Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   160,070
Positions
    57,546      5,353     12,963     15,562     18,934      1,039     24,376     61,038     11,494      8,804      7,620      2,185     26,100     39,443
 
Changes from:       August 27, 2013                                  Total Change is:    10,421
     7,642     -1,463      4,690          1        723         61     -4,247      6,075         45        404        667       -287      2,111        -91
 
Percent of Open Interest Represented by Each Category of Trader
      36.0        3.3        8.1        9.7       11.8        0.6       15.2       38.1        7.2        5.5        4.8        1.4       16.3       24.6
 
Number of Traders in Each Category                                    Total Traders:        94
        10          6          8          5          9          .         19         26         19         13          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    43,394
Positions
    11,300     15,121      1,627          0      2,382          0     14,333      7,624      2,874          0      2,281          0     13,260     11,485
 
Changes from:       August 27, 2013                                  Total Change is:    -1,315
       431     -2,345        555          0         30          0       -679     -1,203      1,264          0        660          0     -2,887       -277
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       34.8        3.7        0.0        5.5        0.0       33.0       17.6        6.6        0.0        5.3        0.0       30.6       26.5
 
Number of Traders in Each Category                                    Total Traders:        40
         7          6          6          0          4          0         14          7          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   178,296
Positions
    58,051     20,384     11,591     15,375     28,156      1,792     40,510     57,188     16,274      7,503      9,130      1,618     25,582     32,164
 
Changes from:       August 27, 2013                                  Total Change is:     6,075
     1,693      3,899      3,814        177        621       -335      2,576       -800         58         49        900        -62     -1,894     -2,020
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       11.4        6.5        8.6       15.8        1.0       22.7       32.1        9.1        4.2        5.1        0.9       14.3       18.0
 
Number of Traders in Each Category                                    Total Traders:       110
        10         12          9          4         19          6         24         25         19          4         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   217,400
Positions
    98,858      9,875     10,503     25,446     13,789      2,690     30,883     88,170     23,539      1,320     13,865      4,771     19,390     50,198
 
Changes from:       August 27, 2013                                  Total Change is:     5,553
     7,187     -4,096      1,872        -97     -1,703        401      3,474      5,796        603     -1,595        381      1,010     -7,303      1,288
 
Percent of Open Interest Represented by Each Category of Trader
      45.5        4.5        4.8       11.7        6.3        1.2       14.2       40.6       10.8        0.6        6.4        2.2        8.9       23.1
 
Number of Traders in Each Category                                    Total Traders:       139
        15          9          8          6         16          5         31         42         29          .         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   324,428
Positions
    34,421     30,470     27,746     35,288     68,197      5,658     79,985     51,086     61,003     23,813      9,367     10,884     45,630     60,018
 
Changes from:       August 27, 2013                                  Total Change is:       392
     8,484    -18,972      6,940         21        695         88    -15,074      6,499      8,153       -176     -2,436      1,385     -9,429     -1,961
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        9.4        8.6       10.9       21.0        1.7       24.7       15.7       18.8        7.3        2.9        3.4       14.1       18.5
 
Number of Traders in Each Category                                    Total Traders:       199
        17         17         17         13         27         17         37         44         42         22         22         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   216,939
Positions
   122,591     21,828      9,271        619     37,912      1,790     36,788     79,707     14,092      7,419     10,542      4,606     19,763     37,190
 
Changes from:       August 27, 2013                                  Total Change is:     1,272
      -590      1,286        618        -16        327       -403        550      1,357       -175       -363     -1,485       -300      1,951         47
 
Percent of Open Interest Represented by Each Category of Trader
      56.5       10.1        4.3        0.3       17.5        0.8       17.0       36.7        6.5        3.4        4.9        2.1        9.1       17.1
 
Number of Traders in Each Category                                    Total Traders:       101
        11          9         11          .         10          5         16         36         21          6         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    43,506
Positions
    16,340     20,975     14,207          0      1,314          0      5,131         20      3,319      1,380          0      2,855        274        816
 
Changes from:       August 27, 2013                                  Total Change is:      -692
       356       -732      1,353          0        -41          0     -2,463     -1,298         11          1          0          0         50         15
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       48.2       32.7        0.0        3.0        0.0       11.8        0.0        7.6        3.2        0.0        6.6        0.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        25
         8         10         12          0          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   108,028
Positions
    32,264     33,376        706     30,973        819          0     25,646     57,106      3,724      9,542      7,795          0      5,174      4,502
 
