Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   149,650
Positions
    49,904      6,816      8,273     15,561     18,211        978     28,623     54,963     11,450      8,400      6,953      2,473     23,989     39,534
 
Changes from:       August 20, 2013                                  Total Change is:    28,042
    11,638     -6,074      3,278       -304       -630        474      7,476     22,546      1,986      2,333        740        160      1,001      5,562
 
Percent of Open Interest Represented by Each Category of Trader
      33.3        4.6        5.5       10.4       12.2        0.7       19.1       36.7        7.7        5.6        4.6        1.7       16.0       26.4
 
Number of Traders in Each Category                                    Total Traders:        99
         9          8          8          5          8          4         24         27         17         13          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    44,709
Positions
    10,869     17,466      1,072          0      2,352          0     15,012      8,827      1,610          0      1,621          0     16,146     11,762
 
Changes from:       August 20, 2013                                  Total Change is:       938
       645      1,567        238          0         62          0       -743       -126         54          0       -565          0        744       -293
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       39.1        2.4        0.0        5.3        0.0       33.6       19.7        3.6        0.0        3.6        0.0       36.1       26.3
 
Number of Traders in Each Category                                    Total Traders:        40
         7          6          6          0          4          0         12         10          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   172,221
Positions
    56,358     16,485      7,777     15,198     27,534      2,127     37,934     57,987     16,216      7,454      8,230      1,681     27,475     34,183
 
Changes from:       August 20, 2013                                  Total Change is:    12,131
       397      6,766        455        246        746         40     10,564      2,131        782       -566     -1,713        169         43      2,755
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        9.6        4.5        8.8       16.0        1.2       22.0       33.7        9.4        4.3        4.8        1.0       16.0       19.8
 
Number of Traders in Each Category                                    Total Traders:       109
         9         11          8          6         17          6         29         23         21          5          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   211,848
Positions
    91,671     13,971      8,631     25,543     15,493      2,289     27,409     82,374     22,936      2,914     13,484      3,760     26,693     48,909
 
Changes from:       August 20, 2013                                  Total Change is:    16,614
     6,290        923      1,112       -412         32       -733      3,195      8,360      1,416       -244      1,462        186      5,804      3,855
 
Percent of Open Interest Represented by Each Category of Trader
      43.3        6.6        4.1       12.1        7.3        1.1       12.9       38.9       10.8        1.4        6.4        1.8       12.6       23.1
 
Number of Traders in Each Category                                    Total Traders:       138
        13         12          8          6         19          6         29         35         26          5         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   324,037
Positions
    25,937     49,442     20,806     35,267     67,502      5,571     95,059     44,587     52,850     23,989     11,802      9,500     55,059     61,979
 
Changes from:       August 20, 2013                                  Total Change is:     2,329
    -1,689      4,991      1,634       -824      1,396       -114       -385     -4,221      3,650      1,055     -2,459        973     -1,972     -3,522
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       15.3        6.4       10.9       20.8        1.7       29.3       13.8       16.3        7.4        3.6        2.9       17.0       19.1
 
Number of Traders in Each Category                                    Total Traders:       190
        12         18         15         13         26         14         40         37         38         21         23         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   215,667
Positions
   123,180     20,542      8,653        635     37,585      2,193     36,238     78,349     14,267      7,781     12,027      4,906     17,812     37,143
 
Changes from:       August 20, 2013                                  Total Change is:     6,314
     2,371      2,146        963         30     -2,857        283       -842      2,781      1,244        958        770        502        805        482
 
Percent of Open Interest Represented by Each Category of Trader
      57.1        9.5        4.0        0.3       17.4        1.0       16.8       36.3        6.6        3.6        5.6        2.3        8.3       17.2
 
Number of Traders in Each Category                                    Total Traders:       105
        10         10         10          .          9          5         19         33         20          9         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    44,198
Positions
    15,984     21,707     12,854          0      1,355          0      7,594      1,318      3,308      1,379          0      2,855        224        801
 
Changes from:       August 20, 2013                                  Total Change is:       575
       155        778        150          0        -79          0        277       -473          2          0          0          0         -9        197
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       49.1       29.1        0.0        3.1        0.0       17.2        3.0        7.5        3.1        0.0        6.5        0.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         12          0          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   109,499
Positions
    25,878     33,280        706     31,432        927          0     34,599     59,189      2,203      8,589      9,432        540      5,552      3,222
 
