Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   162,874
Positions
    63,073     12,266      8,991     16,379     19,605      1,033     18,903     58,957     12,294      8,006      3,835      1,494     32,701     44,399
 
Changes from:       May 21, 2013                                     Total Change is:     6,516
     2,612     -1,483      1,713       -501        734        384     -3,288     -4,200      2,097      1,236        747        601      1,660      5,923
 
Percent of Open Interest Represented by Each Category of Trader
      38.7        7.5        5.5       10.1       12.0        0.6       11.6       36.2        7.5        4.9        2.4        0.9       20.1       27.3
 
Number of Traders in Each Category                                    Total Traders:        90
         8          8          9          5          4          4         15         36         17          9          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    74,520
Positions
    45,282     10,745      2,547          0      1,935          0     10,013     30,184      3,430      4,337      1,621          1      8,910     24,057
 
Changes from:       May 21, 2013                                     Total Change is:     5,149
     2,341       -876      1,111          0        171          0        800      4,718        602         27          0          1        268       -578
 
Percent of Open Interest Represented by Each Category of Trader
      60.8       14.4        3.4        0.0        2.6        0.0       13.4       40.5        4.6        5.8        2.2        0.0       12.0       32.3
 
Number of Traders in Each Category                                    Total Traders:        51
         9          6          7          0          .          0         12         18          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   244,293
Positions
   114,541     12,201      6,894     17,276     30,031      1,274     35,681    118,145     18,107     28,546     10,299      1,089     20,885     46,254
 
Changes from:       May 21, 2013                                     Total Change is:    12,785
     6,315        971        445       -713          4        213      1,961      7,951      2,736        580       -195        123      1,126        538
 
Percent of Open Interest Represented by Each Category of Trader
      46.9        5.0        2.8        7.1       12.3        0.5       14.6       48.4        7.4       11.7        4.2        0.4        8.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       118
        13          5         10          5         17          .         20         40         21          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   296,242
Positions
   127,133     26,352     13,213     22,373     19,885      2,647     43,588    103,555     38,262     12,603     13,296     13,109     23,313     65,923
 
Changes from:       May 21, 2013                                     Total Change is:     7,886
    -1,006     -1,112      2,081      3,538        417          3     -2,058      3,665      3,741        929        552        788       -129     -2,248
 
Percent of Open Interest Represented by Each Category of Trader
      42.9        8.9        4.5        7.6        6.7        0.9       14.7       35.0       12.9        4.3        4.5        4.4        7.9       22.3
 
Number of Traders in Each Category                                    Total Traders:       158
        10         13         10          8         21          7         24         55         27         11         16         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   332,869
Positions
    94,399     12,772     14,408     37,023     52,881      5,437     37,150    102,126     46,735     40,510     14,776     10,214     46,993     73,521
 
Changes from:       May 21, 2013                                     Total Change is:     1,746
     1,847       -157       -388        -59      3,425        -17     -4,071     -4,383      2,003     -1,319     -1,025      2,440      1,311       -151
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        3.8        4.3       11.1       15.9        1.6       11.2       30.7       14.0       12.2        4.4        3.1       14.1       22.1
 
Number of Traders in Each Category                                    Total Traders:       196
        18         16         14         15         21         12         18         59         44         21         28         23
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Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   253,434
Positions
   114,682     28,545     12,435        141     44,375      3,440     53,775     71,411     26,136     11,213     11,514      5,684     25,928     49,895
 
Changes from:       May 21, 2013                                     Total Change is:     9,551
     8,604        839      1,280        -46      1,548        376     -6,831         66      2,137      1,053      1,394        969      2,011        944
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       11.3        4.9        0.1       17.5        1.4       21.2       28.2       10.3        4.4        4.5        2.2       10.2       19.7
 
Number of Traders in Each Category                                    Total Traders:       126
        12         10          9          .          8          4         27         43         29         12         13         10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    52,094
Positions
    19,381     23,718     17,620      1,713          0          0      4,105      2,733      4,315      1,246          0      3,211        503        497
 
Changes from:       May 21, 2013                                     Total Change is:    -3,254
    -3,164     -3,368     -1,806       -114          0          0      1,920      2,093       -149         15          0          0         45        -23
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       45.5       33.8        3.3        0.0        0.0        7.9        5.2        8.3        2.4        0.0        6.2        1.0        1.0
 
