Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   143,241
Positions
    57,461      5,963      7,530     15,562     19,797        124     26,804     61,408      4,381      8,863      6,882        280     22,236     36,876
 
Changes from:       August 27, 2013                                  Total Change is:     9,849
     8,340       -797      3,828          1        847         -2     -3,553      6,205       -530        350        471       -455      1,870        282
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        4.2        5.3       10.9       13.8        0.1       18.7       42.9        3.1        6.2        4.8        0.2       15.5       25.7
 
Number of Traders in Each Category                                    Total Traders:        92
        12          4          5          5          9          .         19         24         13         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    40,091
Positions
    11,265     15,415        431          0      2,382          0     14,360      7,483      1,459          0      2,281          0     12,576     10,640
 
Changes from:       August 27, 2013                                  Total Change is:    -1,591
       400     -1,950        266          0         30          0       -652     -1,683        992          0        660          0     -2,597         94
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       38.5        1.1        0.0        5.9        0.0       35.8       18.7        3.6        0.0        5.7        0.0       31.4       26.5
 
Number of Traders in Each Category                                    Total Traders:        39
         6          7          5          0          4          0         13          7          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   156,870
Positions
    57,951     21,737      5,368     15,375     27,940      1,135     40,874     57,836      4,885      7,624      9,359        505     23,153     28,105
 
Changes from:       August 27, 2013                                  Total Change is:     7,542
     1,576      4,347      3,610        279        549       -192      3,261        -90        459         49        943          0     -1,500     -2,084
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       13.9        3.4        9.8       17.8        0.7       26.1       36.9        3.1        4.9        6.0        0.3       14.8       17.9
 
Number of Traders in Each Category                                    Total Traders:       105
         9         13          7          4         18          4         24         22         12          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   178,360
Positions
    99,458     10,446      1,072     25,446     13,646      1,699     31,289     91,528      2,739      3,046     12,992        245     13,366     43,993
 
Changes from:       August 27, 2013                                  Total Change is:     2,772
     8,274     -3,536        284       -191     -1,401        -75      4,327      5,474       -284       -302        343       -241     -9,020      2,208
 
Percent of Open Interest Represented by Each Category of Trader
      55.8        5.9        0.6       14.3        7.7        1.0       17.5       51.3        1.5        1.7        7.3        0.1        7.5       24.7
 
Number of Traders in Each Category                                    Total Traders:       130
        13         10          4          6         15          .         30         41         13          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   244,563
Positions
    34,973     27,675     12,734     35,461     67,890      4,814     77,806     55,233     11,297     26,095      9,440      1,462     39,921     54,018
 
Changes from:       August 27, 2013                                  Total Change is:    -4,109
     7,364    -21,964      7,943       -273      2,094         76    -15,574      4,389      6,561        909     -1,977       -160    -10,955     -1,071
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       11.3        5.2       14.5       27.8        2.0       31.8       22.6        4.6       10.7        3.9        0.6       16.3       22.1
 
Number of Traders in Each Category                                    Total Traders:       179
        17         16         12         13         26         12         30         44         19         17         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   189,334
Positions
   122,752     21,310      1,625        667     37,483      1,027     36,945     79,430      2,143      5,555     10,828      1,603     17,017     33,885
 
Changes from:       August 27, 2013                                  Total Change is:     2,670
      -700      1,273        691         48       -111        -31        374      1,410        669       -663     -1,247        -79      2,361         95
 
Percent of Open Interest Represented by Each Category of Trader
      64.8       11.3        0.9        0.4       19.8        0.5       19.5       42.0        1.1        2.9        5.7        0.8        9.0       17.9
 
Number of Traders in Each Category                                    Total Traders:        95
        12          8          7          .          9          .         17         32         10          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,506
Positions
    16,340     20,975     14,207          0      1,314          0      5,131         20      3,319      1,380          0      2,855        274        816
 
Changes from:       August 27, 2013                                  Total Change is:      -692
       356       -732      1,353          0        -41          0     -2,463     -1,298         11          1          0          0         50         15
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       48.2       32.7        0.0        3.0        0.0       11.8        0.0        7.6        3.2        0.0        6.6        0.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        25
         8         10         12          0          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   107,974
Positions
    32,264     33,376        706     30,973        819          0     25,646     57,106      3,724      9,530      7,795          0      5,131      4,448
 
