Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   153,818
Positions
    57,584     14,963      5,099     17,674     19,109        330     20,953     73,115      8,099      5,929      2,158        511     37,640     30,434
 
Changes from:       May 7, 2013                                      Total Change is:    -2,916
   -14,289      2,196      2,485        -99         87        162      4,319     -6,680       -663     -1,034        334        -65      6,269       -771
 
Percent of Open Interest Represented by Each Category of Trader
      37.4        9.7        3.3       11.5       12.4        0.2       13.6       47.5        5.3        3.9        1.4        0.3       24.5       19.8
 
Number of Traders in Each Category                                    Total Traders:        77
         7          7          8          7          .          6         21         21         13          8          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    61,210
Positions
    35,609     11,671      1,132          0      1,312          0     10,250     22,193      2,138      3,279      1,621          0      8,803     21,144
 
Changes from:       May 7, 2013                                      Total Change is:    10,155
     7,740     -7,562        506          0       -499          0      2,158     10,538        868        244          0         -0     -1,362      6,304
 
Percent of Open Interest Represented by Each Category of Trader
      58.2       19.1        1.8        0.0        2.1        0.0       16.7       36.3        3.5        5.4        2.6        0.0       14.4       34.5
 
Number of Traders in Each Category                                    Total Traders:        49
         9          6          4          0          .          0         10         19          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   216,088
Positions
    90,324     19,242      4,804     18,034     28,853        783     37,098     90,485     15,436     27,191     15,028        693     21,725     40,764
 
Changes from:       May 7, 2013                                      Total Change is:    11,585
     1,624      1,793        758        229      1,404        445      3,670      7,946      2,415        429       -819        139      1,876     -2,496
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        8.9        2.2        8.3       13.4        0.4       17.2       41.9        7.1       12.6        7.0        0.3       10.1       18.9
 
Number of Traders in Each Category                                    Total Traders:       114
         9          9          8          6         17          .         21         32         19          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   286,644
Positions
   120,746     27,738      9,991     18,518     17,815      2,287     52,315    100,589     33,410     13,001     12,168     11,932     24,445     70,715
 
Changes from:       May 7, 2013                                      Total Change is:    34,532
    10,348      1,919      1,558       -636      3,428        328      6,364      9,812      9,176      3,070     -1,623      3,331        993      6,603
 
Percent of Open Interest Represented by Each Category of Trader
      42.1        9.7        3.5        6.5        6.2        0.8       18.3       35.1       11.7        4.5        4.2        4.2        8.5       24.7
 
Number of Traders in Each Category                                    Total Traders:       154
         9         14          7          7         18          4         27         46         25         12         21         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   288,467
Positions
    67,800     13,436     12,828     28,568     49,489      5,759     46,497     81,525     37,569     36,312     14,240      7,119     46,015     66,501
 
Changes from:       May 7, 2013                                      Total Change is:    27,778
    16,967     -3,121      1,162       -270      2,899     -2,368      1,466     12,341      6,558      1,601      1,273      2,370        293      6,665
 
Percent of Open Interest Represented by Each Category of Trader
      23.5        4.7        4.4        9.9       17.2        2.0       16.1       28.3       13.0       12.6        4.9        2.5       16.0       23.1
 
Number of Traders in Each Category                                    Total Traders:       187
        19         17         13         13         18         12         27         47         38         24         22         24
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Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   226,162
Positions
    78,983     30,063     10,147        391     42,145      2,773     72,680     67,972     22,215      9,381      5,901      3,156     26,435     41,790
 
Changes from:       May 7, 2013                                      Total Change is:    49,908
    31,282      1,373      5,466     -1,279        511      1,704      1,743     17,396      9,651      3,516      2,355      1,362     -3,537     10,091
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       13.3        4.5        0.2       18.6        1.2       32.1       30.1        9.8        4.1        2.6        1.4       11.7       18.5
 
Number of Traders in Each Category                                    Total Traders:       119
        12         10         11          .          8          4         26         43         27          9         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    56,710
Positions
    23,086     27,517     19,400      2,246          0          0      2,776      1,592      4,304      1,245          0      3,211        442        686
 
Changes from:       May 7, 2013                                      Total Change is:      -978
       695       -118          3          0          0          0     -1,564       -909         29        -28          0       -123         10        140
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       48.5       34.2        4.0        0.0        0.0        4.9        2.8        7.6        2.2        0.0        5.7        0.8        1.2
 
