`Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   133,665
Positions
    44,438     17,123      4,461     14,852     17,082        333     25,466     44,027      7,227      6,626      6,445      2,028     28,233     34,937
 
Changes from:       November 12, 2013                                Total Change is:     3,592
      -177        211        652        612        -90          6      2,205      3,376       -278        185       -273       -831      1,219        818
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       12.8        3.3       11.1       12.8        0.2       19.1       32.9        5.4        5.0        4.8        1.5       21.1       26.1
 
Number of Traders in Each Category                                    Total Traders:        84
         6         11          7          6          6          .         15         28         12          8          4          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    44,878
Positions
    17,970     20,271      1,662          0      1,706          0      8,967      5,066      1,937        511      3,655          0     13,831     10,581
 
Changes from:       November 12, 2013                                Total Change is:    -2,591
      -900     -1,401       -223          0        -45          0       -894     -1,569         84       -477       -298          0       -180        861
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       45.2        3.7        0.0        3.8        0.0       20.0       11.3        4.3        1.1        8.1        0.0       30.8       23.6
 
Number of Traders in Each Category                                    Total Traders:        41
        11          8          4          0          .          0         12          4          7          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   206,107
Positions
    21,070     67,478      8,042     23,743     27,666      1,556     94,467     40,163     15,486      4,754     17,014      2,877     34,112     25,825
 
Changes from:       November 12, 2013                                Total Change is:    10,331
     5,311      2,209     -2,754        444       -531        189      7,743      3,419        109       -365      8,771        -73       -274     -1,009
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       32.7        3.9       11.5       13.4        0.8       45.8       19.5        7.5        2.3        8.3        1.4       16.6       12.5
 
Number of Traders in Each Category                                    Total Traders:       125
         7         12          9          9         16          7         34         29         28          5         13          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   256,952
Positions
   126,849      5,746     14,073     22,480     15,058      3,832     36,003    112,881     22,664     10,745     17,559      5,473     14,833     59,666
 
Changes from:       November 12, 2013                                Total Change is:    23,098
    17,621        772      2,751       -817      1,153        832      1,656     15,157      1,247       -601         74      1,437     -1,030       -326
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        2.2        5.5        8.7        5.9        1.5       14.0       43.9        8.8        4.2        6.8        2.1        5.8       23.2
 
Number of Traders in Each Category                                    Total Traders:       152
        12          8          8          9         16          7         25         49         25          9         24         14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   316,727
Positions
    45,666     43,068     21,459     38,958     57,978      6,142     76,225     43,975     58,107     19,886     14,128      8,011     42,272     63,859
 
Changes from:       November 12, 2013                                Total Change is:     2,965
     8,607        686     -2,513        340      2,005        -23       -464      4,162     -2,374        155      2,741       -232       -530     -1,488
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       13.6        6.8       12.3       18.3        1.9       24.1       13.9       18.3        6.3        4.5        2.5       13.3       20.2
 
Number of Traders in Each Category                                    Total Traders:       197
        16         20         15         14         24         16         38         37         37         20         28         16
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,462
Positions
    78,729      7,812     10,066          0     35,497      1,233     21,009     49,547      8,522     13,117     10,202      2,927     21,859     31,656
 
Changes from:       November 12, 2013                                Total Change is:    -2,159
     2,331     -1,300        729       -534       -219         83     -1,511       -931     -1,406     -1,507     -1,355        151       -495      2,090
 
Percent of Open Interest Represented by Each Category of Trader
      50.0        5.0        6.4        0.0       22.5        0.8       13.3       31.5        5.4        8.3        6.5        1.9       13.9       20.1
 
Number of Traders in Each Category                                    Total Traders:        94
        13          6          7          0         10          6         19         33         19          .         10          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,635
Positions
    16,365     26,117     10,327      2,078          0          0      6,276        260      3,205      1,651          0      2,184        549        542
 
Changes from:       November 12, 2013                                Total Change is:     2,346
     2,673      2,705          0         35          0          0       -423       -373         -1          0          0          0         62         15
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       61.3       24.2        4.9        0.0        0.0       14.7        0.6        7.5        3.9        0.0        5.1        1.3        1.3
 