Number of Traders in Each Category                                    Total Traders:        29
         6         11         12          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   150,935
Positions
     6,607    100,433      1,530      4,985        870         12    113,831     40,446      1,778     12,546      3,310        210      9,437      2,346
 
Changes from:       May 21, 2013                                     Total Change is:   -12,233
       664     -9,287        204       -685        209        -13    -12,499     -3,261         86      1,207         85         -9     -1,189       -248
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       66.5        1.0        3.3        0.6        0.0       75.4       26.8        1.2        8.3        2.2        0.1        6.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       126
         9         11          .          8          .          .         57         17         11         15          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    43,754
Positions
    16,455     23,510      1,422      1,799      2,344          0      7,621      1,734        975     12,986     11,442      1,857        639        470
 
Changes from:       May 21, 2013                                     Total Change is:     1,783
       239         92      1,148          0        226          0        421       -116        231       -249          0        169       -176         33
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       53.7        3.2        4.1        5.4        0.0       17.4        4.0        2.2       29.7       26.2        4.2        1.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        39
         6          8          4          .          .          0         12          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,377
Positions
     7,217     17,265        367          0        419          0     18,459      6,012         64      1,025      1,375          0      2,245      3,875
 
Changes from:       May 21, 2013                                     Total Change is:    -3,456
     1,441         35        -39       -116          0          0     -4,046       -752         51        -72        102          0       -675     -2,853
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       58.8        1.2        0.0        1.4        0.0       62.8       20.5        0.2        3.5        4.7        0.0        7.6       13.2
 
Number of Traders in Each Category                                    Total Traders:        56
         7          8          4          0          .          0         13         17          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,433
Positions
     8,457     34,523      1,053      4,957        169         85     30,067     10,609      1,556      3,170        632      1,526     10,562     11,281
 
Changes from:       May 21, 2013                                     Total Change is:       795
       161      2,102         83       -455         77       -103        754     -1,449       -119       -172       -142        266        380         80
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       56.2        1.7        8.1        0.3        0.1       48.9       17.3        2.5        5.2        1.0        2.5       17.2       18.4
 
Number of Traders in Each Category                                    Total Traders:        99
        17         19          7          6          .          .         30         12         11          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   122,867
Positions
    16,914     69,045      2,107      9,913        338        169     60,134     21,217      3,112      6,340      1,264      3,052     21,124     22,561
 
Changes from:       May 21, 2013                                     Total Change is:     1,589
       322      4,204        167       -910        153       -205      1,507     -2,898       -239       -344       -285        532        759        161
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       56.2        1.7        8.1        0.3        0.1       48.9       17.3        2.5        5.2        1.0        2.5       17.2       18.4
 
Number of Traders in Each Category                                    Total Traders:        99
        17         19          7          6          .          .         30         12         11          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,126,116
Positions
    48,645    247,293     75,259    369,182    125,982     61,394    119,914    213,483    224,373     58,531     41,157     37,241    131,577     99,934
 
Changes from:       May 21, 2013                                     Total Change is:    18,639
     1,406      4,353      6,609      5,280      1,584       -418     -4,210      6,162      7,245        152     -1,547       -882      3,457     -4,466
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       22.0        6.7       32.8       11.2        5.5       10.6       19.0       19.9        5.2        3.7        3.3       11.7        8.9
 
Number of Traders in Each Category                                    Total Traders:       607
        36         42         40        123         58         72         97        126        115         70         53         63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   297,134
Positions
    35,142     78,390      8,197     61,568     33,235     13,036     13,906     21,554     70,855     13,060     12,678     12,908     68,463     46,281
 
Changes from:       May 21, 2013                                     Total Change is:     6,938
     5,496      3,192        -14        701      1,553       -126     -1,040      3,284         45     -1,804       -342        395      3,283     -1,050
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       26.4        2.8       20.7       11.2        4.4        4.7        7.3       23.8        4.4        4.3        4.3       23.0       15.6
 
Number of Traders in Each Category                                    Total Traders:       115
        10         10          4         18         14         15         16         26         38         12          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,144,911
Positions
   254,410  1,031,406    148,416  1,561,853    487,520    218,004    602,933  1,032,535    694,702    240,207    155,248    108,813    315,573    268,267
 
Changes from:       May 21, 2013                                     Total Change is:    58,505
      -414     25,842     13,076     25,108      2,368     -3,670     -9,464     20,777     29,606      9,698     -6,109     -6,307        871    -17,078
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       24.9        3.6       37.7       11.8        5.3       14.5       24.9       16.8        5.8        3.7        2.6        7.6        6.5
 