Changes from:       August 27, 2013                                  Total Change is:    -1,470
     6,386         96          0       -459       -108          0     -8,953     -2,083      1,521        953     -1,637       -540       -378      1,281
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       30.9        0.7       28.7        0.8        0.0       23.7       52.9        3.4        8.8        7.2        0.0        4.8        4.2
 
Number of Traders in Each Category                                    Total Traders:        98
         4         10          .          4          .          0         26         34          7         11          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    22,287
Positions
     7,147     10,111      3,845          0      2,300          0      1,093      1,911        142      9,232      3,055          0        828        923
 
Changes from:       August 27, 2013                                  Total Change is:    -4,655
    -3,981     -2,959       -580          0       -659          0        136       -522          5          0          0          0       -235         60
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       45.4       17.3        0.0       10.3        0.0        4.9        8.6        0.6       41.4       13.7        0.0        3.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          4          .          0          .          0          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    13,105
Positions
     5,217      1,426         10        585        265          0      4,492      6,915         48        659      1,267          0      2,094      3,174
 
Changes from:       August 27, 2013                                  Total Change is:       912
     2,712        117         -7        207        -51          0     -1,223       -353       -319       -253        702          0       -205        823
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       10.9        0.1        4.5        2.0        0.0       34.3       52.8        0.4        5.0        9.7        0.0       16.0       24.2
 
Number of Traders in Each Category                                    Total Traders:        45
         5          4          .          .          .          0          6         17          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    51,840
Positions
    14,273     32,434        158      5,954      1,122        375     15,057      4,670      1,716      4,906        186      1,153      8,250     10,028
 
Changes from:       August 27, 2013                                  Total Change is:    -2,383
       464     -5,063        -10        -32        -10         85     -2,648       -500         84       -168         -2        -72        -86      3,105
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       62.6        0.3       11.5        2.2        0.7       29.0        9.0        3.3        9.5        0.4        2.2       15.9       19.3
 
Number of Traders in Each Category                                    Total Traders:        88
        19          9          .          6          .          .         24         13         11         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   103,680
Positions
    28,545     64,867        315     11,907      2,244        749     30,113      9,339      3,432      9,811        372      2,306     16,500     20,055
 
Changes from:       August 27, 2013                                  Total Change is:    -4,767
       928    -10,125        -21        -64        -20        170     -5,296       -999        168       -335         -5       -145       -172      6,210
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       62.6        0.3       11.5        2.2        0.7       29.0        9.0        3.3        9.5        0.4        2.2       15.9       19.3
 
Number of Traders in Each Category                                    Total Traders:        88
        19          9          .          6          .          .         24         13         11         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   973,114
Positions
    21,535    144,201     69,911    313,762    130,982     48,653     87,879    170,889    191,045     48,615     47,095     28,134    163,580    142,204
 
Changes from:       August 27, 2013                                  Total Change is:       912
    -3,109    -21,481     16,651     -7,678     -6,923     -2,394        808      1,273     -1,062    -11,274        840     -2,120     11,091     16,127
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       14.8        7.2       32.2       13.5        5.0        9.0       17.6       19.6        5.0        4.8        2.9       16.8       14.6
 
Number of Traders in Each Category                                    Total Traders:       577
        26         45         39        106         58         70         87        122        109         62         71         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   251,538
Positions
    40,155     33,611      3,511     68,975     27,084      1,966     14,775     37,133     38,656     10,855     11,161     10,472     62,173     87,944
 
Changes from:       August 27, 2013                                  Total Change is:     7,333
    11,687     -3,408     -1,064     -1,984     -1,879         42        687      1,844     -2,451         14       -282       -767      1,170     15,298
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       13.4        1.4       27.4       10.8        0.8        5.9       14.8       15.4        4.3        4.4        4.2       24.7       35.0
 
Number of Traders in Each Category                                    Total Traders:        95
         7         10          6         16          8          9         17         20         32          7         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 3,607,884
Positions
   116,413    762,469    122,483  1,244,699    540,255    212,671    537,995    841,251    589,473    190,892    181,760     86,220    507,037    271,302
 
Changes from:       August 27, 2013                                  Total Change is:   -32,109
    -1,452    -17,834     16,048    -26,995    -23,743    -13,657     11,756      8,293     -4,203    -56,818      5,233     -6,392     49,605      4,146
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       21.1        3.4       34.5       15.0        5.9       14.9       23.3       16.3        5.3        5.0        2.4       14.1        7.5
 