Number of Traders in Each Category                                    Total Traders:        25
         6         11          9          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   130,124
Positions
    41,699     52,644          2     38,910        451          0     32,816     64,042      1,701      8,501      8,858          0      6,494      2,425
 
Changes from:       November 12, 2013                                Total Change is:     7,926
      -216      1,393          1         -8       -330          0      8,495      7,107       -342       -754      1,678          0        749     -1,582
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       40.5        0.0       29.9        0.3        0.0       25.2       49.2        1.3        6.5        6.8        0.0        5.0        1.9
 
Number of Traders in Each Category                                    Total Traders:        95
         4         10          .          5          .          0         31         29          6          6          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    24,450
Positions
     1,616     14,616          2        832        207          0     17,649      6,534        113        751        624          0      3,487      2,354
 
Changes from:       November 12, 2013                                Total Change is:     2,454
       155      1,823         -2       -175          0          0      2,239        149        -37        190        312          0         84        209
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       59.8        0.0        3.4        0.8        0.0       72.2       26.7        0.5        3.1        2.6        0.0       14.3        9.6
 
Number of Traders in Each Category                                    Total Traders:        53
         4          6          .          4          .          0         19         12          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    81,194
Positions
    15,754     42,530      4,308      5,888      4,168        441     30,385      6,861      7,662      5,346      2,502      1,446      9,965     11,277
 
Changes from:       November 12, 2013                                Total Change is:       668
       294     -2,821        299       -496       -107        -74        -60      1,223         11         17        898       -100        776      1,338
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       52.4        5.3        7.3        5.1        0.5       37.4        8.5        9.4        6.6        3.1        1.8       12.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       114
        21         15          6          8          .          .         29         18         16          8         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    14,011
Positions
     7,231      7,999        300        990          0          0      1,931      4,968          2      2,097          0          0      1,461        743
 
Changes from:       November 12, 2013                                Total Change is:        70
         0          0          0          0          0          0        -95          0         -0          0          0          0        165         70
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       57.1        2.1        7.1        0.0        0.0       13.8       35.5        0.0       15.0        0.0        0.0       10.4        5.3
 
Number of Traders in Each Category                                    Total Traders:        22
         4          5          .          .          0          0          6          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   134,365
Positions
    24,215     76,231        847      9,795      8,336        881     70,065     16,943      2,163      7,633      6,139      1,756     17,008     21,068
 
Changes from:       November 12, 2013                                Total Change is:     1,197
     1,107     -5,123         79       -991       -214       -147       -120      2,257        212         -5      1,757       -161      1,223      2,537
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       56.7        0.6        7.3        6.2        0.7       52.1       12.6        1.6        5.7        4.6        1.3       12.7       15.7
 
Number of Traders in Each Category                                    Total Traders:       109
        18         16          6          7          .          .         27         21         11          6         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   934,469
Positions
    34,760    200,523     43,612    308,714    113,173     44,478    119,577    163,228    185,033     42,794     56,876     33,768    121,732     93,777
 
Changes from:       November 12, 2013                                Total Change is:    -7,916
     2,422        328      1,007        573        942     -1,217        -14      2,814    -16,510      1,420      1,895        245      4,159      2,581
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       21.5        4.7       33.0       12.1        4.8       12.8       17.5       19.8        4.6        6.1        3.6       13.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       615
        33         40         34        112         62         76        103        113        107         75         77         66
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   230,677
Positions
    18,985     62,572      5,335     64,444     28,252      3,018     15,951     33,784     42,815     14,751      7,284      8,335     57,043     39,283
 
Changes from:       November 12, 2013                                Total Change is:    -1,069
       667     -2,357       -202        186     -1,153        -22      2,840      2,844     -3,815        683        -78       -744       -662      4,457
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       27.1        2.3       27.9       12.2        1.3        6.9       14.6       18.6        6.4        3.2        3.6       24.7       17.0
 
Number of Traders in Each Category                                    Total Traders:       103
         7         14          6         15         11         12         18         19         34         14          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 3,518,957
Positions
   170,634    781,513     99,628  1,237,668    440,927    190,981    648,093    777,182    581,129    180,312    288,059     87,068    323,443    272,469
 