Changes from:       August 27, 2013                                  Total Change is:    -1,487
     6,386         96          0       -459       -108          0     -8,953     -2,083      1,521        941     -1,637       -540       -383      1,264
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       30.9        0.7       28.7        0.8        0.0       23.8       52.9        3.4        8.8        7.2        0.0        4.8        4.1
 
Number of Traders in Each Category                                    Total Traders:        97
         4         10          .          4          .          0         26         34          7         10          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    22,287
Positions
     7,147     10,111      3,845          0      2,300          0      1,093      1,911        142      9,232      3,055          0        828        923
 
Changes from:       August 27, 2013                                  Total Change is:    -4,655
    -3,981     -2,959       -580          0       -659          0        136       -522          5          0          0          0       -235         60
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       45.4       17.3        0.0       10.3        0.0        4.9        8.6        0.6       41.4       13.7        0.0        3.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          4          .          0          .          0          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    13,105
Positions
     5,217      1,426         10        585        265          0      4,492      6,915         48        659      1,267          0      2,094      3,174
 
Changes from:       August 27, 2013                                  Total Change is:       912
     2,712        117         -7        207        -51          0     -1,223       -353       -319       -253        702          0       -205        823
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       10.9        0.1        4.5        2.0        0.0       34.3       52.8        0.4        5.0        9.7        0.0       16.0       24.2
 
Number of Traders in Each Category                                    Total Traders:        45
         5          4          .          .          .          0          6         17          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,019
Positions
    14,276     32,434        133      5,954      1,122        375     14,778      4,566        447      5,010        250          2      8,047      9,693
 
Changes from:       August 27, 2013                                  Total Change is:    -2,514
       462     -5,063         -9        -32        -10         85     -2,916       -464        -49         51        -24         -7       -100      3,026
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       66.2        0.3       12.1        2.3        0.8       30.1        9.3        0.9       10.2        0.5        0.0       16.4       19.8
 
Number of Traders in Each Category                                    Total Traders:        88
        19          9          .          6          .          .         22         15          7         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    98,038
Positions
    28,552     64,867        265     11,907      2,244        749     29,555      9,131        893     10,020        500          4     16,093     19,385
 
Changes from:       August 27, 2013                                  Total Change is:    -5,027
       924    -10,125        -18        -64        -20        170     -5,831       -927        -98        102        -47        -13       -199      6,051
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       66.2        0.3       12.1        2.3        0.8       30.1        9.3        0.9       10.2        0.5        0.0       16.4       19.8
 
Number of Traders in Each Category                                    Total Traders:        88
        19          9          .          6          .          .         22         15          7         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   789,961
Positions
    21,758    145,415     56,858    313,869    130,217     46,205     91,986    176,686     57,151     49,381     46,611      5,044    147,710    125,775
 
Changes from:       August 27, 2013                                  Total Change is:     9,173
    -3,284    -21,573     17,120     -7,660     -6,704     -2,347      3,647      8,252     -1,176     -8,679        758       -609     12,160     15,452
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       18.4        7.2       39.7       16.5        5.8       11.6       22.4        7.2        6.3        5.9        0.6       18.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       541
        30         41         27        106         57         63         85        112         78         48         61         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   192,654
Positions
    39,283     33,527        749     69,003     26,612      1,076     15,289     37,296      1,206     10,918     11,329      2,327     52,803     78,532
 
Changes from:       August 27, 2013                                  Total Change is:    11,260
    11,562     -3,394       -546     -1,986     -1,730         56      1,023      2,474         12       -244       -184        -20      1,403     14,592
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       17.4        0.4       35.8       13.8        0.6        7.9       19.4        0.6        5.7        5.9        1.2       27.4       40.8
 
Number of Traders in Each Category                                    Total Traders:        86
         7         10          6         16          7          7         16         17          7          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 2,986,537
Positions
   117,301    764,366     75,616  1,245,045    538,739    204,931    561,164    874,630    102,046    194,244    178,340     11,653    474,537    236,216
 
Changes from:       August 27, 2013                                  Total Change is:   -10,436
    -2,227    -18,894     16,329    -26,932    -23,432    -13,452     25,166     40,936    -17,985    -43,674      3,208     -1,445     53,784      4,299
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       25.6        2.5       41.7       18.0        6.9       18.8       29.3        3.4        6.5        6.0        0.4       15.9        7.9
 
Number of Traders in Each Category                                    Total Traders:       523
        32         38         23        100         56         57         82        111         69         47         56         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   102,828
Positions
     5,622     42,757        209     56,696     44,030      2,325     24,405      7,849      1,004      2,197      1,797          0     10,370      2,857
 
