Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   156,359
Positions
    60,461     13,749      7,278     16,880     18,871        649     22,191     63,157     10,197      6,770      3,089        893     31,040     38,477
 
Changes from:       May 14, 2013                                     Total Change is:     2,540
     2,877     -1,214      2,179       -794       -238        319      1,238     -9,958      2,098        842        931        382     -6,599      8,043
 
Percent of Open Interest Represented by Each Category of Trader
      38.7        8.8        4.7       10.8       12.1        0.4       14.2       40.4        6.5        4.3        2.0        0.6       19.9       24.6
 
Number of Traders in Each Category                                    Total Traders:        80
         7          9          9          6          .          4         14         30         14          8          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    69,372
Positions
    42,941     11,621      1,436          0      1,764          0      9,213     25,466      2,829      4,310      1,621          0      8,642     24,635
 
Changes from:       May 14, 2013                                     Total Change is:     8,161
     7,332        -50        304          0        452          0     -1,036      3,273        691      1,031          0         -0       -160      3,492
 
Percent of Open Interest Represented by Each Category of Trader
      61.9       16.8        2.1        0.0        2.5        0.0       13.3       36.7        4.1        6.2        2.3        0.0       12.5       35.5
 
Number of Traders in Each Category                                    Total Traders:        48
         8          7          4          0          .          0         10         17          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   231,508
Positions
   108,226     11,230      6,449     17,989     30,027      1,061     33,720    110,194     15,371     27,966     10,493        965     19,760     45,716
 
Changes from:       May 14, 2013                                     Total Change is:    15,420
    17,902     -8,012      1,645        -45      1,174        278     -3,378     19,709        -65        776     -4,534        272     -1,965      4,952
 
Percent of Open Interest Represented by Each Category of Trader
      46.7        4.9        2.8        7.8       13.0        0.5       14.6       47.6        6.6       12.1        4.5        0.4        8.5       19.7
 
Number of Traders in Each Category                                    Total Traders:       111
        11          7         10          6         18          .         18         35         19          7          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   288,356
Positions
   128,139     27,464     11,132     18,835     19,468      2,645     45,646     99,889     34,521     11,674     12,744     12,322     23,442     68,171
 
Changes from:       May 14, 2013                                     Total Change is:     1,712
     7,394       -274      1,141        317      1,654        358     -6,669       -700      1,111     -1,327        576        390     -1,002     -2,544
 
Percent of Open Interest Represented by Each Category of Trader
      44.4        9.5        3.9        6.5        6.8        0.9       15.8       34.6       12.0        4.0        4.4        4.3        8.1       23.6
 
Number of Traders in Each Category                                    Total Traders:       157
        11         14          9          8         20          6         24         50         29         10         20         14
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   331,122
Positions
    92,552     12,930     14,796     37,081     49,455      5,454     41,221    106,509     44,732     41,830     15,800      7,774     45,682     73,672
 
Changes from:       May 14, 2013                                     Total Change is:    42,655
    24,753       -507      1,967      8,513        -34       -305     -5,275     24,984      7,163      5,518      1,561        654       -332      7,171
 
Percent of Open Interest Represented by Each Category of Trader
      28.0        3.9        4.5       11.2       14.9        1.6       12.4       32.2       13.5       12.6        4.8        2.3       13.8       22.2
 
Number of Traders in Each Category                                    Total Traders:       197
        19         15         13         16         19         13         23         57         39         20         28         22
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   243,883
Positions
   106,078     27,706     11,155        188     42,827      3,064     60,606     71,345     24,000     10,160     10,120      4,715     23,918     48,951
 
Changes from:       May 14, 2013                                     Total Change is:    17,721
    27,094     -2,357      1,008       -203        682        291    -12,074      3,373      1,785        779      4,219      1,559     -2,518      7,161
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       11.4        4.6        0.1       17.6        1.3       24.9       29.3        9.8        4.2        4.1        1.9        9.8       20.1
 
Number of Traders in Each Category                                    Total Traders:       124
        14          9         11          .          8          .         24         46         28          9         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    55,348
Positions
    22,545     27,086     19,427      1,827          0          0      2,185        640      4,464      1,231          0      3,211        458        520
 