Number of Traders in Each Category                                    Total Traders:       553
        29         41         37        100         57         64         81        121        103         60         64         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   102,848
Positions
     5,622     42,757        209     56,696     44,030      2,325     24,405      7,849      1,004      2,197      1,797          0     10,390      2,877
 
Changes from:       August 27, 2013                                  Total Change is:   -13,933
     1,685    -15,838         18    -11,890        236        -18     -2,457      2,040        214       -855         29          0       -630       -614
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       41.6        0.2       55.1       42.8        2.3       23.7        7.6        1.0        2.1        1.7        0.0       10.1        2.8
 
Number of Traders in Each Category                                    Total Traders:        96
         7         14          .         35         12         12         15          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    82,294
Positions
     2,302     54,039      3,588     32,606      4,760        801     28,117      5,610      2,340      2,470      4,641        811      9,259      5,705
 
Changes from:       August 27, 2013                                  Total Change is:    -3,482
      -191     -3,632        418     -2,432         69         -0       -595        -13       -284       -431         87        -19         53       -108
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       65.7        4.4       39.6        5.8        1.0       34.2        6.8        2.8        3.0        5.6        1.0       11.3        6.9
 
Number of Traders in Each Category                                    Total Traders:       220
        15         26         12         33         18          8         70         26         18         17         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    10,255
Positions
     3,327      9,297          0      1,503          0          0      1,623          0          0        404          0          0      3,398        958
 
Changes from:       August 27, 2013                                  Total Change is:        49
       368        368          0        229          0          0        121       -283          0       -229          0          0       -440        -36
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       90.7        0.0       14.7        0.0        0.0       15.8        0.0        0.0        3.9        0.0        0.0       33.1        9.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          7          0          .          0          0          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   360,193
Positions
     8,444    237,281      4,372    155,516     23,798      4,003    139,542     35,118      4,629     10,329     23,205      4,054     29,303     23,734
 
Changes from:       August 27, 2013                                  Total Change is:   -17,652
      -955    -18,161        251    -13,306        343         -1     -5,086       -153         83     -1,010        435        -93      2,465       -356
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       65.9        1.2       43.2        6.6        1.1       38.7        9.7        1.3        2.9        6.4        1.1        8.1        6.6
 
Number of Traders in Each Category                                    Total Traders:       217
        15         25          7         32         18          8         67         29         15         16         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   342,797
Positions
    66,317     73,767     14,881    129,943    135,251     21,660     77,658     64,270      7,208      4,370      7,468        542     20,219     17,751
 
Changes from:       August 27, 2013                                  Total Change is:   -12,315
     5,894     -9,821       -431     -8,418      2,500     -1,447     -3,332     -1,696     -1,652     -1,330         63        -52     -1,547        221
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       21.5        4.3       37.9       39.5        6.3       22.7       18.7        2.1        1.3        2.2        0.2        5.9        5.2
 
Number of Traders in Each Category                                    Total Traders:       244
        22         13          4         56         36         23         51         41         18         12         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    55,604
Positions
     2,375     40,085          0     24,308          0        342     10,242      7,460      1,052      4,994        893        421     11,870      5,351
 
Changes from:       August 27, 2013                                  Total Change is:     1,825
    -1,015        -50       -197      1,779          0         77      1,082       -514        446        143        242         91       -581      1,730
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       72.1        0.0       43.7        0.0        0.6       18.4       13.4        1.9        9.0        1.6        0.8       21.3        9.6
 
Number of Traders in Each Category                                    Total Traders:        62
         4          8          0         18          0          .         14          6          4          7          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    59,419
Positions
    16,786      9,041        690     13,151     11,165        813     10,940      3,570      2,607      3,665      1,835          0     10,767     29,698
 
Changes from:       August 27, 2013                                  Total Change is:      -254
    -3,286     -2,615        -40      1,704        106         82        667        384        715        605        241          0       -701        873
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       15.2        1.2       22.1       18.8        1.4       18.4        6.0        4.4        6.2        3.1        0.0       18.1       50.0
 
Number of Traders in Each Category                                    Total Traders:        75
        14         11          .          9          4          .         17          9          8          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    80,533
Positions
       598     38,508      2,431     38,244     22,429      3,442     25,219      6,767      3,844        298        976          0      6,457      2,136
 