Number of Traders in Each Category                                    Total Traders:       573
        38         40         38        116         52         62         94        120        107         61         50         54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   109,100
Positions
     3,368     53,413         39     56,478     42,055      2,470     31,681      5,312        544        911      2,179          0     13,608      3,087
 
Changes from:       May 21, 2013                                     Total Change is:    -3,649
       576     -2,343          1     -3,333        490       -620       -382       -357         41        209        -32          0       -141       -828
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       49.0        0.0       51.8       38.5        2.3       29.0        4.9        0.5        0.8        2.0        0.0       12.5        2.8
 
Number of Traders in Each Category                                    Total Traders:        97
         5         15          .         35         15         13         16          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    90,316
Positions
     3,742     63,630      1,308     38,949      6,052        564     33,451      7,300      1,154      3,212      3,609      1,065      6,871      5,635
 
Changes from:       May 21, 2013                                     Total Change is:     3,700
      -306      5,337         64      3,973         33       -270      1,066       -440       -238       -493       -180         86       -182       -693
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       70.5        1.4       43.1        6.7        0.6       37.0        8.1        1.3        3.6        4.0        1.2        7.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       231
        20         25         11         31         19          7         78         24         18         22         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   451,580
Positions
    18,709    318,149      6,538    194,746     30,258      2,820    167,256     36,499      5,769     16,060     18,047      5,325     34,356     28,174
 
Changes from:       May 21, 2013                                     Total Change is:    18,502
    -1,529     26,687        322     19,864        166     -1,348      5,328     -2,199     -1,191     -2,464       -898        428       -908     -3,464
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       70.5        1.4       43.1        6.7        0.6       37.0        8.1        1.3        3.6        4.0        1.2        7.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       231
        20         25         11         31         19          7         78         24         18         22         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   368,261
Positions
    64,039     59,865      8,452    133,100    139,760     25,079     92,988     97,755      8,778      6,900      6,447      1,372     27,552     20,754
 
Changes from:       May 21, 2013                                     Total Change is:    -4,096
    -3,474      5,919      1,413     -4,915     -1,811        565      2,143     -9,639       -159       -122        892         33        421     -1,308
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       16.3        2.3       36.1       38.0        6.8       25.3       26.5        2.4        1.9        1.8        0.4        7.5        5.6
 
Number of Traders in Each Category                                    Total Traders:       261
        20         18          6         54         34         25         58         46         18         14         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    77,917
Positions
     7,221     32,825         77     25,551        867        448     21,019     14,923        797      9,876      4,007          0     12,928     23,973
 
Changes from:       May 21, 2013                                     Total Change is:    -4,073
      -739      1,247         30     -1,465        847        -44        418     -4,878        532     -3,987     -1,050          0      1,182       -757
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       42.1        0.1       32.8        1.1        0.6       27.0       19.2        1.0       12.7        5.1        0.0       16.6       30.8
 
Number of Traders in Each Category                                    Total Traders:        73
         4          9          .         17          .          .         18          8          4         12          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    93,321
Positions
    31,200     16,169      3,010     12,793      5,689        348     24,489     10,289      2,876      6,038      1,705          0     12,567     53,235
 
Changes from:       May 21, 2013                                     Total Change is:    -2,268
     2,274     -6,136         90     -3,302      1,392        206     -9,062     -3,112      1,457      2,844       -890        -53      3,278      4,778
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       17.3        3.2       13.7        6.1        0.4       26.2       11.0        3.1        6.5        1.8        0.0       13.5       57.0
 
Number of Traders in Each Category                                    Total Traders:       100
        22         13          7         11          4          .         23         13          6         10          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    90,465
Positions
    15,147     40,146      2,360     35,801     20,562      3,640     25,317     19,406      2,335          0          0          0      5,865      2,016
 
Changes from:       May 21, 2013                                     Total Change is:       980
        38        975          0        908     -1,009        -92        297      1,643          9          0          0          0       -180       -546
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       44.4        2.6       39.6       22.7        4.0       28.0       21.5        2.6        0.0        0.0        0.0        6.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        79
         5          8          .         29         19         11         11          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   216,492
Positions
    11,619    108,083      8,013    115,620     22,198      7,183     43,627     55,547      5,980      7,821      1,841        394     16,235      7,253
 