Number of Traders in Each Category                                    Total Traders:        28
         7         11         11          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   168,376
Positions
     5,616    114,426        808      8,048        661         19    130,210     44,689      1,393     10,680      3,502        192     11,409      2,686
 
Changes from:       May 7, 2013                                      Total Change is:       520
     2,511      1,186        392       -291          0          4     -1,078       -757        479     -1,002       -629         20       -515       -175
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       68.0        0.5        4.8        0.4        0.0       77.3       26.5        0.8        6.3        2.1        0.1        6.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       141
         8         12          .         10          .          .         71         14          9         17          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    41,892
Positions
    16,181     23,564        274      1,764      2,127          0      7,017      1,599        763     13,174     11,442      1,749        970        374
 
Changes from:       May 7, 2013                                      Total Change is:     2,500
       789        977          0         70        123          0      1,516        153         24         89      1,300       -109        121         32
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       56.2        0.7        4.2        5.1        0.0       16.8        3.8        1.8       31.4       27.3        4.2        2.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        36
         5          8          .          .          .          0         11          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    37,320
Positions
     3,389     22,806        316        521        407          0     27,608      8,196         89      2,035      1,628          0      3,362      3,878
 
Changes from:       May 7, 2013                                      Total Change is:    -8,685
      -139     -6,155          4          5          0          0     -7,110     -3,073        -36        261        264          0     -1,670        311
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       61.1        0.8        1.4        1.1        0.0       74.0       22.0        0.2        5.5        4.4        0.0        9.0       10.4
 
Number of Traders in Each Category                                    Total Traders:        61
         4          9          .          .          .          0         17         17          .          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    63,288
Positions
     8,740     33,434        841      5,581        202        548     32,080     13,416      1,473      3,200      1,380      1,314      9,511     10,682
 
Changes from:       May 7, 2013                                      Total Change is:       160
      -227     -1,019        273        774         -9       -143     -1,573       -294        478         -9       -168        115        473        928
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       52.8        1.3        8.8        0.3        0.9       50.7       21.2        2.3        5.1        2.2        2.1       15.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       111
        15         21          6          7          .          .         36         13         12          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   126,576
Positions
    17,480     66,867      1,683     11,162        403      1,095     64,160     26,831      2,945      6,401      2,759      2,628     19,022     21,364
 
Changes from:       May 7, 2013                                      Total Change is:       320
      -453     -2,039        545      1,548        -18       -286     -3,146       -587        955        -18       -336        229        945      1,856
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       52.8        1.3        8.8        0.3        0.9       50.7       21.2        2.3        5.1        2.2        2.1       15.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       111
        15         21          6          7          .          .         36         13         12          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 1,143,949
Positions
    39,397    228,310     68,718    345,967    126,116     61,606    133,213    199,217    261,278     59,114     44,098     38,213    136,443    116,393
 
Changes from:       May 7, 2013                                      Total Change is:    94,883
     3,546      3,680     12,396      6,356     -2,738       -163     -1,791      7,649     61,309      2,342        416      6,244      4,646      6,091
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       20.0        6.0       30.2       11.0        5.4       11.6       17.4       22.8        5.2        3.9        3.3       11.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       627
        33         41         37        124         55         68         99        137        123         64         73         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   315,291
Positions
    27,912     73,071      6,771     59,995     31,933     12,657     17,333     18,078     92,723     15,040     11,680     13,134     69,726     55,244
 
Changes from:       May 7, 2013                                      Total Change is:    43,988
     6,013      4,472      3,632      2,189        745      1,321      1,891        531     26,791      1,240       -513      1,412       -502      5,597
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       23.2        2.1       19.0       10.1        4.0        5.5        5.7       29.4        4.8        3.7        4.2       22.1       17.5
 
Number of Traders in Each Category                                    Total Traders:       119
        10         11          4         17         12         13         19         26         41         14         10         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 4,143,289
Positions
   225,350    944,121    141,805  1,455,570    496,628    219,036    661,353    987,643    760,824    227,932    169,651    117,836    333,583    305,746
 