Changes from:       May 14, 2013                                     Total Change is:    -1,362
      -541       -431         27       -419          0          0       -591       -952        160        -14          0          0         16       -166
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       48.9       35.1        3.3        0.0        0.0        3.9        1.2        8.1        2.2        0.0        5.8        0.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        29
         7         10         12          .          0          0          6          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   163,168
Positions
     5,943    109,720      1,326      5,670        661         25    126,329     43,707      1,692     11,339      3,225        219     10,626      2,594
 
Changes from:       May 14, 2013                                     Total Change is:    -5,208
       327     -4,706        518     -2,378          0          6     -3,881       -982        298        659       -277         27       -784        -92
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       67.2        0.8        3.5        0.4        0.0       77.4       26.8        1.0        6.9        2.0        0.1        6.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       130
         8         12          .          9          .          .         69         12         11         12          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    41,971
Positions
    16,216     23,418        274      1,799      2,118          0      7,200      1,850        744     13,235     11,442      1,688        815        437
 
Changes from:       May 14, 2013                                     Total Change is:        79
        35       -146          0         35         -9          0        183        251        -19         61          0        -61       -155         63
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       55.8        0.7        4.3        5.0        0.0       17.2        4.4        1.8       31.5       27.3        4.0        1.9        1.0
 
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 21, 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    32,833
Positions
     5,776     17,230        406        116        419          0     22,505      6,764         13      1,097      1,273          0      2,920      6,728
 
Changes from:       May 14, 2013                                     Total Change is:    -4,487
     2,387     -5,576         90       -405         12          0     -5,103     -1,432        -76       -938       -355          0       -442      2,850
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       52.5        1.2        0.4        1.3        0.0       68.5       20.6        0.0        3.3        3.9        0.0        8.9       20.5
 
Number of Traders in Each Category                                    Total Traders:        57
         7          8          4          .          .          0         16         16          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    60,639
Positions
     8,296     32,421        970      5,412         93        187     29,314     12,058      1,676      3,342        775      1,260     10,183     11,200
 
Changes from:       May 14, 2013                                     Total Change is:    -2,649
      -444     -1,013        129       -170       -109       -361     -2,766     -1,358        203        142       -605        -54        671        518
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       53.5        1.6        8.9        0.2        0.3       48.3       19.9        2.8        5.5        1.3        2.1       16.8       18.5
 
Number of Traders in Each Category                                    Total Traders:       104
        15         19          7          7          .          .         33         14         13         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   121,277
Positions
    16,592     64,842      1,940     10,823        185        374     58,627     24,115      3,351      6,685      1,549      2,520     20,365     22,401
 
Changes from:       May 14, 2013                                     Total Change is:    -5,299
      -888     -2,025        257       -339       -218       -721     -5,533     -2,716        406        284     -1,210       -108      1,343      1,037
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       53.5        1.6        8.9        0.2        0.3       48.3       19.9        2.8        5.5        1.3        2.1       16.8       18.5
 
Number of Traders in Each Category                                    Total Traders:       104
        15         19          7          7          .          .         33         14         13         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 1,107,477
Positions
    47,240    242,940     68,650    363,901    124,398     61,811    124,124    207,322    217,129     58,379     42,704     38,123    128,120    104,400
 
Changes from:       May 14, 2013                                     Total Change is:   -36,471
     7,843     14,630        -68     17,934     -1,718        205     -9,089      8,105    -44,149       -734     -1,394        -90     -8,323    -11,993
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       21.9        6.2       32.9       11.2        5.6       11.2       18.7       19.6        5.3        3.9        3.4       11.6        9.4
 
Number of Traders in Each Category                                    Total Traders:       610
        37         44         38        124         58         72         95        119        112         69         62         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   290,196
Positions
    29,646     75,198      8,211     60,867     31,683     13,162     14,945     18,270     70,810     14,864     13,019     12,513     65,179     47,331
 
Changes from:       May 14, 2013                                     Total Change is:   -25,095
     1,734      2,127      1,439        872       -250        504     -2,387        192    -21,914       -176      1,339       -621     -4,546     -7,913
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       25.9        2.8       21.0       10.9        4.5        5.2        6.3       24.4        5.1        4.5        4.3       22.5       16.3
 
Number of Traders in Each Category                                    Total Traders:       117
        12         13          6         17         13         13         17         22         35         13         10         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 4,086,406
Positions
   254,824  1,005,564    135,339  1,536,745    485,152    221,674    612,396  1,011,758    665,096    230,509    161,357    115,120    314,702    285,345
 