Changes from:       November 12, 2013                                Total Change is:   -34,236
    18,604     23,254     -3,785      1,037      9,578     -5,083    -12,649      1,472    -65,098      6,558     12,736      2,070     24,109     -9,381
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       22.2        2.8       35.2       12.5        5.4       18.4       22.1       16.5        5.1        8.2        2.5        9.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       591
        37         36         31        108         58         68        103        107        102         68         74         57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   108,128
Positions
     2,528     55,881         29     62,722     37,168      1,881     28,562      6,068        753        892      2,866          0     10,761      3,483
 
Changes from:       November 12, 2013                                Total Change is:       -54
    -1,110        247         -6      1,154       -596         50        308        552       -147          0        -22          0       -303       -131
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       51.7        0.0       58.0       34.4        1.7       26.4        5.6        0.7        0.8        2.7        0.0       10.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        95
         .         14          .         39         10         15         17          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    82,580
Positions
     4,021     63,262        461     37,714      3,628        736     28,267      4,624      1,546      2,452      2,264      1,214      6,168      4,845
 
Changes from:       November 12, 2013                                Total Change is:      -342
     1,211      1,087       -230       -705       -104        162       -544     -1,901       -161        -20        240        -28        -27        592
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       76.6        0.6       45.7        4.4        0.9       34.2        5.6        1.9        3.0        2.7        1.5        7.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       218
        22         20          9         32         13          7         66         23         16         22         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   412,899
Positions
    20,106    316,308      2,304    188,572     18,138      3,681    141,335     23,120      7,730     12,261     11,321      6,070     30,839     24,227
 
Changes from:       November 12, 2013                                Total Change is:    -1,712
     6,054      5,437     -1,148     -3,527       -522        812     -2,721     -9,507       -804       -102      1,199       -141       -135      2,962
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       76.6        0.6       45.7        4.4        0.9       34.2        5.6        1.9        3.0        2.7        1.5        7.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       218
        22         20          9         32         13          7         66         23         16         22         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   348,656
Positions
    49,324    113,167     25,138    157,869     90,881     16,705     58,675     66,812     10,058      7,455      7,182        475     22,958     18,238
 
Changes from:       November 12, 2013                                Total Change is:    -5,384
    -6,386     -4,741      1,191      3,243       -769     -1,020     -4,378     -2,743        958        812       -707       -256        452      2,703
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       32.5        7.2       45.3       26.1        4.8       16.8       19.2        2.9        2.1        2.1        0.1        6.6        5.2
 
Number of Traders in Each Category                                    Total Traders:       241
        16         17          5         55         33         23         48         42         16         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    64,856
Positions
     5,024     44,885        392     31,058        453        441      9,986      8,600          0      5,757      2,832        200     11,998      7,053
 
Changes from:       November 12, 2013                                Total Change is:     3,396
     1,383          0        233      3,980         15         10       -204        245          0     -2,484        -43        200        278      2,736
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       69.2        0.6       47.9        0.7        0.7       15.4       13.3        0.0        8.9        4.4        0.3       18.5       10.9
 
Number of Traders in Each Category                                    Total Traders:        76
         9          8          .         21          .          .         18          8          0          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    84,742
Positions
    24,107      8,301        901     12,018      1,112        578     27,280      7,209      1,601      7,723      3,718        367     10,167     60,955
 
Changes from:       November 12, 2013                                Total Change is:     3,919
    -3,816      1,515       -140        -74        358        -14      6,844      2,526        830        910      1,755        -33       -588     -2,878
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        9.8        1.1       14.2        1.3        0.7       32.2        8.5        1.9        9.1        4.4        0.4       12.0       71.9
 
Number of Traders in Each Category                                    Total Traders:        94
        19         11          4         10          .          .         28          9          8          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    88,814
Positions
     2,448     56,070      1,650     43,131     15,838      4,185     26,867      3,523      3,662        439      1,163          0      6,432      2,723
 