Changes from:       May 7, 2013                                      Total Change is:   254,477
    16,856     25,229     14,629     16,553    -21,699     -3,140    -12,429     41,578    166,603      6,014      5,151     23,654     25,738      2,472
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       22.8        3.4       35.1       12.0        5.3       16.0       23.8       18.4        5.5        4.1        2.8        8.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       590
        31         41         34        116         52         60         97        128        112         58         66         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   112,413
Positions
     2,772     53,075         44     60,053     43,156      3,071     31,567      6,715        519        729      2,213          0     13,658      3,621
 
Changes from:       May 7, 2013                                      Total Change is:       232
       -33      2,912         -7        440     -1,792          8       -221       -353       -260         26         10          0        279       -286
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       47.2        0.0       53.4       38.4        2.7       28.1        6.0        0.5        0.6        2.0        0.0       12.2        3.2
 
Number of Traders in Each Category                                    Total Traders:       100
         4         16          .         36         14         10         17         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    86,323
Positions
     3,679     56,731      1,251     34,809      6,244        955     32,757      8,410      1,840      3,407      3,679      1,370      6,256      5,843
 
Changes from:       May 7, 2013                                      Total Change is:     1,546
       236        257        385      1,080         54       -113       -502       -171        279        129        526        361       -311        -33
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       65.7        1.4       40.3        7.2        1.1       37.9        9.7        2.1        3.9        4.3        1.6        7.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       238
        18         24          8         31         18          9         78         27         21         21         20         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   431,617
Positions
    18,393    283,654      6,256    174,046     31,222      4,776    163,783     42,049      9,198     17,033     18,396      6,850     31,282     29,217
 
Changes from:       May 7, 2013                                      Total Change is:     7,729
     1,182      1,284      1,927      5,399        271       -563     -2,508       -854      1,396        646      2,630      1,803     -1,554       -165
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       65.7        1.4       40.3        7.2        1.1       37.9        9.7        2.1        3.9        4.3        1.6        7.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       238
        18         24          8         31         18          9         78         27         21         21         20         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   376,521
Positions
    72,087     50,144      5,042    137,826    142,921     24,337     93,682    113,245     10,125      6,465      8,229      1,460     25,496     21,017
 
Changes from:       May 7, 2013                                      Total Change is:     1,752
    -6,144      4,204     -1,004      4,410     -2,412        275      2,142     -3,044        786       -442     -1,427        328      1,402      4,047
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       13.3        1.3       36.6       38.0        6.5       24.9       30.1        2.7        1.7        2.2        0.4        6.8        5.6
 
Number of Traders in Each Category                                    Total Traders:       264
        18         17          4         57         35         23         59         46         19         16         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    82,330
Positions
     7,964     31,334          0     26,639         29        483     20,375     19,614        250     15,157      5,370          0     11,462     25,250
 
Changes from:       May 7, 2013                                      Total Change is:     3,100
       195      1,266          0       -132         29        395         61          0        250      2,544        372          0       -213        788
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       38.1        0.0       32.4        0.0        0.6       24.7       23.8        0.3       18.4        6.5        0.0       13.9       30.7
 
Number of Traders in Each Category                                    Total Traders:        76
         6          8          0         16          .          .         19          9          .         13          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   101,312
Positions
    29,091     22,532      1,605     15,037      4,140         98     37,724     16,598        640      5,878      1,959          0     11,239     53,740
 
Changes from:       May 7, 2013                                      Total Change is:     6,979
       203        305        215      3,521      1,041          2        605      1,768     -1,175      2,805       -362        -70        873      5,255
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       22.2        1.6       14.8        4.1        0.1       37.2       16.4        0.6        5.8        1.9        0.0       11.1       53.0
 
Number of Traders in Each Category                                    Total Traders:       105
        21         19          6         13          .          .         21         15          7          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    87,228
Positions
    15,115     37,841      2,335     32,049     23,589      3,900     25,887     15,596      2,076        212          0          0      5,654      1,891
 
Changes from:       May 7, 2013                                      Total Change is:      -620
      -319       -668         27       -415         63        -63         39         42        -21          0          0          0        132          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       43.4        2.7       36.7       27.0        4.5       29.7       17.9        2.4        0.2        0.0        0.0        6.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        80
         5          7          .         29         20         10         12          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   200,875
Positions
     7,753    100,888      2,982    109,859     21,637      8,377     44,923     55,380      1,696      8,336      3,922        306     16,643      5,687
 
