672        146        256      3,057          1      5,215       -825
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       51.2        0.3       39.7       16.6        0.8        5.6        6.0        0.5        5.4        8.5        0.3       40.4       15.8
 
Number of Traders in Each Category                                    Total Traders:        79
         5         12          .         16          8          8         12         15          5          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 2,789,364
Positions
   226,679    814,872     24,872  1,309,577    389,137    165,125    519,279    780,883     86,003    202,913    259,198     18,313    236,603    250,961
 
Changes from:       December 24, 2013                                Total Change is:    39,232
    -3,489    -29,028      1,249      7,073    -19,022      2,748     14,950      6,532     16,259        116     24,158      4,284     -3,958     32,052
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       29.2        0.9       46.9       14.0        5.9       18.6       28.0        3.1        7.3        9.3        0.7        8.5        9.0
 
Number of Traders in Each Category                                    Total Traders:       524
        40         30         15        107         49         58        105         89         52         45         58         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   100,412
Positions
     2,882     52,162         56     55,264     32,264      2,259     27,438      6,395        895        880      2,936          0     10,738      3,445
 
Changes from:       December 24, 2013                                Total Change is:      -388
      -145      1,000        -34       -184       -704       -394        202       -496        104          2          8          0         61        128
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       51.9        0.1       55.0       32.1        2.2       27.3        6.4        0.9        0.9        2.9        0.0       10.7        3.4
 
Number of Traders in Each Category                                    Total Traders:        89
         4         12          .         37         10         15         14          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    83,927
Positions
    12,673     67,971        124     38,510      3,535        923     24,246      6,080         90      1,637      1,795         10      5,715      3,399
 
Changes from:       December 24, 2013                                Total Change is:     1,223
     1,351      1,023          4        977          7        -55       -689         49       -187       -161        176          7        -25        198
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       81.0        0.1       45.9        4.2        1.1       28.9        7.2        0.1        2.0        2.1        0.0        6.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       202
        19         20          .         39         12          9         57         27          .         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   419,637
Positions
    63,364    339,856        619    192,552     17,677      4,613    121,231     30,400        449      8,186      8,977         49     28,574     16,997
 
Changes from:       December 24, 2013                                Total Change is:     6,114
     6,756      5,115         19      4,885         34       -274     -3,445        247       -935       -804        880         36       -124        992
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       81.0        0.1       45.9        4.2        1.1       28.9        7.2        0.1        2.0        2.1        0.0        6.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       202
        19         20          .         39         12          9         57         27          .         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   296,433
Positions
    25,368     93,069      6,433    149,140     87,372     14,107     63,394     70,709      6,434     10,446      6,013          7     21,104     12,289
 
Changes from:       December 24, 2013                                Total Change is:     3,291
       631      4,299        455       -342       -381        367      3,897      1,114       -953          4       -323          0       -768     -1,287
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       31.4        2.2       50.3       29.5        4.8       21.4       23.9        2.2        3.5        2.0        0.0        7.1        4.1
 
Number of Traders in Each Category                                    Total Traders:       244
        20         15          4         55         35         22         49         47         12         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    75,705
Positions
     6,441     44,938          0     33,871        432        457     16,830     14,960          0      7,020      7,538          0     11,086      7,380
 
Changes from:       December 24, 2013                                Total Change is:       786
       151      1,533          0        111        310        -88        108       -212         -1        761        547          0       -256     -1,303
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       59.4        0.0       44.7        0.6        0.6       22.2       19.8        0.0        9.3       10.0        0.0       14.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        87
         7          8          0         20          .          .         20         10          0         11         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   106,288
Positions
    30,005     11,529        670     11,680      6,205        925     43,135      8,973        249      8,667      6,757          0     10,957     70,980
 
Changes from:       December 24, 2013                                Total Change is:     3,284
     3,669       -954         50      1,291    -10,443         71     -1,273      1,291       -234        730        450          0     -1,020     13,053
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       10.8        0.6       11.0        5.8        0.9       40.6        8.4        0.2        8.2        6.4        0.0       10.3       66.8
 