Changes from:       August 27, 2013                                  Total Change is:    -1,847
        30     -1,658          1        -48        244        132     -1,549        107         56          0       -496          0       -469       -233
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       47.8        3.0       47.5       27.9        4.3       31.3        8.4        4.8        0.4        1.2        0.0        8.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         30         18         12         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   248,619
Positions
    20,160     88,280     17,101     96,833     42,929     31,777     44,052     31,173     12,652     10,871     15,033        531     14,642      9,143
 
Changes from:       August 27, 2013                                  Total Change is:    11,122
       493     -8,504     12,437     -6,798      4,768        724      4,147         43      2,286     -1,150      1,656         20     -1,037     -2,308
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       35.5        6.9       38.9       17.3       12.8       17.7       12.5        5.1        4.4        6.0        0.2        5.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       169
        15         22          7         39         27         21         21         23         12         15          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   699,693
Positions
     2,766     63,742     21,597    283,126    116,191     97,715     48,770     94,405     75,566     41,622     46,174      2,821    125,710    181,481
 
Changes from:       August 27, 2013                                  Total Change is:   -53,502
      -495    -18,107     -9,181     12,695     32,993      2,225    -14,872    -14,493    -20,057      3,668        699     -4,839    -22,646    -22,742
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        9.1        3.1       40.5       16.6       14.0        7.0       13.5       10.8        5.9        6.6        0.4       18.0       25.9
 
Number of Traders in Each Category                                    Total Traders:       157
         5         16         15         35         31         37         24         30         40          9          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   419,275
Positions
     4,664    110,743     15,684    248,585     14,123     41,432     14,033    136,714      8,402      9,749      9,855      2,604     74,122     79,718
 
Changes from:       August 27, 2013                                  Total Change is:    18,708
     2,632      8,070      8,912      5,245     -2,733      5,346     -2,189     -3,820     -2,466      1,334        652      2,604     -2,710      2,143
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       26.4        3.7       59.3        3.4        9.9        3.3       32.6        2.0        2.3        2.4        0.6       17.7       19.0
 
Number of Traders in Each Category                                    Total Traders:        72
         .         10          7         32          7         18          .         11          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   831,785
Positions
    88,756     71,251     17,686    219,940    296,951     60,898    195,421    124,208     58,441     69,732     53,350     28,669     92,243    120,332
 
Changes from:       August 27, 2013                                  Total Change is:   -71,125
   -11,564      1,322     -7,671      1,254    -23,963     -1,607     -7,016     -7,148    -30,590      1,773      2,375        146    -15,848     -3,988
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        8.6        2.1       26.4       35.7        7.3       23.5       14.9        7.0        8.4        6.4        3.4       11.1       14.5
 
Number of Traders in Each Category                                    Total Traders:       196
        14         21         13         30         30         26         37         25         28         17         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    31,534
Positions
    12,998     14,008      6,620          0          0          0      5,381      4,325      6,096          0         30        367         72         88
 
Changes from:       August 27, 2013                                  Total Change is:    -8,306
    -4,292      2,077     -1,674     -1,175          0          0      1,977     -5,513     -3,081         -3          5        -51         -7        -69
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       44.4       21.0        0.0        0.0        0.0       17.1       13.7       19.3        0.0        0.1        1.2        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        35
         8          7          8          0          0          0         11          7          7          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 2,668,984
Positions
   133,346    128,328    232,459    679,906    844,078    261,641    613,363    202,322    316,714     75,044    125,900     89,676    266,834    467,866
 
Changes from:       August 27, 2013                                  Total Change is:    16,487
    -7,631    -40,573    -26,481     66,317      9,815      6,869    -98,588     -9,457     63,495      5,645      1,079     24,997    -18,135    -13,257
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        4.8        8.7       25.5       31.6        9.8       23.0        7.6       11.9        2.8        4.7        3.4       10.0       17.5
 
Number of Traders in Each Category                                    Total Traders:       309
        26         34         54         25         71         58         54         55         80         19         25         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 1,858,647
Positions
   231,199     88,864    146,049    406,417    436,832    174,054    411,012    266,934    195,568     69,547    159,367     38,274    186,527    352,705
 
Changes from:       August 27, 2013                                  Total Change is:   -18,659
    -3,315      3,146     -2,757     29,682    -12,386     -3,122    -14,234     -9,391       -617    -12,406      1,435     -2,649     -9,240      7,682
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        4.8        7.9       21.9       23.5        9.4       22.1       14.4       10.5        3.7        8.6        2.1       10.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       214
        18         19         27         32         42         37         30         43         51          9         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   272,355
Positions
    55,905     69,806     97,186      1,004          0      2,043     45,615     15,171     34,270         36      5,372     12,600     23,696     35,907
 