Changes from:       May 14, 2013                                     Total Change is:   -56,883
    29,473     61,443     -6,465     81,175    -11,476      2,638    -48,957     24,115    -95,728      2,578     -8,294     -2,716    -18,881    -20,401
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       24.6        3.3       37.6       11.9        5.4       15.0       24.8       16.3        5.6        3.9        2.8        7.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       576
        37         42         35        117         53         64         92        115        105         61         57         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   112,749
Positions
     2,792     55,756         38     59,811     41,565      3,090     32,063      5,669        504        702      2,211          0     13,749      3,916
 
Changes from:       May 14, 2013                                     Total Change is:       336
        20      2,681         -6       -242     -1,591         19        496     -1,046        -15        -27         -2          0         91        295
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       49.5        0.0       53.0       36.9        2.7       28.4        5.0        0.4        0.6        2.0        0.0       12.2        3.5
 
Number of Traders in Each Category                                    Total Traders:        97
         4         16          .         37         14         12         15          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    86,616
Positions
     4,048     58,292      1,243     34,976      6,018        834     32,386      7,740      1,392      3,705      3,789        979      7,053      6,328
 
Changes from:       May 14, 2013                                     Total Change is:       292
       369      1,562         -8        167       -226       -122       -371       -670       -448        298        110       -391        796        484
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       67.3        1.4       40.4        6.9        1.0       37.4        8.9        1.6        4.3        4.4        1.1        8.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       231
        20         25          9         31         19          9         76         25         18         22         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   433,078
Positions
    20,238    291,462      6,216    174,882     30,092      4,168    161,929     38,699      6,960     18,524     18,946      4,897     35,265     31,638
 
Changes from:       May 14, 2013                                     Total Change is:     1,461
     1,845      7,808        -40        836     -1,130       -608     -1,855     -3,350     -2,238      1,491        549     -1,953      3,982      2,422
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       67.3        1.4       40.4        6.9        1.0       37.4        8.9        1.6        4.3        4.4        1.1        8.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       231
        20         25          9         31         19          9         76         25         18         22         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   372,357
Positions
    67,513     53,946      7,040    138,015    141,571     24,514     90,846    107,393      8,937      7,022      5,555      1,339     27,131     22,062
 
Changes from:       May 14, 2013                                     Total Change is:    -4,163
    -4,574      3,802      1,998        189     -1,350        177     -2,836     -5,851     -1,188        557     -2,674       -121      1,635      1,044
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       14.5        1.9       37.1       38.0        6.6       24.4       28.8        2.4        1.9        1.5        0.4        7.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       260
        20         18          6         56         35         24         56         47         22         14         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    81,990
Positions
     7,960     31,578         47     27,016         20        492     20,601     19,801        265     13,863      5,057          0     11,746     24,730
 
Changes from:       May 14, 2013                                     Total Change is:      -340
        -4        244         47        377         -9          9        226        187         15     -1,294       -313          0        284       -520
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       38.5        0.1       33.0        0.0        0.6       25.1       24.2        0.3       16.9        6.2        0.0       14.3       30.2
 
Number of Traders in Each Category                                    Total Traders:        74
         6          8          .         16          .          .         19         10          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    95,589
Positions
    28,926     22,305      2,920     16,095      4,297        142     33,551     13,401      1,419      3,194      2,595         53      9,289     48,457
 
Changes from:       May 14, 2013                                     Total Change is:    -5,723
      -165       -227      1,315      1,058        157         44     -4,173     -3,197        779     -2,684        636         53     -1,950     -5,283
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       23.3        3.1       16.8        4.5        0.1       35.1       14.0        1.5        3.3        2.7        0.1        9.7       50.7
 
Number of Traders in Each Category                                    Total Traders:       103
        19         17          8         13          .          .         23         14          5          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    89,485
Positions
    15,109     39,171      2,360     34,893     21,571      3,732     25,020     17,763      2,326          0          0          0      6,045      2,562
 
Changes from:       May 14, 2013                                     Total Change is:     2,257
        -6      1,330         25      2,844     -2,018       -168       -867      2,167        250       -212          0          0        391        671
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       43.8        2.6       39.0       24.1        4.2       28.0       19.9        2.6        0.0        0.0        0.0        6.8        2.9
 
Number of Traders in Each Category                                    Total Traders:        80
         5          7          .         30         19         10         12          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   210,390
Positions
    10,287    102,417      6,865    112,691     22,641      7,209     44,630     59,199      3,190      7,843      2,173        306     17,369      6,390
 