Changes from:       August 27, 2013                                  Total Change is:   -13,881
     1,685    -15,838         18    -11,890        236        -18     -2,457      2,108        216       -855         29          0       -580       -632
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       41.6        0.2       55.1       42.8        2.3       23.7        7.6        1.0        2.1        1.7        0.0       10.1        2.8
 
Number of Traders in Each Category                                    Total Traders:        96
         7         14          .         35         12         12         15          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    80,375
Positions
     2,302     54,197      3,226     32,606      4,760        801     28,099      5,231      1,757      2,482      4,879         50      9,052      5,474
 
Changes from:       August 27, 2013                                  Total Change is:    -3,468
      -191     -3,620        393     -2,432         69         -0       -598         -8       -262       -399        103          2         19       -144
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       67.4        4.0       40.6        5.9        1.0       35.0        6.5        2.2        3.1        6.1        0.1       11.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       215
        15         26         10         33         18          8         69         25         13         14         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    10,249
Positions
     3,327      9,297          0      1,503          0          0      1,623          0          0        404          0          0      3,392        952
 
Changes from:       August 27, 2013                                  Total Change is:        49
       368        368          0        229          0          0        121       -283          0       -229          0          0       -440        -36
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       90.7        0.0       14.7        0.0        0.0       15.8        0.0        0.0        3.9        0.0        0.0       33.1        9.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          7          0          .          0          0          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   350,631
Positions
     8,446    238,072      2,562    155,516     23,798      4,003    139,448     33,224      1,716     10,388     24,395        250     28,302     22,611
 
Changes from:       August 27, 2013                                  Total Change is:   -17,585
      -955    -18,101        127    -13,306        343         -1     -5,098       -130        195       -850        513         10      2,293       -541
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       67.9        0.7       44.4        6.8        1.1       39.8        9.5        0.5        3.0        7.0        0.1        8.1        6.4
 
Number of Traders in Each Category                                    Total Traders:       212
        15         25          4         32         18          8         66         28         10         13         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   341,453
Positions
    66,297     73,767     14,867    129,943    135,251     21,660     77,639     64,566      6,401      4,378      7,194        288     19,980     17,459
 
Changes from:       August 27, 2013                                  Total Change is:   -12,293
     5,891     -9,821       -430     -8,418      2,500     -1,447     -3,351     -1,704     -1,616     -1,325         60        -51     -1,546        216
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       21.6        4.4       38.1       39.6        6.3       22.7       18.9        1.9        1.3        2.1        0.1        5.9        5.1
 
Number of Traders in Each Category                                    Total Traders:       244
        22         13          .         56         36         23         50         42         15         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    55,604
Positions
     2,375     40,085          0     24,308          0        342     10,242      7,460      1,052      4,994        893        421     11,870      5,351
 
Changes from:       August 27, 2013                                  Total Change is:     1,825
    -1,015        -50       -197      1,779          0         77      1,082       -514        446        143        242         91       -581      1,730
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       72.1        0.0       43.7        0.0        0.6       18.4       13.4        1.9        9.0        1.6        0.8       21.3        9.6
 
Number of Traders in Each Category                                    Total Traders:        62
         4          8          0         18          0          .         14          6          4          7          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    59,419
Positions
    16,786      9,041        690     13,151     11,165        813     10,940      3,570      2,607      3,665      1,835          0     10,767     29,698
 
Changes from:       August 27, 2013                                  Total Change is:      -254
    -3,286     -2,615        -40      1,704        106         82        667        384        715        605        241          0       -701        873
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       15.2        1.2       22.1       18.8        1.4       18.4        6.0        4.4        6.2        3.1        0.0       18.1       50.0
 
Number of Traders in Each Category                                    Total Traders:        75
        14         11          .          9          4          .         17          9          8          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    80,533
Positions
       598     38,508      2,431     38,244     22,429      3,442     25,219      6,767      3,844        298        976          0      6,457      2,136
 
Changes from:       August 27, 2013                                  Total Change is:    -1,847
        30     -1,658          1        -48        244        132     -1,549        107         56          0       -496          0       -469       -233
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       47.8        3.0       47.5       27.9        4.3       31.3        8.4        4.8        0.4        1.2        0.0        8.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         30         18         12         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   248,619
Positions
    20,160     88,280     17,101     96,833     42,929     31,777     44,052     31,173     12,652     10,871     15,033        531     14,642      9,143
 