Changes from:       August 20, 2013                                  Total Change is:    14,986
     4,301        778          0     29,478        540          0    -18,987     10,462        975       -909      1,285        540       -412        406
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       30.4        0.6       28.7        0.8        0.0       31.6       54.1        2.0        7.8        8.6        0.5        5.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        91
         4          9          .          5          .          0         26         28          8          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    26,942
Positions
    11,128     13,070      4,425          0      2,959          0        957      2,433        137      9,232      3,055          0      1,063        863
 
Changes from:       August 20, 2013                                  Total Change is:     2,436
       813        -19      1,338          0      1,214          0         -5        -91         96          0          0          0        194       -102
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       48.5       16.4        0.0       11.0        0.0        3.6        9.0        0.5       34.3       11.3        0.0        3.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        24
         6          5          4          0          .          0          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    12,193
Positions
     2,505      1,309         17        378        316          0      5,715      7,268        367        912        565          0      2,299      2,351
 
Changes from:       August 20, 2013                                  Total Change is:    -1,307
     1,015     -1,365         16        112        -20          0     -2,484        -19        -29        153         -8          0        -90        118
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       10.7        0.1        3.1        2.6        0.0       46.9       59.6        3.0        7.5        4.6        0.0       18.9       19.3
 
Number of Traders in Each Category                                    Total Traders:        54
         5          5          .          .          .          0         10         21          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    54,223
Positions
    13,808     37,496        168      5,986      1,132        290     17,705      5,169      1,632      5,073        189      1,225      8,336      6,923
 
Changes from:       August 20, 2013                                  Total Change is:    -2,685
     3,294     -3,421         32        180        116       -152     -4,416        -67        -57       -458        -17         41     -1,149        838
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       69.2        0.3       11.0        2.1        0.5       32.7        9.5        3.0        9.4        0.3        2.3       15.4       12.8
 
Number of Traders in Each Category                                    Total Traders:        91
        18         13          .          6          .          .         24         13         10         13          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   108,447
Positions
    27,617     74,992        336     11,971      2,264        579     35,410     10,338      3,264     10,147        377      2,451     16,673     13,845
 
Changes from:       August 20, 2013                                  Total Change is:    -5,370
     6,588     -6,841         64        360        232       -303     -8,833       -133       -114       -916        -33         81     -2,298      1,677
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       69.2        0.3       11.0        2.1        0.5       32.7        9.5        3.0        9.4        0.3        2.3       15.4       12.8
 
Number of Traders in Each Category                                    Total Traders:        91
        18         13          .          6          .          .         24         13         10         13          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   972,203
Positions
    24,644    165,682     53,260    321,440    137,905     51,047     87,071    169,615    192,107     59,889     46,255     30,255    152,490    126,077
 
Changes from:       August 20, 2013                                  Total Change is:    50,739
      -305    -21,695     11,628     -6,090      1,927      1,242     -6,717      4,924     33,107      3,144      2,339      2,253     12,476     15,014
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       17.0        5.5       33.1       14.2        5.3        9.0       17.4       19.8        6.2        4.8        3.1       15.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       587
        29         46         38        107         59         65         89        125        115         70         62         57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   244,204
Positions
    28,469     37,019      4,575     70,959     28,963      1,924     14,089     35,289     41,107     10,841     11,443     11,239     61,003     72,646
 
Changes from:       August 20, 2013                                  Total Change is:    20,424
     9,503     -9,612       -927        406        188        -22      4,155     12,301      5,855       -264         62        693      1,025     11,886
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       15.2        1.9       29.1       11.9        0.8        5.8       14.5       16.8        4.4        4.7        4.6       25.0       29.7
 
Number of Traders in Each Category                                    Total Traders:        97
         8         10          6         16          8          9         19         18         33          8         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,639,993
Positions
   117,865    780,303    106,435  1,271,695    563,998    226,328    526,239    832,958    593,676    247,710    176,527     92,612    457,432    267,156
 
Changes from:       August 20, 2013                                  Total Change is:   151,573
     2,682     -8,689     11,053    -32,056      9,117      5,900     19,128     36,602     62,770     15,130      9,475      9,708     57,258     15,636
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       21.4        2.9       34.9       15.5        6.2       14.5       22.9       16.3        6.8        4.8        2.5       12.6        7.3
 