Number of Traders in Each Category                                    Total Traders:        88
        19          6          4         10          .          .         30          4          .         14          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    90,355
Positions
     2,306     58,592      2,192     48,640     12,609      3,963     21,759      4,887      3,882        975        886          0      6,638      3,344
 
Changes from:       December 24, 2013                                Total Change is:       -16
       681       -207        325       -243        -25        514     -1,876     -1,765        354       -105         11          0        334        777
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       64.8        2.4       53.8       14.0        4.4       24.1        5.4        4.3        1.1        1.0        0.0        7.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        85
         4          8          .         33         14         12         14          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   238,633
Positions
    15,692     97,245      2,824     89,529     38,129     46,935     46,645     38,411      1,528     20,730      7,689        633     14,117      5,239
 
Changes from:       December 24, 2013                                Total Change is:    10,862
      -342      2,373       -555      6,392     -2,477      2,932      1,111     10,267         57        623       -968         35        609       -802
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       40.8        1.2       37.5       16.0       19.7       19.5       16.1        0.6        8.7        3.2        0.3        5.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       184
        15         24          .         48         22         26         26         22         11         21          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   648,059
Positions
     7,286     62,702      2,043    304,126    127,897    118,905     68,355    127,497     10,327     25,036     24,268      2,309    109,672    172,111
 
Changes from:       December 24, 2013                                Total Change is:    18,045
    -3,755    -12,651       -337     27,197      8,280     -2,227     -6,787     24,231       -485      9,042     -4,766      1,106     -5,709      4,894
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        9.7        0.3       46.9       19.7       18.3       10.5       19.7        1.6        3.9        3.7        0.4       16.9       26.6
 
Number of Traders in Each Category                                    Total Traders:       160
         6         12          .         34         37         37         23         35         14          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   452,154
Positions
    19,313    106,991        615    278,868     24,078     46,973     20,481    161,278      1,529     10,998     20,415         10     73,367     90,265
 
Changes from:       December 24, 2013                                Total Change is:    -1,947
         0     -1,868     -1,646      3,198      1,160         48       -413     -5,566       -768        353      2,205         10     -2,729      4,478
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       23.7        0.1       61.7        5.3       10.4        4.5       35.7        0.3        2.4        4.5        0.0       16.2       20.0
 
Number of Traders in Each Category                                    Total Traders:        83
         .         10          4         33          7         20          4         19          5          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   760,802
Positions
    99,542     41,094     15,193    228,359    250,869     55,385    146,447    193,240     29,783     65,725     51,915     23,087     97,281    100,236
 
Changes from:       December 24, 2013                                Total Change is:   -42,505
    18,907     -1,940       -495    -16,538     14,519     -1,861    -28,861    -40,500     -7,768     -1,376        633     -3,043     -1,470     -2,050
 
Percent of Open Interest Represented by Each Category of Trader
      13.1        5.4        2.0       30.0       33.0        7.3       19.2       25.4        3.9        8.6        6.8        3.0       12.8       13.2
 
Number of Traders in Each Category                                    Total Traders:       196
        17         13          5         34         34         27         39         23         23         17         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    56,850
Positions
    14,641     24,365      7,773        297          0          0     26,779     17,366      4,391          2          0      1,495      1,472      1,460
 
Changes from:       December 24, 2013                                Total Change is:     2,119
       804        -46        136         68          0          0        135      1,016       -192          0          0          0      1,168      1,205
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       42.9       13.7        0.5        0.0        0.0       47.1       30.5        7.7        0.0        0.0        2.6        2.6        2.6
 
Number of Traders in Each Category                                    Total Traders:        42
         6         10         10          .          0          0          6         18         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 2,211,389
Positions
   182,452    139,306     45,577    623,514    856,737    231,402    568,548    257,454     92,974    220,491     98,024     30,828    215,603    459,087
 
Changes from:       December 24, 2013                                Total Change is:    47,461
    -3,062     -6,116     -2,449     -8,841    -40,645     15,448    -39,055     45,117     12,549     66,374     -4,651       -782      7,279     28,990
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        6.3        2.1       28.2       38.7       10.5       25.7       11.6        4.2       10.0        4.4        1.4        9.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       300
        20         27          9         34         68         55         39         65         36         17         30          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 1,873,458
Positions
   157,911    172,694     28,891    688,110    642,088    184,794    471,745    301,969     23,547    137,564    150,679     11,729    169,167    357,067
 