Changes from:       May 21, 2013                                     Total Change is:     6,102
     1,332      5,666      1,148      2,929       -443        -26     -1,003     -3,652      2,790        -22       -332         88     -1,134        863
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       49.9        3.7       53.4       10.3        3.3       20.2       25.7        2.8        3.6        0.9        0.2        7.5        3.4
 
Number of Traders in Each Category                                    Total Traders:       150
        17         17          6         46         19         23         25         11         11         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   829,028
Positions
     7,209     78,262     77,814    239,739    102,339    102,920     66,337    106,014    131,634      9,115     27,187     14,981    179,279    187,878
 
Changes from:       May 21, 2013                                     Total Change is:    31,778
    -3,805    -12,845     24,927    -35,907    -33,135      5,630     -2,568     19,380     33,571     -3,078     -9,465      2,153     10,856      1,562
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        9.4        9.4       28.9       12.3       12.4        8.0       12.8       15.9        1.1        3.3        1.8       21.6       22.7
 
Number of Traders in Each Category                                    Total Traders:       163
         7         16         18         33         26         33         27         38         45          5         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   403,659
Positions
    12,696     88,689      5,633    237,602     31,306     37,436      8,155    124,224      9,400      7,975     23,671          0     84,762     83,300
 
Changes from:       May 21, 2013                                     Total Change is:    15,252
    -1,359     -4,204      1,055     -1,946    -12,607       -311     -2,505     -1,019      6,134      4,400      1,034          0      9,784     25,170
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       22.0        1.4       58.9        7.8        9.3        2.0       30.8        2.3        2.0        5.9        0.0       21.0       20.6
 
Number of Traders in Each Category                                    Total Traders:        69
         4         10          7         28          7         16          .         10          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,106,820
Positions
    58,986     89,330     34,639    179,054    205,975     61,564    224,966    259,900    244,705     96,726     61,799     46,753    159,427    102,154
 
Changes from:       May 21, 2013                                     Total Change is:   111,067
    -1,491     -4,234    -13,723    -23,546     17,870      6,997      8,765    -12,437     88,204     -4,297       -893     18,283     31,876     11,001
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        8.1        3.1       16.2       18.6        5.6       20.3       23.5       22.1        8.7        5.6        4.2       14.4        9.2
 
Number of Traders in Each Category                                    Total Traders:       195
        13         19         15         33         26         28         34         31         40         17         21         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    55,502
Positions
    19,733     26,250     10,330          0        400        668     17,859     10,762      5,927          0        186        930         55         49
 
Changes from:       May 21, 2013                                     Total Change is:       683
    -2,118     -1,124        405          0          0          0        526       -511      1,599          0        161        291        -20       -138
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       47.3       18.6        0.0        0.7        1.2       32.2       19.4       10.7        0.0        0.3        1.7        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        46
         8         13         14          0          .          .          8         12         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,118,829
Positions
   129,560    265,294    237,848    517,688    795,748    320,748    901,039    327,851    463,878     99,747    146,024     78,255    370,066    483,182
 
Changes from:       May 21, 2013                                     Total Change is:   100,609
    -1,784     40,355    -43,292     23,499    -32,687     26,612     30,150     46,419      4,504     36,449     17,181    -16,817     41,289     58,335
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        8.5        7.6       16.6       25.5       10.3       28.9       10.5       14.9        3.2        4.7        2.5       11.9       15.5
 
Number of Traders in Each Category                                    Total Traders:       323
        22         42         51         26         67         55         55         67         84         13         31         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,167,787
Positions
   384,758    116,411    190,293    429,194    564,018    123,804    415,837    450,033    259,633     67,861    117,887     32,893    263,514    312,814
 
Changes from:       May 21, 2013                                     Total Change is:    27,239
    37,818    -15,362     -6,836    -14,044     20,531    -20,073     21,721     40,566    -15,063     14,688     -4,901       -180      9,207     28,556
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        5.4        8.8       19.8       26.0        5.7       19.2       20.8       12.0        3.1        5.4        1.5       12.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       224
        25         24         31         28         44         41         41         39         45          9         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   367,442
Positions
   122,498    132,430     99,795          0      2,015      3,041     50,955     23,959     51,534      7,306      8,987      9,653     22,660     36,028
 
