Traders in Financial Futures - Futures Only Positions as of May 28, 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   144,725
Positions
    66,093     11,623      1,764     16,379     20,400        149     19,773     59,290      6,650      7,987      3,212        483     25,447     41,154
 
Changes from:       May 21, 2013                                     Total Change is:     3,194
     3,344     -2,203        707       -501      1,183         -7     -2,860     -4,035      1,173      1,195        802         -3        146      5,577
 
Percent of Open Interest Represented by Each Category of Trader
      45.7        8.0        1.2       11.3       14.1        0.1       13.7       41.0        4.6        5.5        2.2        0.3       17.6       28.4
 
Number of Traders in Each Category                                    Total Traders:        88
         9          7          7          5          4          4         16         33         11         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    70,015
Positions
    44,684     10,847      1,895          0      1,530          0     10,666     30,428        717      4,338      1,621          0      7,715     22,977
 
Changes from:       May 21, 2013                                     Total Change is:     4,869
     2,458       -992      1,134          0        -14          0        615      5,076        397         28          0          0        237       -732
 
Percent of Open Interest Represented by Each Category of Trader
      63.8       15.5        2.7        0.0        2.2        0.0       15.2       43.5        1.0        6.2        2.3        0.0       11.0       32.8
 
Number of Traders in Each Category                                    Total Traders:        51
         9          6          4          0          .          0         12         18          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   221,612
Positions
   114,103     10,451      3,090     17,276     30,280        187     37,150    119,000      4,344     28,710     10,670         67     16,685     43,523
 
Changes from:       May 21, 2013                                     Total Change is:    10,514
     6,385        373         64       -713        111          7      2,491      8,593        713        632        -98         34        901        717
 
Percent of Open Interest Represented by Each Category of Trader
      51.5        4.7        1.4        7.8       13.7        0.1       16.8       53.7        2.0       13.0        4.8        0.0        7.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       114
        12          6          6          5         17          .         19         38         11          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   231,012
Positions
   127,534     24,995      2,276     22,083     18,967      2,183     38,455    102,992      4,022     14,509     14,850      3,376     16,574     57,351
 
Changes from:       May 21, 2013                                     Total Change is:     3,186
      -563       -726      1,076      3,679        397        -37     -1,599      3,952        280        238        801         55         57     -2,612
 
Percent of Open Interest Represented by Each Category of Trader
      55.2       10.8        1.0        9.6        8.2        0.9       16.6       44.6        1.7        6.3        6.4        1.5        7.2       24.8
 
Number of Traders in Each Category                                    Total Traders:       150
        10         13          4          7         21          4         18         57         15          4         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   264,212
Positions
    94,917     13,980      2,111     37,023     52,838      4,275     37,181    106,382      3,862     43,622     13,609      1,242     39,979     65,913
 
Changes from:       May 21, 2013                                     Total Change is:      -982
     2,847       -250     -1,330        -59      3,683       -145     -4,420     -3,995         38       -224        -31        659      1,652        389
 
Percent of Open Interest Represented by Each Category of Trader
      35.9        5.3        0.8       14.0       20.0        1.6       14.1       40.3        1.5       16.5        5.2        0.5       15.1       24.9
 
Number of Traders in Each Category                                    Total Traders:       177
        20         13          9         15         21         10         15         57         20         17         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   209,027
Positions
   115,632     28,752      1,909          0     44,171      1,043     52,671     72,888      4,052     13,689     11,294          5     20,026     44,913
 
Changes from:       May 21, 2013                                     Total Change is:     3,726
     8,873        535       -178          0      1,633        -51     -6,970        138       -297      1,666      1,084         -3        686        865
 
Percent of Open Interest Represented by Each Category of Trader
      55.3       13.8        0.9        0.0       21.1        0.5       25.2       34.9        1.9        6.5        5.4        0.0        9.6       21.5
 
Number of Traders in Each Category                                    Total Traders:       121
        14          8          .          0          9          .         26         41         16         11         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    52,031
Positions
    19,381     23,673     17,602      1,713          0          0      4,105      2,733      4,315      1,201          0      3,211        503        497
 
Changes from:       May 21, 2013                                     Total Change is:    -3,222
    -3,129     -3,348     -1,795       -114          0          0      1,920      2,093       -149          0          0          0         45        -23
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       45.5       33.8        3.3        0.0        0.0        7.9        5.3        8.3        2.3        0.0        6.2        1.0        1.0
 