Number of Traders in Each Category                                    Total Traders:       561
        29         44         37        100         58         59         84        123        109         67         56         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   116,781
Positions
     3,937     58,595        191     68,586     43,794      2,343     26,862      5,809        790      3,052      1,768          0     11,020      3,491
 
Changes from:       August 20, 2013                                  Total Change is:    -3,226
       636     -4,181         -5     -2,031      1,227        -32     -4,316       -191          4      2,115          0          0        402        -49
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       50.2        0.2       58.7       37.5        2.0       23.0        5.0        0.7        2.6        1.5        0.0        9.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        98
         5         16          .         35         12         12         17          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    85,776
Positions
     2,493     57,671      3,170     35,038      4,691        801     28,713      5,622      2,624      2,901      4,554        829      9,206      5,813
 
Changes from:       August 20, 2013                                  Total Change is:     6,410
       761      1,740      2,345     -1,288         57        134       -632       -962      1,374        685         -9          3      3,027      1,727
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       67.2        3.7       40.8        5.5        0.9       33.5        6.6        3.1        3.4        5.3        1.0       10.7        6.8
 
Number of Traders in Each Category                                    Total Traders:       231
        19         27         10         32         17          8         67         33         19         21         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    10,207
Positions
     2,959      8,929          0      1,274          0          0      1,502        283          0        633          0          0      3,839        995
 
Changes from:       August 20, 2013                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       87.5        0.0       12.5        0.0        0.0       14.7        2.8        0.0        6.2        0.0        0.0       37.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        20
         6          7          0          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   377,845
Positions
     9,400    255,441      4,121    168,822     23,455      4,004    144,628     35,271      4,547     11,339     22,770      4,146     26,838     24,090
 
Changes from:       August 20, 2013                                  Total Change is:   -18,984
       738    -24,217         -6    -12,808        283        671     -2,095      2,351     -1,702        260        -44         17     -4,060      3,662
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       67.6        1.1       44.7        6.2        1.1       38.3        9.3        1.2        3.0        6.0        1.1        7.1        6.4
 
Number of Traders in Each Category                                    Total Traders:       228
        18         26          6         32         17          8         67         33         16         20         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   355,112
Positions
    60,423     83,588     15,312    138,361    132,751     23,107     80,990     65,966      8,860      5,700      7,405        593     21,766     17,530
 
Changes from:       August 20, 2013                                  Total Change is:    -5,748
    -2,105    -10,126      3,900     -4,431      1,590        259     -1,875       -167        687       -439       -192        107     -1,852     -1,806
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       23.5        4.3       39.0       37.4        6.5       22.8       18.6        2.5        1.6        2.1        0.2        6.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       242
        20         15          4         53         32         21         47         47         16         14         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    53,779
Positions
     3,390     40,135        197     22,529          0        265      9,160      7,974        606      4,851        651        330     12,451      3,621
 
Changes from:       August 20, 2013                                  Total Change is:      -974
       274       -366        197       -778          0        -56     -1,382     -2,317        601        144        423        330       -304        214
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       74.6        0.4       41.9        0.0        0.5       17.0       14.8        1.1        9.0        1.2        0.6       23.2        6.7
 
Number of Traders in Each Category                                    Total Traders:        59
         5          8          .         16          0          .         11          8          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    59,673
Positions
    20,072     11,656        730     11,447     11,059        731     10,273      3,186      1,892      3,060      1,594          0     11,468     28,825
 
Changes from:       August 20, 2013                                  Total Change is:    -3,550
       543      2,549        221       -113         38        -12     -4,308       -798        494     -1,110       -148          0        735     -5,894
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       19.5        1.2       19.2       18.5        1.2       17.2        5.3        3.2        5.1        2.7        0.0       19.2       48.3
 
Number of Traders in Each Category                                    Total Traders:        74
        18         12          4          8          4          .         16          7          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    82,380
Positions
       568     40,166      2,430     38,292     22,185      3,310     26,768      6,660      3,788        298      1,472          0      6,926      2,369
 
Changes from:       August 20, 2013                                  Total Change is:      -570
      -221        263          0        856       -362       -111       -665       -443         32          0       -227          0       -461        278
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       48.8        2.9       46.5       26.9        4.0       32.5        8.1        4.6        0.4        1.8        0.0        8.4        2.9
 