Changes from:       May 21, 2013                                     Total Change is:    22,483
      -721     23,150      3,610          0          0       -146     10,421     -2,148     -1,111      7,306        432        782      2,343     -2,085
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       36.0       27.2        0.0        0.5        0.8       13.9        6.5       14.0        2.0        2.4        2.6        6.2        9.8
 
Number of Traders in Each Category                                    Total Traders:        74
        16         23         25          0          .          .         14         11         19          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,905,469
Positions
 1,535,093  2,634,400  2,986,227    940,367    721,139    272,031  1,449,815    507,419  5,019,788    256,914    160,496  1,468,117    977,117  1,135,853
 
Changes from:       May 21, 2013                                     Total Change is:   847,924
   124,521    -53,520    200,012    -67,030    -16,228     18,070    -70,428     23,158    423,569    -13,421      3,280    282,731    -50,102    -33,149
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       17.7       20.0        6.3        4.8        1.8        9.7        3.4       33.7        1.7        1.1        9.8        6.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       268
        30         52         81         11         15         23         62         46         91         19         17         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,701
Positions
     7,768      3,281          0         42        793          1      5,655      3,150         29        128      3,827          0         78      2,620
 
Changes from:       May 21, 2013                                     Total Change is:     2,961
        34         48          0         -4         45          1      2,953        499        -15          0       -100          0         -8      2,483
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       23.9        0.0        0.3        5.8        0.0       41.3       23.0        0.2        0.9       27.9        0.0        0.6       19.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    23,320
Positions
    16,340        606         12      1,524      5,245         56      1,524     12,510      2,962        895      1,823          0          7        106
 
Changes from:       May 21, 2013                                     Total Change is:     1,756
     1,025       -179        -38         55          6         37          0      1,224        712          0          0          0        -35         -6
 
Percent of Open Interest Represented by Each Category of Trader
      70.1        2.6        0.1        6.5       22.5        0.2        6.5       53.6       12.7        3.8        7.8        0.0        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          .          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     4,264
Positions
     2,920      1,978          0         42        727         31      1,183        995          0          0        487          0         88         46
 
Changes from:       May 21, 2013                                     Total Change is:       830
       492        370          0         42          5         -5        374        458          0          0          9          0        -73         -7
 
Percent of Open Interest Represented by Each Category of Trader
      68.5       46.4        0.0        1.0       17.0        0.7       27.7       23.3        0.0        0.0       11.4        0.0        2.1        1.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          .          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    93,195
Positions
     8,769     37,195      1,206      7,353        149         78     45,267     50,769        738     15,645        462        938     13,201      1,660
 
Changes from:       May 21, 2013                                     Total Change is:    -1,990
      -221       -200          5        177         16         -1       -865     -2,798       -135     -2,025        -90        785        290        428
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       39.9        1.3        7.9        0.2        0.1       48.6       54.5        0.8       16.8        0.5        1.0       14.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       163
         7          .          .         12          .          .         60         11          7         64          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   389,387
Positions
    81,690     23,153     41,619     63,636     17,638     10,315     36,027    127,101     70,346      6,227     17,801     47,057     32,470     34,357
 
Changes from:       May 21, 2013                                     Total Change is:   -45,601
    -9,490     -9,911     -7,396       -705       -286       -706     -7,535     -7,133     -8,346        387      3,185    -14,112      2,302       -896
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        5.9       10.7       16.3        4.5        2.6        9.3       32.6       18.1        1.6        4.6       12.1        8.3        8.8
 
Number of Traders in Each Category                                    Total Traders:       164
        18         12         21          7          8          9         28         49         43         15         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,995
Positions
        45      3,059          0      2,100        148        426      5,862      5,357        934        455         69          0        173          2
 
Changes from:       May 21, 2013                                     Total Change is:      -153
         2          0          0         18        -61        170       -351       -242          0          0          0          0          8        -20
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       30.6        0.0       21.0        1.5        4.3       58.6       53.6        9.3        4.6        0.7        0.0        1.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          6          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 2013                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,649
Positions
     1,314      6,842          0      6,741          0          0      1,833      2,934        117          0          0          0        644        756
 
Changes from:       May 21, 2013                                     Total Change is:     1,088
         1          0          0        -23          0          0      1,112        898        117       -150          0          0         31         73
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       64.3        0.0       63.3        0.0        0.0       17.2       27.6        1.1        0.0        0.0        0.0        6.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          0          .          4          .          0          0          0
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Updated May 31, 2013