Number of Traders in Each Category                                    Total Traders:        27
         6         10         11          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   150,465
Positions
     6,623    100,386      1,470      4,985        870         12    114,051     40,420      1,481     12,546      3,513          0      9,297      2,313
 
Changes from:       May 21, 2013                                     Total Change is:   -12,324
       680     -9,262        150       -685        209        -13    -12,470     -3,287         52      1,207         69          0     -1,245       -242
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       66.7        1.0        3.3        0.6        0.0       75.8       26.9        1.0        8.3        2.3        0.0        6.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       126
         9         11          .          8          .          .         58         16         10         15          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    43,754
Positions
    16,455     23,510      1,422      1,799      2,344          0      7,621      1,734        975     12,986     11,442      1,857        639        470
 
Changes from:       May 21, 2013                                     Total Change is:     1,783
       239         92      1,148          0        226          0        421       -116        231       -249          0        169       -176         33
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       53.7        3.2        4.1        5.4        0.0       17.4        4.0        2.2       29.7       26.2        4.2        1.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        39
         6          8          4          .          .          0         12          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    29,377
Positions
     7,217     17,265        367          0        419          0     18,459      6,012         64      1,025      1,375          0      2,245      3,875
 
Changes from:       May 21, 2013                                     Total Change is:    -3,456
     1,441         35        -39       -116          0          0     -4,046       -752         51        -72        102          0       -675     -2,853
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       58.8        1.2        0.0        1.4        0.0       62.8       20.5        0.2        3.5        4.7        0.0        7.6       13.2
 
Number of Traders in Each Category                                    Total Traders:        56
         7          8          4          0          .          0         13         17          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    57,916
Positions
     8,457     34,690        871      4,957        169         85     29,675     10,309        157      3,359        775          0     10,357     10,862
 
Changes from:       May 21, 2013                                     Total Change is:       386
       161      2,107         79       -455         77       -103        747     -1,439       -368        -18        -45          0        343         79
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       59.9        1.5        8.6        0.3        0.1       51.2       17.8        0.3        5.8        1.3        0.0       17.9       18.8
 
Number of Traders in Each Category                                    Total Traders:        98
        17         19          5          6          .          .         30         12          7          8          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   115,832
Positions
    16,914     69,379      1,741      9,913        338        169     59,350     20,617        314      6,717      1,550          0     20,714     21,724
 
Changes from:       May 21, 2013                                     Total Change is:       771
       322      4,213        157       -910        153       -205      1,493     -2,878       -736        -35        -90          0        685        157
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       59.9        1.5        8.6        0.3        0.1       51.2       17.8        0.3        5.8        1.3        0.0       17.9       18.8
 
Number of Traders in Each Category                                    Total Traders:        98
        17         19          5          6          .          .         30         12          7          8          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   876,502
Positions
    48,729    246,878     59,308    368,767    128,818     56,068    113,073    211,033     47,767     59,078     38,216      8,978    114,733     79,436
 
Changes from:       May 21, 2013                                     Total Change is:    16,048
     1,699      3,862      6,448      5,375      2,254       -644     -3,942      5,097      4,704     -1,220     -2,226        140      3,488     -3,587
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       28.2        6.8       42.1       14.7        6.4       12.9       24.1        5.4        6.7        4.4        1.0       13.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       573
        36         41         28        122         56         64         97        118         79         54         47         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   199,578
Positions
    34,517     78,390      4,268     61,477     36,126      8,572     15,133     21,275      2,320     13,255     11,902      1,905     58,131     34,820
 
Changes from:       May 21, 2013                                     Total Change is:     7,145
     5,744      3,192        -96        756      2,134        -22     -1,187      2,836        370     -1,645       -619        390      2,835     -1,040
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       39.3        2.1       30.8       18.1        4.3        7.6       10.7        1.2        6.6        6.0        1.0       29.1       17.4
 
Number of Traders in Each Category                                    Total Traders:        99
        10         10          .         18         13         12         17         18         11          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 3,384,621
Positions
   254,819  1,026,197     91,442  1,560,238    487,247    213,694    542,299  1,001,385    174,638    247,310    149,764     17,172    283,009    223,082
 
Changes from:       May 21, 2013                                     Total Change is:    44,517
     1,048     24,626     11,448     25,712      3,218     -5,724    -14,148     10,931     22,041      4,240     -5,920     -3,366      3,266    -12,737
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       30.3        2.7       46.1       14.4        6.3       16.0       29.6        5.2        7.3        4.4        0.5        8.4        6.6
 