Changes from:       May 14, 2013                                     Total Change is:     9,515
     2,534      1,529      3,883      2,832      1,004     -1,168       -293      3,819      1,494       -493     -1,749          0        726        703
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       48.7        3.3       53.6       10.8        3.4       21.2       28.1        1.5        3.7        1.0        0.1        8.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       148
        14         18          6         44         19         22         27         11          8         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   797,250
Positions
    11,014     91,107     52,887    275,646    135,474     97,290     68,905     86,634     98,063     12,193     36,652     12,828    168,423    186,315
 
Changes from:       May 14, 2013                                     Total Change is:   -14,255
     1,609     -9,099      3,726     -8,991    -31,836      5,957    -31,949       -927      8,719        178      5,020      5,068      1,429       -883
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       11.4        6.6       34.6       17.0       12.2        8.6       10.9       12.3        1.5        4.6        1.6       21.1       23.4
 
Number of Traders in Each Category                                    Total Traders:       179
         9         17         21         34         29         37         24         43         52         10         13         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   388,407
Positions
    14,055     92,893      4,578    239,548     43,913     37,747     10,660    125,243      3,266      3,575     22,637          0     74,978     58,130
 
Changes from:       May 14, 2013                                     Total Change is:    -9,457
    -7,626     -4,789        652     -4,162     -3,992        595        847     -8,221        423     -1,406      2,151          0      1,220      3,724
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       23.9        1.2       61.7       11.3        9.7        2.7       32.2        0.8        0.9        5.8        0.0       19.3       15.0
 
Number of Traders in Each Category                                    Total Traders:        74
         4         11          8         27         11         16          4         10          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   995,753
Positions
    60,477     93,565     48,362    202,600    188,105     54,567    216,201    272,338    156,501    101,023     62,692     28,471    127,551     91,154
 
Changes from:       May 14, 2013                                     Total Change is:   -19,767
       698    -20,691     -2,959     -7,162     -2,326     -4,225    -20,420    -22,685     23,879     -2,306      4,373     -1,521     -5,751      6,388
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        9.4        4.9       20.3       18.9        5.5       21.7       27.3       15.7       10.1        6.3        2.9       12.8        9.2
 
Number of Traders in Each Category                                    Total Traders:       201
        12         21         12         33         27         27         42         33         44         15         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    54,819
Positions
    21,851     27,374      9,925          0        400        668     17,333     11,273      4,328          0         25        639         75        187
 
Changes from:       May 14, 2013                                     Total Change is:       634
     2,011        133        170          0          0          0     -2,567       -698        776          0        -56        264        -20         45
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       49.9       18.1        0.0        0.7        1.2       31.6       20.6        7.9        0.0        0.0        1.2        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         7         12         13          0          .          .          8         12         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 3,018,219
Positions
   131,344    224,939    281,140    494,189    828,435    294,136    870,889    281,432    459,374     63,298    128,843     95,072    328,777    424,848
 
Changes from:       May 14, 2013                                     Total Change is:    72,889
    -4,395    -14,782     15,355      2,744      3,126      2,053     -1,434     18,040     48,642     10,168     -4,755     15,777    -16,021    -10,567
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        7.5        9.3       16.4       27.4        9.7       28.9        9.3       15.2        2.1        4.3        3.1       10.9       14.1
 
Number of Traders in Each Category                                    Total Traders:       336
        27         40         55         22         74         55         65         63         88         14         31         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 2,140,548
Positions
   346,939    131,773    197,129    443,238    543,487    143,878    394,116    409,467    274,696     53,173    122,788     33,073    254,307    284,258
 
Changes from:       May 14, 2013                                     Total Change is:    54,361
   -20,963        685     38,289    -21,236     -7,651     12,394      7,154    -27,523     29,949      4,245      2,106     -1,239      5,768      7,351
 
Percent of Open Interest Represented by Each Category of Trader
      16.2        6.2        9.2       20.7       25.4        6.7       18.4       19.1       12.8        2.5        5.7        1.5       11.9       13.3
 
Number of Traders in Each Category                                    Total Traders:       216
        18         29         26         25         42         35         47         32         42          7         16          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   344,959
Positions
   123,219    109,279     96,185          0      2,015      3,187     40,534     26,107     52,646          0      8,555      8,871     20,317     38,114
 