Changes from:       August 27, 2013                                  Total Change is:   -31,919
   -11,631    -18,365    -10,604          0          0          0     -3,716     -1,552     -2,984     -2,474        355        733     -1,242        498
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       25.6       35.7        0.4        0.0        0.8       16.7        5.6       12.6        0.0        2.0        4.6        8.7       13.2
 
Number of Traders in Each Category                                    Total Traders:        59
        13         15         21          .          0          .         17          7         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 is17,851,745
Positions
 1,826,237  2,169,032  3,422,207  1,089,409    692,349    380,896    921,692    558,404  6,745,188    398,245    438,404  2,245,211    822,661  1,200,055
 
Changes from:       August 27, 2013                                  Total Change is:   640,577
    13,522    -92,903    198,148    -21,528   -115,747      9,523    -84,581    -35,766    345,677      4,182    152,036    194,975    -19,341    -15,366
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       12.2       19.2        6.1        3.9        2.1        5.2        3.1       37.8        2.2        2.5       12.6        4.6        6.7
 
Number of Traders in Each Category                                    Total Traders:       265
        29         48         75         14         16         23         63         50        100         18         17         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    38,536
Positions
    34,985        460        197          0     14,226         27      3,289     15,751         16          0      7,812          0         22         47
 
Changes from:       August 27, 2013                                  Total Change is:      -362
      -159       -460       -224          0        -72          0         29        637          0          0       -276          0         -8         33
 
Percent of Open Interest Represented by Each Category of Trader
      90.8        1.2        0.5        0.0       36.9        0.1        8.5       40.9        0.0        0.0       20.3        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        36
         7          .          .          0          8          .          .          9          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    24,034
Positions
    19,634      1,153      1,357          0      6,534          0        292      3,942      2,750          0      8,242          0          1         56
 
Changes from:       August 27, 2013                                  Total Change is:     3,731
      -128        575      1,001          0          0          0        126       -225      2,750          0       -367          0        -18         -3
 
Percent of Open Interest Represented by Each Category of Trader
      81.7        4.8        5.6        0.0       27.2        0.0        1.2       16.4       11.4        0.0       34.3        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         4          .          .          0          6          0          .          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    68,565
Positions
    11,620     29,266        948      5,190      3,192        248     19,157     29,280      2,807     18,513        734        281      9,802      1,810
 
Changes from:       August 27, 2013                                  Total Change is:    -6,162
      -310        483       -184         14       -587        -77     -7,440     -5,152        502         39       -497        -56      1,349       -594
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       42.7        1.4        7.6        4.7        0.4       27.9       42.7        4.1       27.0        1.1        0.4       14.3        2.6
 
Number of Traders in Each Category                                    Total Traders:       157
         5          .          .          9          4          .         38         15         13         76          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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   355,427
Positions
   133,412      4,432     38,723     39,425     17,190     11,060     30,605    182,053     40,236      9,350      8,427     30,147     22,469     23,159
 
Changes from:       August 27, 2013                                  Total Change is:   -27,528
    -5,926     -1,469      4,965     -9,678     -5,359      1,429     -1,657     -8,277    -10,377        234       -132     -6,030       -488     -2,278
 
Percent of Open Interest Represented by Each Category of Trader
      37.5        1.2       10.9       11.1        4.8        3.1        8.6       51.2       11.3        2.6        2.4        8.5        6.3        6.5
 
Number of Traders in Each Category                                    Total Traders:       161
        24          6         21          5         13         11         30         41         43         18         14         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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     8,003
Positions
     1,434        490          0      2,120          0      1,268      2,371      5,453        783          0          0          0         27          9
 
Changes from:       August 27, 2013                                  Total Change is:     1,251
        24        -98          0        320       -264      1,145       -239        513          1          0          0          0          0        -46
 
Percent of Open Interest Represented by Each Category of Trader
      17.9        6.1        0.0       26.5        0.0       15.8       29.6       68.1        9.8        0.0        0.0        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          7          0          .          5          5          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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    10,443
Positions
     1,052      7,299          0      6,407          0          0      2,138      2,767         52          0          0          0        794        325
 
Changes from:       August 27, 2013                                  Total Change is:       398
       -98          0        -91        -61          0          0        724        511         14          0          0          0        -90        -36
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       69.9        0.0       61.4        0.0        0.0       20.5       26.5        0.5        0.0        0.0        0.0        7.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0         10          0          0          7          .          .          0          0          0
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Updated September 6, 2013