Changes from:       August 27, 2013                                  Total Change is:    11,122
       493     -8,504     12,437     -6,798      4,768        724      4,147         43      2,286     -1,150      1,656         20     -1,037     -2,308
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       35.5        6.9       38.9       17.3       12.8       17.7       12.5        5.1        4.4        6.0        0.2        5.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       169
        15         22          7         39         27         21         21         23         12         15          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   631,454
Positions
     3,082     63,673      8,523    283,343    114,912     91,656     47,843     93,694     40,262     41,459     47,437        336    114,950    170,961
 
Changes from:       August 27, 2013                                  Total Change is:   -55,203
       698    -16,409    -11,970      9,972     32,890      2,927    -11,365    -15,930    -23,026      3,685      1,579     -5,596    -20,528    -19,668
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       10.1        1.3       44.9       18.2       14.5        7.6       14.8        6.4        6.6        7.5        0.1       18.2       27.1
 
Number of Traders in Each Category                                    Total Traders:       151
         4         16          8         36         29         32         16         34         20          8          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   418,901
Positions
     4,664    110,743     15,684    248,585     14,123     41,432     14,033    136,708      8,377      9,749      9,855      2,604     73,773     79,375
 
Changes from:       August 27, 2013                                  Total Change is:    18,533
     2,632      8,070      8,912      5,245     -2,733      5,346     -2,189     -3,834     -2,483      1,334        652      2,604     -2,868      1,999
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       26.4        3.7       59.3        3.4        9.9        3.3       32.6        2.0        2.3        2.4        0.6       17.6       18.9
 
Number of Traders in Each Category                                    Total Traders:        72
         .         10          7         32          7         18          .         11          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   817,707
Positions
    89,494     72,177     12,398    219,940    295,770     60,898    195,395    126,590     50,934     69,627     52,391     28,627     90,394    117,922
 
Changes from:       August 27, 2013                                  Total Change is:   -73,960
    -9,965      2,200    -10,771      1,254    -23,672     -1,607     -6,788     -5,425    -32,656      1,889      2,617        144    -15,460     -4,790
 
Percent of Open Interest Represented by Each Category of Trader
      10.9        8.8        1.5       26.9       36.2        7.4       23.9       15.5        6.2        8.5        6.4        3.5       11.1       14.4
 
Number of Traders in Each Category                                    Total Traders:       195
        14         21         10         30         30         26         34         28         25         16         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    31,534
Positions
    12,998     14,008      6,620          0          0          0      5,381      4,325      6,096          0         30        367         72         88
 
Changes from:       August 27, 2013                                  Total Change is:    -8,306
    -4,292      2,077     -1,674     -1,175          0          0      1,977     -5,513     -3,081         -3          5        -51         -7        -69
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       44.4       21.0        0.0        0.0        0.0       17.1       13.7       19.3        0.0        0.1        1.2        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        35
         8          7          8          0          0          0         11          7          7          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 2,151,279
Positions
   157,220    120,597     55,809    678,942    835,964    232,884    609,298    235,397     71,180     80,000    132,526     26,808    239,138    440,114
 
Changes from:       August 27, 2013                                  Total Change is:  -110,329
      -365    -32,032    -66,857     66,913      7,973        968    -93,307     -2,603     -6,532     12,137      5,529     -3,805    -19,481    -12,970
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        5.6        2.6       31.6       38.9       10.8       28.3       10.9        3.3        3.7        6.2        1.2       11.1       20.5
 
Number of Traders in Each Category                                    Total Traders:       297
        29         30         28         24         70         49         40         64         48         12         28          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 1,581,220
Positions
   239,196     92,221     35,121    405,013    433,883    172,405    411,261    280,621     60,910     69,530    153,423      8,297    179,487    344,339
 
Changes from:       August 27, 2013                                  Total Change is:   -69,648
    -9,616      2,558    -28,531     28,199    -12,093     -2,977    -11,492    -11,693    -16,166    -12,228        745     -7,033     -9,804      5,542
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        5.8        2.2       25.6       27.4       10.9       26.0       17.7        3.9        4.4        9.7        0.5       11.4       21.8
 
Number of Traders in Each Category                                    Total Traders:       207
        18         17         14         31         42         36         31         39         30          7         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   271,512
Positions
    55,726     69,806     97,186      1,004          0      2,043     45,650     15,254     33,648         36      5,372     12,600     23,619     35,603
 