Number of Traders in Each Category                                    Total Traders:       550
        38         39         24        115         50         56         93        118         70         50         45         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   109,064
Positions
     3,368     53,413         39     56,478     42,055      2,470     31,681      5,307        529        911      2,179          0     13,588      3,072
 
Changes from:       May 21, 2013                                     Total Change is:    -3,653
       576     -2,343          1     -3,333        490       -620       -382       -362         41        209        -32          0       -145       -828
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       49.0        0.0       51.8       38.6        2.3       29.0        4.9        0.5        0.8        2.0        0.0       12.5        2.8
 
Number of Traders in Each Category                                    Total Traders:        97
         5         15          .         35         15         13         16          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    87,214
Positions
     3,888     63,569        706     38,949      6,052        564     33,446      6,907        247      2,607      3,604        179      6,628      5,387
 
Changes from:       May 21, 2013                                     Total Change is:     3,549
      -280      5,391          9      3,973         33       -270      1,060       -537       -246       -496       -166         37       -239       -703
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       72.9        0.8       44.7        6.9        0.6       38.3        7.9        0.3        3.0        4.1        0.2        7.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       227
        21         24         10         31         19          7         78         24         13         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   436,070
Positions
    19,442    317,844      3,528    194,746     30,258      2,820    167,229     34,535      1,233     13,034     18,022        897     33,141     26,933
 
Changes from:       May 21, 2013                                     Total Change is:    17,745
    -1,398     26,953         47     19,864        166     -1,348      5,300     -2,684     -1,229     -2,482       -832        187     -1,196     -3,515
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       72.9        0.8       44.7        6.9        0.6       38.3        7.9        0.3        3.0        4.1        0.2        7.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       227
        21         24         10         31         19          7         78         24         13         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   364,802
Positions
    64,039     59,859      8,419    133,100    139,760     25,079     92,839     97,979      6,813      7,189      6,674         16     27,308     20,203
 
Changes from:       May 21, 2013                                     Total Change is:    -4,086
    -3,482      5,913      1,420     -4,915     -1,811        565      2,097     -9,606       -194        -53        904         -2        478     -1,275
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       16.4        2.3       36.5       38.3        6.9       25.4       26.9        1.9        2.0        1.8        0.0        7.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       261
        20         18          5         54         34         25         58         46         15         15         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    77,917
Positions
     7,221     32,825         77     25,551        867        448     21,019     14,923        797      9,876      4,007          0     12,928     23,973
 
Changes from:       May 21, 2013                                     Total Change is:    -4,073
      -739      1,247         30     -1,465        847        -44        418     -4,878        532     -3,987     -1,050          0      1,182       -757
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       42.1        0.1       32.8        1.1        0.6       27.0       19.2        1.0       12.7        5.1        0.0       16.6       30.8
 
Number of Traders in Each Category                                    Total Traders:        73
         4          9          .         17          .          .         18          8          4         12          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    93,321
Positions
    31,200     16,169      3,010     12,793      5,689        348     24,489     10,289      2,876      6,038      1,705          0     12,567     53,235
 
Changes from:       May 21, 2013                                     Total Change is:    -2,268
     2,274     -6,136         90     -3,302      1,392        206     -9,062     -3,112      1,457      2,844       -890        -53      3,278      4,778
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       17.3        3.2       13.7        6.1        0.4       26.2       11.0        3.1        6.5        1.8        0.0       13.5       57.0
 
Number of Traders in Each Category                                    Total Traders:       100
        22         13          7         11          4          .         23         13          6         10          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    90,465
Positions
    15,147     40,146      2,360     35,801     20,562      3,640     25,317     19,406      2,335          0          0          0      5,865      2,016
 
Changes from:       May 21, 2013                                     Total Change is:       980
        38        975          0        908     -1,009        -92        297      1,643          9          0          0          0       -180       -546
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       44.4        2.6       39.6       22.7        4.0       28.0       21.5        2.6        0.0        0.0        0.0        6.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        79
         5          8          .         29         19         11         11          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   216,492
Positions
    11,619    108,083      8,013    115,620     22,198      7,183     43,627     55,547      5,980      7,821      1,841        394     16,235      7,253
 