Number of Traders in Each Category                                    Total Traders:        82
         .         12          .         30         17         11         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   237,497
Positions
    19,667     96,784      4,664    103,631     38,161     31,053     39,905     31,130     10,366     12,021     13,377        511     15,679     11,451
 
Changes from:       August 20, 2013                                  Total Change is:    13,421
       923    -10,099      1,158        779      4,377        912        864      2,269      8,005       -224      2,706         -6      1,010      4,099
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       40.8        2.0       43.6       16.1       13.1       16.8       13.1        4.4        5.1        5.6        0.2        6.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       169
        14         23          4         42         23         21         19         26         13         16          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   753,194
Positions
     3,260     81,849     30,778    270,431     83,198     95,490     63,642    108,898     95,623     37,954     45,475      7,661    148,355    204,223
 
Changes from:       August 20, 2013                                  Total Change is:   -16,462
    -6,217      1,981     -8,896    -10,029     -3,793        751     -7,450      9,865     -1,453     23,161        385      1,538     -7,866    -16,840
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       10.9        4.1       35.9       11.0       12.7        8.4       14.5       12.7        5.0        6.0        1.0       19.7       27.1
 
Number of Traders in Each Category                                    Total Traders:       151
         4         18         13         36         29         37         24         25         34          8          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   400,567
Positions
     2,032    102,673      6,772    243,340     16,856     36,086     16,222    140,534     10,868      8,415      9,203          0     76,832     77,575
 
Changes from:       August 20, 2013                                  Total Change is:    10,821
    -1,544    -14,384      5,959       -514     -5,703     -1,567      2,263     13,835      9,618     -3,564      2,636          0        171        427
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       25.6        1.7       60.7        4.2        9.0        4.0       35.1        2.7        2.1        2.3        0.0       19.2       19.4
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          5         29          7         14          .         11          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   902,910
Positions
   100,320     69,928     25,357    218,686    320,914     62,505    202,437    131,356     89,031     67,959     50,975     28,523    108,091    124,320
 
Changes from:       August 20, 2013                                  Total Change is:   -76,400
   -12,756    -10,554      3,734     -8,277     -8,096     -6,762    -23,656    -24,145     -2,069      8,276     -7,340    -39,615      4,725     18,447
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        7.7        2.8       24.2       35.5        6.9       22.4       14.5        9.9        7.5        5.6        3.2       12.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       199
        14         22         17         33         32         30         33         30         29         16         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    39,840
Positions
    17,290     11,931      8,294      1,175          0          0      3,404      9,838      9,177          3         25        418         79        157
 
Changes from:       August 20, 2013                                  Total Change is:       642
       -59        405        106        405          0          0       -278       -351        492          3        -14        -22         -5         26
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       29.9       20.8        2.9        0.0        0.0        8.5       24.7       23.0        0.0        0.1        1.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        38
        10          7          8          .          0          0          8         10          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,652,496
Positions
   140,977    168,901    258,940    613,589    834,263    254,772    711,951    211,779    253,219     69,399    124,820     64,680    284,969    481,123
 
Changes from:       August 20, 2013                                  Total Change is:  -554,439
   -24,687     -3,029    -97,517     24,080   -105,466    -98,167   -119,322      5,143   -226,566     -4,895     -3,965    -22,161     14,798     -2,710
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        6.4        9.8       23.1       31.5        9.6       26.8        8.0        9.5        2.6        4.7        2.4       10.7       18.1
 
Number of Traders in Each Category                                    Total Traders:       301
        22         38         49         19         70         63         53         55         85         20         24         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,877,305
Positions
   234,514     85,718    148,807    376,735    449,218    177,176    425,246    276,325    196,185     81,952    157,931     40,923    195,767    345,023
 
Changes from:       August 20, 2013                                  Total Change is:  -278,079
   -42,795      8,287    -47,273    -79,353    -32,228     14,280     20,131    -63,559   -140,990      9,237     -6,902    -24,430     13,115     14,735
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        4.6        7.9       20.1       23.9        9.4       22.7       14.7       10.5        4.4        8.4        2.2       10.4       18.4
 