Changes from:       May 14, 2013                                     Total Change is:    15,650
     6,778     10,870     -1,435          0       -726          0      5,758       -826      7,143          0        375     -1,677       -918      1,925
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       31.7       27.9        0.0        0.6        0.9       11.8        7.6       15.3        0.0        2.5        2.6        5.9       11.0
 
Number of Traders in Each Category                                    Total Traders:        69
        17         23         26          0          .          .          9         13         16          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 is14,057,546
Positions
 1,410,572  2,687,919  2,786,215  1,007,396    737,367    253,961  1,520,243    484,261  4,596,219    270,335    157,216  1,185,385  1,027,218  1,169,002
 
Changes from:       May 14, 2013                                     Total Change is:   169,996
   128,199    -94,972     34,254    -51,789     97,424    -45,004    -70,189     -3,112    152,809     30,908     14,079    -12,035      2,842     26,553
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       19.1       19.8        7.2        5.2        1.8       10.8        3.4       32.7        1.9        1.1        8.4        7.3        8.3
 
Number of Traders in Each Category                                    Total Traders:       274
        27         53         78         11         15         22         57         59         95         19         15         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    10,740
Positions
     7,734      3,233          0         46        748          0      2,702      2,651         44        128      3,927          0         86        137
 
Changes from:       May 14, 2013                                     Total Change is:     1,980
        74        244          0          0          0          0      1,941         14          0          0      1,711          0        -35         11
 
Percent of Open Interest Represented by Each Category of Trader
      72.0       30.1        0.0        0.4        7.0        0.0       25.2       24.7        0.4        1.2       36.6        0.0        0.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    21,564
Positions
    15,315        785         50      1,469      5,239         19      1,524     11,286      2,250        895      1,823          0         42        112
 
Changes from:       May 14, 2013                                     Total Change is:     3,060
     3,323        -41          0       -285          0         -8       -190      2,912        185          0          0          0         35         12
 
Percent of Open Interest Represented by Each Category of Trader
      71.0        3.6        0.2        6.8       24.3        0.1        7.1       52.3       10.4        4.2        8.5        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        26
         5          .          .          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    12,036
Positions
    10,814      1,462          0      1,127      2,900          0          0      6,306         76          0      1,204          0         19         88
 
Changes from:       May 14, 2013                                     Total Change is:      -113
       939        -84          0          0       -102          0       -629        497       -424          0          0          0          1          0
 
Percent of Open Interest Represented by Each Category of Trader
      89.8       12.1        0.0        9.4       24.1        0.0        0.0       52.4        0.6        0.0       10.0        0.0        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        20
         4          .          0          .          .          0          0          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    95,185
Positions
     8,990     37,395      1,201      7,176        133         79     46,132     53,567        873     17,670        553        154     12,911      1,231
 
Changes from:       May 14, 2013                                     Total Change is:    14,731
       732      6,563         43      1,557         -9         -4      6,551      8,715       -190      4,198        -79         59      1,784       -367
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       39.3        1.3        7.5        0.1        0.1       48.5       56.3        0.9       18.6        0.6        0.2       13.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       146
         6          .          .         12          .          .         56         13          6         50          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   434,988
Positions
    91,180     33,064     49,015     64,341     17,924     11,021     43,562    134,234     78,692      5,840     14,616     61,169     30,168     35,253
 
Changes from:       May 14, 2013                                     Total Change is:    14,945
    -3,905     -4,586      6,257     -2,682        747     -3,775         84     -4,355      9,292       -312      1,436      6,801      3,185      3,128
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        7.6       11.3       14.8        4.1        2.5       10.0       30.9       18.1        1.3        3.4       14.1        6.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       188
        18         16         24          6         10          9         33         58         55         19         16         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    10,148
Positions
        43      3,059          0      2,082        209        256      6,213      5,599        934        455         69          0        165         22
 
Changes from:       May 14, 2013                                     Total Change is:        33
       -36        -54          0          0        -51         79        127        -36         26       -198         69          0         35          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       30.1        0.0       20.5        2.1        2.5       61.2       55.2        9.2        4.5        0.7        0.0        1.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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     9,561
Positions
     1,313      6,842          0      6,764          0          0        721      2,036          0        150          0          0        613        683
 
Changes from:       May 14, 2013                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       71.6        0.0       70.7        0.0        0.0        7.5       21.3        0.0        1.6        0.0        0.0        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          0          .          4          0          .          0          0
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Updated May 24, 2013