Changes from:       August 27, 2013                                  Total Change is:   -31,961
   -11,662    -18,365    -10,604          0          0          0     -3,676     -1,538     -3,017     -2,474        355        733     -1,261        475
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       25.7       35.8        0.4        0.0        0.8       16.8        5.6       12.4        0.0        2.0        4.6        8.7       13.1
 
Number of Traders in Each Category                                    Total Traders:        59
        13         15         21          .          0          .         16          8         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 is 9,433,491
Positions
 2,000,262  2,126,972  1,797,322  1,084,049    702,292    266,026    855,744    722,585  2,040,166    371,139    378,420    265,806    752,977  1,133,902
 
Changes from:       August 27, 2013                                  Total Change is:   -79,565
    26,933    -87,183     40,799    -22,094   -115,431     -1,091   -105,792     46,157      7,506      6,671     63,805     -8,184    -24,313    -25,943
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       22.5       19.1       11.5        7.4        2.8        9.1        7.7       21.6        3.9        4.0        2.8        8.0       12.0
 
Number of Traders in Each Category                                    Total Traders:       246
        29         45         69         14          9         16         53         48         86         20         13         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    38,536
Positions
    34,985        460        197          0     14,226         27      3,289     15,751         16          0      7,812          0         22         47
 
Changes from:       August 27, 2013                                  Total Change is:      -362
      -159       -460       -224          0        -72          0         29        637          0          0       -276          0         -8         33
 
Percent of Open Interest Represented by Each Category of Trader
      90.8        1.2        0.5        0.0       36.9        0.1        8.5       40.9        0.0        0.0       20.3        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        36
         7          .          .          0          8          .          .          9          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    24,034
Positions
    19,634      1,153      1,357          0      6,534          0        292      3,942      2,750          0      8,242          0          1         56
 
Changes from:       August 27, 2013                                  Total Change is:     3,731
      -128        575      1,001          0          0          0        126       -225      2,750          0       -367          0        -18         -3
 
Percent of Open Interest Represented by Each Category of Trader
      81.7        4.8        5.6        0.0       27.2        0.0        1.2       16.4       11.4        0.0       34.3        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         4          .          .          0          6          0          .          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    67,467
Positions
    11,620     29,089        807      5,155      3,192        248     19,102     29,490      2,149     18,720        731          2      9,664      1,759
 
Changes from:       August 27, 2013                                  Total Change is:    -6,463
      -553        306        -35          6       -587        -77     -7,259     -4,938        151        170       -500       -195      1,329       -588
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       43.1        1.2        7.6        4.7        0.4       28.3       43.7        3.2       27.7        1.1        0.0       14.3        2.6
 
Number of Traders in Each Category                                    Total Traders:       152
         5          .          .          8          4          .         37         15         10         74          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   355,427
Positions
   133,412      4,432     38,723     39,425     17,190     11,060     30,605    182,053     40,236      9,350      8,427     30,147     22,469     23,159
 
Changes from:       August 27, 2013                                  Total Change is:   -27,528
    -5,926     -1,469      4,965     -9,678     -5,359      1,429     -1,657     -8,277    -10,377        234       -132     -6,030       -488     -2,278
 
Percent of Open Interest Represented by Each Category of Trader
      37.5        1.2       10.9       11.1        4.8        3.1        8.6       51.2       11.3        2.6        2.4        8.5        6.3        6.5
 
Number of Traders in Each Category                                    Total Traders:       161
        24          6         21          5         13         11         30         41         43         18         14         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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     8,003
Positions
     1,434        490          0      2,120          0      1,268      2,371      5,453        783          0          0          0         27          9
 
Changes from:       August 27, 2013                                  Total Change is:     1,251
        24        -98          0        320       -264      1,145       -239        513          1          0          0          0          0        -46
 
Percent of Open Interest Represented by Each Category of Trader
      17.9        6.1        0.0       26.5        0.0       15.8       29.6       68.1        9.8        0.0        0.0        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          7          0          .          5          5          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of September 3, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,443
Positions
     1,052      7,299          0      6,407          0          0      2,138      2,767         52          0          0          0        794        325
 
Changes from:       August 27, 2013                                  Total Change is:       398
       -98          0        -91        -61          0          0        724        511         14          0          0          0        -90        -36
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       69.9        0.0       61.4        0.0        0.0       20.5       26.5        0.5        0.0        0.0        0.0        7.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0         10          0          0          7          .          .          0          0          0
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Updated September 6, 2013