Changes from:       May 21, 2013                                     Total Change is:     6,102
     1,332      5,666      1,148      2,929       -443        -26     -1,003     -3,652      2,790        -22       -332         88     -1,134        863
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       49.9        3.7       53.4       10.3        3.3       20.2       25.7        2.8        3.6        0.9        0.2        7.5        3.4
 
Number of Traders in Each Category                                    Total Traders:       150
        17         17          6         46         19         23         25         11         11         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   710,940
Positions
     4,677     76,731     54,187    240,719    104,354     92,072     68,810    105,593     76,643      9,684     26,048      6,768    157,380    168,544
 
Changes from:       May 21, 2013                                     Total Change is:    75,958
    -2,168    -21,464     41,359    -31,472    -25,583      7,722     -9,839     19,429     52,101     -3,727     -7,729      6,597     15,385      3,526
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       10.8        7.6       33.9       14.7       13.0        9.7       14.9       10.8        1.4        3.7        1.0       22.1       23.7
 
Number of Traders in Each Category                                    Total Traders:       156
         .         20         11         34         25         31         30         33         24          .          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   402,340
Positions
    12,696     88,689      5,633    237,602     31,306     37,436      8,155    124,517      9,068      7,975     23,671          0     83,775     82,020
 
Changes from:       May 21, 2013                                     Total Change is:    15,281
    -1,359     -4,204      1,055     -1,946    -12,607       -311     -2,505       -682      5,849      4,400      1,034          0     10,098     25,147
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       22.0        1.4       59.1        7.8        9.3        2.0       30.9        2.3        2.0        5.9        0.0       20.8       20.4
 
Number of Traders in Each Category                                    Total Traders:        69
         4         10          7         28          7         16          .         10          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,085,288
Positions
    58,895     90,066     29,964    179,054    205,771     61,564    225,069    260,540    232,280     96,726     62,238     43,555    158,181     99,310
 
Changes from:       May 21, 2013                                     Total Change is:   180,155
      -838     -2,636     -6,245    -23,546     18,018      6,997     -3,155    -25,063    158,269     -1,872      3,080     18,880     31,665      8,855
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        8.3        2.8       16.5       19.0        5.7       20.7       24.0       21.4        8.9        5.7        4.0       14.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       194
        13         19         12         33         26         28         34         30         37         17         21         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    55,502
Positions
    19,733     26,250     10,330          0        400        668     17,859     10,762      5,927          0        186        930         55         49
 
Changes from:       May 21, 2013                                     Total Change is:       683
    -2,118     -1,124        405          0          0          0        526       -511      1,599          0        161        291        -20       -138
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       47.3       18.6        0.0        0.7        1.2       32.2       19.4       10.7        0.0        0.3        1.7        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        46
         8         13         14          0          .          .          8         12         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 2,493,026
Positions
   145,044    229,891     52,854    490,111    802,083    283,449    870,466    335,635    164,244    109,249    144,478     31,533    346,076    448,859
 
Changes from:       May 21, 2013                                     Total Change is:   139,725
     1,920      9,347       -805        409    -32,402     31,464      3,344     32,865     18,796     39,131     18,962     -3,702     49,168     65,200
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        9.2        2.1       19.7       32.2       11.4       34.9       13.5        6.6        4.4        5.8        1.3       13.9       18.0
 
Number of Traders in Each Category                                    Total Traders:       314
        22         42         34         27         64         49         49         70         57         10         29         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,880,190
Positions
   423,656    122,467     84,754    426,403    563,578    119,032    407,657    468,690     80,375     59,182    115,744     21,925    257,206    303,625
 
Changes from:       May 21, 2013                                     Total Change is:    66,620
    25,072    -18,561      3,199    -14,926     20,699    -18,411      8,528     11,511     39,326      8,181     -6,936      3,001     12,650     32,792
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        6.5        4.5       22.7       30.0        6.3       21.7       24.9        4.3        3.1        6.2        1.2       13.7       16.1
 
Number of Traders in Each Category                                    Total Traders:       219
        23         24         22         28         44         39         34         44         35          8         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   365,000
Positions
   121,828    133,211     98,942          0      2,015      3,041     51,829     23,751     50,197      7,306      8,987      9,653     22,204     35,203
 
Changes from:       May 21, 2013                                     Total Change is:    21,984
      -945     23,261      3,503          0          0       -146     11,078     -2,112     -1,948      7,306        432        782      2,354     -1,788
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       36.5       27.1        0.0        0.6        0.8       14.2        6.5       13.8        2.0        2.5        2.6        6.1        9.6
 