Number of Traders in Each Category                                    Total Traders:       212
        18         16         23         31         43         37         37         42         56          5         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   304,273
Positions
    67,537     88,171    107,790      1,004          0      2,043     49,331     16,723     37,253      2,510      5,017     11,867     24,938     35,409
 
Changes from:       August 20, 2013                                  Total Change is:    12,744
    -1,118     10,906      7,159          0          0          0     10,259        566      2,130      2,505          0      1,037     -9,229     -9,055
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       29.0       35.4        0.3        0.0        0.7       16.2        5.5       12.2        0.8        1.6        3.9        8.2       11.6
 
Number of Traders in Each Category                                    Total Traders:        68
        15         19         23          .          0          .         18          7         19          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 is17,211,168
Positions
 1,812,715  2,261,935  3,224,059  1,110,937    808,096    371,373  1,006,273    594,169  6,399,510    394,062    286,368  2,050,236    842,003  1,215,421
 
Changes from:       August 20, 2013                                  Total Change is:   714,836
   -73,784      4,581    187,463      2,153    -54,595     31,657     61,963    -13,103    467,209     -8,752     -3,744     58,861    -11,934     36,508
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       13.1       18.7        6.5        4.7        2.2        5.8        3.5       37.2        2.3        1.7       11.9        4.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       259
        27         49         74         13         15         22         62         48        101         19         17         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    38,898
Positions
    35,144        920        421          0     14,298         27      3,260     15,114         16          0      8,088          0         30         14
 
Changes from:       August 20, 2013                                  Total Change is:       373
      -478       -102       -279          0        921          0      1,130        809          0          0       -916          0          0        -60
 
Percent of Open Interest Represented by Each Category of Trader
      90.3        2.4        1.1        0.0       36.8        0.1        8.4       38.9        0.0        0.0       20.8        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        36
         7          .          .          0          9          .          .          8          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    20,303
Positions
    19,762        578        356          0      6,534          0        166      4,167          0          0      8,609          0         19         59
 
Changes from:       August 20, 2013                                  Total Change is:       247
       309       -202        356          0        -73          0          0        215        -88       -308         25          0        -22         14
 
Percent of Open Interest Represented by Each Category of Trader
      97.3        2.8        1.8        0.0       32.2        0.0        0.8       20.5        0.0        0.0       42.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        25
         .          4          .          0          6          0          .          6          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    74,727
Positions
    11,930     28,783      1,132      5,176      3,779        325     26,597     34,432      2,305     18,473      1,231        336      8,453      2,404
 
Changes from:       August 20, 2013                                  Total Change is:    -1,257
       -31          0         63         -1        145          0       -568     -1,575        225       -924        -25         47        -69       -137
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       38.5        1.5        6.9        5.1        0.4       35.6       46.1        3.1       24.7        1.6        0.5       11.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       156
         7          .          .          9          5          .         31         23         11         72          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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   382,955
Positions
   139,338      5,901     33,758     49,103     22,549      9,631     32,262    190,330     50,613      9,116      8,559     36,177     22,957     25,437
 
Changes from:       August 20, 2013                                  Total Change is:   -61,677
   -10,793       -769    -17,477     -2,007     -2,263     -1,700    -15,977    -24,230      1,157      2,578        533    -15,521     -1,937     -1,407
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        1.5        8.8       12.8        5.9        2.5        8.4       49.7       13.2        2.4        2.2        9.4        6.0        6.6
 
Number of Traders in Each Category                                    Total Traders:       164
        21          8         21          5         14         10         33         41         42         18         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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     6,752
Positions
     1,410        588          0      1,800        264        123      2,610      4,940        782          0          0          0         27         55
 
Changes from:       August 20, 2013                                  Total Change is:       301
         5        -65          0        202        112       -402        699        636          0       -202          0          0         -1         20
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        8.7        0.0       26.7        3.9        1.8       38.7       73.2       11.6        0.0        0.0        0.0        0.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          6          .          .          5          4          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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    10,045
Positions
     1,150      7,299         91      6,468          0          0      1,414      2,256         38          0          0          0        884        361
 
Changes from:       August 20, 2013                                  Total Change is:       183
         0          0        -42         59          0          0        105        227          0          0          0          0         61         -2
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       72.7        0.9       64.4        0.0        0.0       14.1       22.5        0.4        0.0        0.0        0.0        8.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .         10          0          0          6          .          .          0          0          0
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Updated August 30, 2013