Changes from:       May 7, 2013                                      Total Change is:      -167
       276     -2,171        162       -243       -153        330        691      1,418        464     -2,361       -532          0        514        315
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       50.2        1.5       54.7       10.8        4.2       22.4       27.6        0.8        4.1        2.0        0.2        8.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       145
        12         18          6         44         18         22         27         11          6         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   811,506
Positions
     9,405    100,205     49,162    284,637    167,310     91,333    100,854     87,561     89,345     12,015     31,631      7,760    166,995    187,198
 
Changes from:       May 7, 2013                                      Total Change is:    13,181
     3,983     -1,634      9,365      2,343    -22,068      6,538    -17,336     -7,234     20,690     -3,826     -2,800      3,506    -12,083      6,819
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.3        6.1       35.1       20.6       11.3       12.4       10.8       11.0        1.5        3.9        1.0       20.6       23.1
 
Number of Traders in Each Category                                    Total Traders:       183
         6         21         23         34         34         41         31         39         54          8         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   397,864
Positions
    21,681     97,682      3,926    243,710     47,905     37,152      9,813    133,465      2,843      4,981     20,486          0     73,758     54,405
 
Changes from:       May 7, 2013                                      Total Change is:    -2,889
    -1,148     -2,733      1,475     -1,189      3,279      3,901     -1,700     -8,578        553        -70        709          0     -4,710     -1,494
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       24.6        1.0       61.3       12.0        9.3        2.5       33.5        0.7        1.3        5.1        0.0       18.5       13.7
 
Number of Traders in Each Category                                    Total Traders:        74
         5         10          8         27         11         18          4         11          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 1,015,520
Positions
    59,779    114,256     51,321    209,762    190,431     58,792    236,621    295,022    132,622    103,330     58,319     29,992    133,303     84,765
 
Changes from:       May 7, 2013                                      Total Change is:   -37,019
       774    -17,363      3,680      8,091     18,324       -835    -29,635    -39,019     -6,266    -10,700     12,153      1,810     -3,938     -9,503
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       11.3        5.1       20.7       18.8        5.8       23.3       29.1       13.1       10.2        5.7        3.0       13.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       205
        11         22         11         34         28         29         40         33         40         17         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    54,185
Positions
    19,840     27,241      9,755          0        400        668     19,900     11,971      3,552          0         81        375         95        142
 
Changes from:       May 7, 2013                                      Total Change is:     2,965
      -388      1,146      3,305          0       -135          0        144     -1,180        211          0       -150       -360         53        128
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       50.3       18.0        0.0        0.7        1.2       36.7       22.1        6.6        0.0        0.1        0.7        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        44
         9         12         14          0          .          .          7         13          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 2,945,331
Positions
   135,739    239,721    265,786    491,445    825,309    292,083    872,323    263,392    410,732     53,130    133,598     79,295    344,797    435,415
 
Changes from:       May 7, 2013                                      Total Change is:   158,084
    20,426     16,357     32,392     13,933    -38,872     27,004    -37,631      9,904     70,866        252    -11,494     17,779     13,064     34,149
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        8.1        9.0       16.7       28.0        9.9       29.6        8.9       13.9        1.8        4.5        2.7       11.7       14.8
 
Number of Traders in Each Category                                    Total Traders:       327
        22         42         52         21         70         54         63         62         86         10         37         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,086,188
Positions
   367,902    131,088    158,840    464,474    551,138    131,484    386,962    436,990    244,747     48,927    120,682     34,312    248,539    276,908
 
Changes from:       May 7, 2013                                      Total Change is:   -46,096
    77,154    -37,682     -2,152    -75,509     11,400      6,709    -34,623    -56,782      9,938     -3,959     -2,862      5,046    -28,701     20,289
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        6.3        7.6       22.3       26.4        6.3       18.5       20.9       11.7        2.3        5.8        1.6       11.9       13.3
 
Number of Traders in Each Category                                    Total Traders:       221
        22         25         32         27         41         35         47         36         44          8         15         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   329,310
Positions
   116,441     98,409     97,620          0      2,741      3,187     34,776     26,934     45,503          0      8,180     10,548     21,235     36,188
 
Changes from:       May 7, 2013                                      Total Change is:     2,300
    -7,575      5,254      4,320          0          0          0      5,066     -3,185     -1,022          0       -640       -127      1,638     -2,300
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       29.9       29.6        0.0        0.8        1.0       10.6        8.2       13.8        0.0        2.5        3.2        6.4       11.0
 