Changes from:       December 24, 2013                                Total Change is:    -3,864
    29,064    -17,399      2,341     -3,187     -8,793      3,280    -14,516     -4,580     -3,235      2,554      2,343      1,673    -21,838     20,506
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        9.2        1.5       36.7       34.3        9.9       25.2       16.1        1.3        7.3        8.0        0.6        9.0       19.1
 
Number of Traders in Each Category                                    Total Traders:       242
        14         23          6         31         54         39         35         48         20         11         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   305,091
Positions
   121,154     80,609     86,168        652          0        943     26,253     36,541     33,757          0     11,155      8,981     27,183     46,937
 
Changes from:       December 24, 2013                                Total Change is:    -1,829
    -3,451     -5,985      1,896          0          0          0        -53      1,027      1,268          0        560       -206     -1,283       -389
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       26.4       28.2        0.2        0.0        0.3        8.6       12.0       11.1        0.0        3.7        2.9        8.9       15.4
 
Number of Traders in Each Category                                    Total Traders:        63
        17         17         23          .          0          .          9          9         13          0          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 is10,154,610
Positions
   726,360  2,130,609  2,163,398  3,060,951  1,073,750    204,124    677,017    696,245  1,991,171    260,284    513,657    271,580    799,725  1,110,076
 
Changes from:       December 24, 2013                                Total Change is:  -119,521
   -60,668    -62,193     47,312     42,508     53,714     -1,912    -28,380     39,774    -73,326      7,730    -28,102    -20,817    -31,968    -73,971
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       21.0       21.3       30.1       10.6        2.0        6.7        6.9       19.6        2.6        5.1        2.7        7.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       250
        31         41         68         12         15         20         46         53         80         10         28         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    51,890
Positions
    41,709      1,092          0      1,690     13,041      5,356      2,186     18,005          0        900     14,266          0         49        130
 
Changes from:       December 24, 2013                                Total Change is:     2,145
     3,788         34          0        485        732          0     -3,043     -2,123          0        900      3,497          0         15          5
 
Percent of Open Interest Represented by Each Category of Trader
      80.4        2.1        0.0        3.3       25.1       10.3        4.2       34.7        0.0        1.7       27.5        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        48
         7          .          0          .         12          .          .         11          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    34,001
Positions
    29,316        170          0          0     10,719      4,493        187      2,809          0          0     15,741          0          5         69
 
Changes from:       December 24, 2013                                Total Change is:     3,755
     4,579       -144          0          0        596         -2       -826        -78          0          0      3,384          0          4         -1
 
Percent of Open Interest Represented by Each Category of Trader
      86.2        0.5        0.0        0.0       31.5       13.2        0.5        8.3        0.0        0.0       46.3        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        35
         7          .          0          0         10          .          .          9          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    43,644
Positions
     9,563      2,518        819      5,932      4,013        464      7,916     30,588        958     11,544      1,803          0      6,448      2,481
 
Changes from:       December 24, 2013                                Total Change is:        37
    -1,415          6          0         32      1,220        -40      1,953     -2,285         -6         -3      1,276          0       -484       -134
 
Percent of Open Interest Represented by Each Category of Trader
      21.9        5.8        1.9       13.6        9.2        1.1       18.1       70.1        2.2       26.5        4.1        0.0       14.8        5.7
 
Number of Traders in Each Category                                    Total Traders:       138
         7          .          .         11          5          .         23         29          7         54          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   349,696
Positions
    73,819     28,233     35,629     51,525     24,528     16,761     57,256    131,803     45,065     12,619      7,008     37,758     19,264     22,911
 
Changes from:       December 24, 2013                                Total Change is:    -4,577
     1,838     -2,890     -1,008      3,556        644     -1,974      1,638      1,220     -1,135     -5,485      2,103     -2,100         93        563
 
Percent of Open Interest Represented by Each Category of Trader
      21.1        8.1       10.2       14.7        7.0        4.8       16.4       37.7       12.9        3.6        2.0       10.8        5.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       155
        21         10         22          9         13         11         29         33         32         14         13         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated January 6, 2014