Changes from:       November 12, 2013                                Total Change is:     1,552
       191      1,643         21      1,506     -1,350        129        177        -44         13        175        538          0       -660        602
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       63.1        1.9       48.6       17.8        4.7       30.3        4.0        4.1        0.5        1.3        0.0        7.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        87
         5         12          .         35         14         16         14          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   244,792
Positions
    11,618    117,243      5,631    100,587     26,550     41,222     46,027     40,831      1,196     22,376      5,695        618     15,517      5,806
 
Changes from:       November 12, 2013                                Total Change is:    -8,449
      -624    -16,545        903    -10,495      2,480      1,060     -3,213      2,163        -16      3,268        341        -89        757      1,254
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       47.9        2.3       41.1       10.8       16.8       18.8       16.7        0.5        9.1        2.3        0.3        6.3        2.4
 
Number of Traders in Each Category                                    Total Traders:       177
        14         21          6         52         22         24         26         16         10         21          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   828,248
Positions
    18,617     79,548     46,652    301,770    124,738    113,780     80,353    139,199     77,856     20,828     33,872     20,350    148,041    192,252
 
Changes from:       November 12, 2013                                Total Change is:    30,193
     3,576      1,648     11,881     -8,784     -5,320     -3,161     13,915     10,311      8,954      1,758      2,925      3,102     -1,049       -147
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.6        5.6       36.4       15.1       13.7        9.7       16.8        9.4        2.5        4.1        2.5       17.9       23.2
 
Number of Traders in Each Category                                    Total Traders:       173
        10         15         20         31         39         37         20         35         37          8         13         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   457,091
Positions
    23,015    112,266     13,970    250,881     14,965     51,523     16,633    140,689      3,273      9,013     16,311          0     88,783    104,093
 
Changes from:       November 12, 2013                                Total Change is:    30,866
     3,320     12,710      5,717     13,423       -407     -4,285        -17      7,589      1,812         -6      1,479         -0     10,902      6,250
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       24.6        3.1       54.9        3.3       11.3        3.6       30.8        0.7        2.0        3.6        0.0       19.4       22.8
 
Number of Traders in Each Category                                    Total Traders:        81
         4         12          8         34          5         19          .         15          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 1,050,283
Positions
   118,305     83,598     46,309    266,443    228,232     60,001    293,402    352,365     77,192     39,121     62,256     34,762    114,749    105,568
 
Changes from:       November 12, 2013                                Total Change is:    44,002
     9,860      1,606      9,723     -2,405    -36,743      1,785    -10,518     32,658     26,028        168        300      5,431      3,930      3,213
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        8.0        4.4       25.4       21.7        5.7       27.9       33.5        7.3        3.7        5.9        3.3       10.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       214
        10         22         15         34         33         29         41         36         39         13         23          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    57,306
Positions
    11,062     38,340      4,123        517          0          0     34,053      7,341      6,122         40          0      1,375         14          5
 
Changes from:       November 12, 2013                                Total Change is:    10,339
     2,523      8,978        459        517          0          0      4,914       -903      1,827         40          0         68         -9        -90
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       66.9        7.2        0.9        0.0        0.0       59.4       12.8       10.7        0.1        0.0        2.4        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        39
         .         13          8          .          0          0          7         13         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 2,948,937
Positions
   155,945    166,471    307,180    703,349    849,020    361,054    599,632    207,293    363,836     74,037    145,132     93,198    290,706    455,753
 
Changes from:       November 12, 2013                                Total Change is:    11,518
   -33,418     27,672     12,532     -8,177     40,537     -4,884     74,900    -12,072    -12,619     22,600      1,732    -16,941    -22,477    -24,439
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        5.6       10.4       23.9       28.8       12.2       20.3        7.0       12.3        2.5        4.9        3.2        9.9       15.5
 
Number of Traders in Each Category                                    Total Traders:       327
        20         38         49         30         74         68         55         56         83         22         32         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 2,315,005
Positions
   232,711    232,098    120,040    686,508    573,857    199,995    450,350    441,444    262,962     78,852    132,984     36,204    247,384    315,421
 