Number of Traders in Each Category                                    Total Traders:        68
        16         23         27          0          .          .          8         13         15          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 is13,887,550
Positions
 1,282,373  2,782,891  2,751,961  1,059,185    639,943    298,965  1,590,432    487,373  4,443,410    239,428    143,137  1,197,420  1,024,376  1,142,449
 
Changes from:       May 7, 2013                                      Total Change is:   756,041
    67,272    -85,171     72,202    -15,972    110,032      6,741   -108,655    -57,055    429,467     14,366    -68,475    329,921    -39,301     18,378
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       20.0       19.8        7.6        4.6        2.2       11.5        3.5       32.0        1.7        1.0        8.6        7.4        8.2
 
Number of Traders in Each Category                                    Total Traders:       279
        24         55         77         13         16         24         58         60         96         20         15         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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     8,760
Positions
     7,660      2,989          0         46        748          0        761      2,637         44        128      2,216          0        121        126
 
Changes from:       May 7, 2013                                      Total Change is:        -7
      -281        882          0         -6          0          0        289     -1,264          0          0        400          0         -9        -25
 
Percent of Open Interest Represented by Each Category of Trader
      87.4       34.1        0.0        0.5        8.5        0.0        8.7       30.1        0.5        1.5       25.3        0.0        1.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          .          .          0          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    18,504
Positions
    11,992        826         50      1,754      5,239         27      1,714      8,374      2,065        895      1,823          0          7        100
 
Changes from:       May 7, 2013                                      Total Change is:    -1,093
      -449     -3,224          0        209         19         -6     -2,865         63      2,065          0          0          0        -47        -10
 
Percent of Open Interest Represented by Each Category of Trader
      64.8        4.5        0.3        9.5       28.3        0.1        9.3       45.3       11.2        4.8        9.9        0.0        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        29
         7          .          .          .          .          .          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    12,149
Positions
     9,875      1,546          0      1,127      3,002          0        629      5,809        500          0      1,204          0         18         88
 
Changes from:       May 7, 2013                                      Total Change is:      -142
       -71        -69       -104          0         -3          0         31        336         -2          0          0          0          4       -300
 
Percent of Open Interest Represented by Each Category of Trader
      81.3       12.7        0.0        9.3       24.7        0.0        5.2       47.8        4.1        0.0        9.9        0.0        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          .          .          0          .          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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     3,434
Positions
     2,428      1,608          0          0        722         36        809        537          0          0        478          0        161         53
 
Changes from:       May 7, 2013                                      Total Change is:       -61
      -304        553          0          0          0          0        193       -767          0          0        160          0         50         -7
 
Percent of Open Interest Represented by Each Category of Trader
      70.7       46.8        0.0        0.0       21.0        1.0       23.6       15.6        0.0        0.0       13.9        0.0        4.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          0          .          .          4          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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    80,455
Positions
     8,258     30,832      1,159      5,619        142         83     39,581     44,852      1,063     13,471        632         94     11,127      1,598
 
Changes from:       May 7, 2013                                      Total Change is:    11,023
    -1,385      1,240        -35       -451        -52        -13     10,182      9,719        -60        233       -217          8      2,542        432
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       38.3        1.4        7.0        0.2        0.1       49.2       55.7        1.3       16.7        0.8        0.1       13.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       128
         6          .          .         11          .          .         51         12          8         40          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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   420,043
Positions
    95,085     37,650     42,758     67,023     17,177     14,796     43,478    138,589     69,400      6,152     13,180     54,368     26,983     32,125
 
Changes from:       May 7, 2013                                      Total Change is:    14,951
    -5,620     -3,043      7,461      2,351      1,582         37     -1,636     -8,968      5,807     -1,746      1,507      7,204      1,093      3,364
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        9.0       10.2       16.0        4.1        3.5       10.4       33.0       16.5        1.5        3.1       12.9        6.4        7.6
 
Number of Traders in Each Category                                    Total Traders:       173
        18         14         23          6         10         10         30         52         45         15         15         23
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Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,115
Positions
        79      3,113          0      2,082        260        177      6,086      5,635        908        653          0          0        130         22
 
Changes from:       May 7, 2013                                      Total Change is:       -18
      -136          0          0       -200        -36        133        191       -115          0          0          0          0         -6          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       30.8        0.0       20.6        2.6        1.7       60.2       55.7        9.0        6.5        0.0        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          4          4          .          .          0          0
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Updated May 17, 2013