Number of Traders in Each Category                                    Total Traders:        73
        15         23         24          0          .          .         15         10         18          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 9,720,360
Positions
 1,580,127  2,616,437  1,925,162    937,823    706,049    223,160  1,399,936    473,407  2,184,929    201,871    173,418    396,653    870,699  1,021,145
 
Changes from:       May 21, 2013                                     Total Change is:   -32,458
   157,203     -8,168     22,751    -66,460    -10,776       -691   -130,037    -51,032     46,035     -9,424     -4,720     37,481    -89,316    -63,338
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       26.9       19.8        9.6        7.3        2.3       14.4        4.9       22.5        2.1        1.8        4.1        9.0       10.5
 
Number of Traders in Each Category                                    Total Traders:       246
        27         51         75         11          8         19         55         42         81         13         13         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,701
Positions
     7,768      3,281          0         42        793          1      5,655      3,150         29        128      3,827          0         78      2,620
 
Changes from:       May 21, 2013                                     Total Change is:     2,961
        34         48          0         -4         45          1      2,953        499        -15          0       -100          0         -8      2,483
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       23.9        0.0        0.3        5.8        0.0       41.3       23.0        0.2        0.9       27.9        0.0        0.6       19.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    23,320
Positions
    16,340        606         12      1,524      5,245         56      1,524     12,510      2,962        895      1,823          0          7        106
 
Changes from:       May 21, 2013                                     Total Change is:     1,756
     1,025       -179        -38         55          6         37          0      1,224        712          0          0          0        -35         -6
 
Percent of Open Interest Represented by Each Category of Trader
      70.1        2.6        0.1        6.5       22.5        0.2        6.5       53.6       12.7        3.8        7.8        0.0        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          .          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     4,264
Positions
     2,920      1,978          0         42        727         31      1,183        995          0          0        487          0         88         46
 
Changes from:       May 21, 2013                                     Total Change is:       830
       492        370          0         42          5         -5        374        458          0          0          9          0        -73         -7
 
Percent of Open Interest Represented by Each Category of Trader
      68.5       46.4        0.0        1.0       17.0        0.7       27.7       23.3        0.0        0.0       11.4        0.0        2.1        1.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          .          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    92,698
Positions
     8,769     37,229      1,073      7,353        149         78     45,267     50,798        537     15,806        456        749     13,066      1,629
 
Changes from:       May 21, 2013                                     Total Change is:    -2,067
      -221       -232          1        177         16         -1       -865     -2,749       -186     -1,986        -82        741        273        425
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       40.2        1.2        7.9        0.2        0.1       48.8       54.8        0.6       17.1        0.5        0.8       14.1        1.8
 
Number of Traders in Each Category                                    Total Traders:       162
         7          .          .         12          .          .         60         11          4         64          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   389,387
Positions
    81,690     23,153     41,619     63,636     17,638     10,315     36,027    127,101     70,346      6,227     17,801     47,057     32,470     34,357
 
Changes from:       May 21, 2013                                     Total Change is:   -45,601
    -9,490     -9,911     -7,396       -705       -286       -706     -7,535     -7,133     -8,346        387      3,185    -14,112      2,302       -896
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        5.9       10.7       16.3        4.5        2.6        9.3       32.6       18.1        1.6        4.6       12.1        8.3        8.8
 
Number of Traders in Each Category                                    Total Traders:       164
        18         12         21          7          8          9         28         49         43         15         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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     9,995
Positions
        45      3,059          0      2,100        148        426      5,862      5,357        934        455         69          0        173          2
 
Changes from:       May 21, 2013                                     Total Change is:      -153
         2          0          0         18        -61        170       -351       -242          0          0          0          0          8        -20
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       30.6        0.0       21.0        1.5        4.3       58.6       53.6        9.3        4.6        0.7        0.0        1.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          6          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 28, 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    10,649
Positions
     1,314      6,842          0      6,741          0          0      1,833      2,934        117          0          0          0        644        756
 
Changes from:       May 21, 2013                                     Total Change is:     1,088
         1          0          0        -23          0          0      1,112        898        117       -150          0          0         31         73
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       64.3        0.0       63.3        0.0        0.0       17.2       27.6        1.1        0.0        0.0        0.0        6.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          0          .          4          .          0          0          0
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Updated May 31, 2013