Changes from:       November 12, 2013                                Total Change is:   106,159
    61,321     34,507     17,699      6,813     42,957     25,188    -12,459      8,697     -4,784       -725       -186     -4,277     17,384    -13,641
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       10.0        5.2       29.7       24.8        8.6       19.5       19.1       11.4        3.4        5.7        1.6       10.7       13.6
 
Number of Traders in Each Category                                    Total Traders:       252
        17         31         27         32         46         37         42         51         56         13         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   295,023
Positions
   102,710     81,421     79,983      1,516          0      1,335     25,167     25,060     45,561      1,291      8,918     12,626     24,834     40,119
 
Changes from:       November 12, 2013                                Total Change is:     8,261
     6,280     11,514        722         75          0        -77      1,027        121      2,074        515       -226       -151     -2,203     -5,715
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       27.6       27.1        0.5        0.0        0.5        8.5        8.5       15.4        0.4        3.0        4.3        8.4       13.6
 
Number of Traders in Each Category                                    Total Traders:        71
        16         24         26          .          0          .         12          9         17          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is16,559,420
Positions
 1,029,225  3,221,519  3,126,304  2,558,911    446,045    278,565    907,086    571,668  6,105,771    309,798    341,516  1,284,903    958,857  1,183,128
 
Changes from:       November 12, 2013                                Total Change is:  -472,122
    28,596     85,091   -264,118    148,310      5,139    -13,364      5,615     66,405   -309,071      3,756     23,197    -27,886    -43,960    -37,515
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       19.5       18.9       15.5        2.7        1.7        5.5        3.5       36.9        1.9        2.1        7.8        5.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       278
        25         62         83          8         21         22         50         65         96         17         21         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    42,374
Positions
    31,587        870          0        259      6,449      9,032      1,432     17,118          9          0      8,812          0         55         84
 
Changes from:       November 12, 2013                                Total Change is:     1,817
       388        212          0        100         88         -4      1,342      1,499          9          0         13          0        -18          0
 
Percent of Open Interest Represented by Each Category of Trader
      74.5        2.1        0.0        0.6       15.2       21.3        3.4       40.4        0.0        0.0       20.8        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        41
         8          .          0          .          8          .          .         10          .          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    29,049
Positions
    26,841      3,196      1,075          0     12,475         22      1,110      1,904          0          0     10,323          0          1         54
 
Changes from:       November 12, 2013                                Total Change is:    -1,159
       488     -5,548         75          0      4,186          0     -1,709         26          0          0         85          0        -13         17
 
Percent of Open Interest Represented by Each Category of Trader
      92.4       11.0        3.7        0.0       42.9        0.1        3.8        6.6        0.0        0.0       35.5        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         8          .          .          0         10          .          6          5          0          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    44,887
Positions
     9,624      9,616      1,608      5,264      2,021        473     10,851     26,646      2,076      8,473        714         97      6,421      1,637
 
Changes from:       November 12, 2013                                Total Change is:     1,860
      -209         81       -143       -209       -216        134      2,903      1,683        110       -393        358         23       -356       -169
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       21.4        3.6       11.7        4.5        1.1       24.2       59.4        4.6       18.9        1.6        0.2       14.3        3.6
 
Number of Traders in Each Category                                    Total Traders:       120
         6          .          .          9          5          .         26         19         12         47          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   439,641
Positions
    93,011     35,668     51,636     69,310     23,686     16,676     64,458    149,716     56,154      3,988     17,497     61,207     23,201     27,401
 
Changes from:       November 12, 2013                                Total Change is:    31,917
     6,717        894      9,253      3,041      1,055       -421     11,187     14,949     -5,966     -1,512      2,386      9,515        103        252
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        8.1       11.7       15.8        5.4        3.8       14.7       34.1       12.8        0.9        4.0       13.9        5.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       192
        19         12         26          9         12         12         35         52         51         14         23         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     7,603
Positions
       212      1,405          0      1,709          0          0      4,769      5,084        782          0        328          0        131          4
 
Changes from:       November 12, 2013                                Total Change is:       182
        -7          0          0         55          0          0        135        184          0          0         -2          0         -1          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       18.5        0.0       22.5        0.0        0.0       62.7       66.9       10.3        0.0        4.3        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          0          0          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 22, 2013