Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   146,572
Positions
    55,901      8,140     15,230     15,536     17,761        274     18,689     53,448      8,612      7,533      5,957      2,142     22,655     35,008
 
Changes from:       September 3, 2013                                Total Change is:   -13,498
    -1,645      2,786      2,267        -26     -1,173       -765     -5,687     -7,590     -2,882     -1,271     -1,664        -43     -3,445     -4,434
 
Percent of Open Interest Represented by Each Category of Trader
      38.1        5.6       10.4       10.6       12.1        0.2       12.8       36.5        5.9        5.1        4.1        1.5       15.5       23.9
 
Number of Traders in Each Category                                    Total Traders:        95
        10          8         11          5          7          .         22         26         18         12          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    40,823
Positions
    12,121     12,573      1,249          0      2,380          0     14,262      7,502      1,371          0      1,621          0     11,820     14,127
 
Changes from:       September 3, 2013                                Total Change is:    -2,571
       821     -2,548       -378          0         -2          0        -71       -122     -1,502          0       -660          0     -1,440      2,642
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       30.8        3.1        0.0        5.8        0.0       34.9       18.4        3.4        0.0        4.0        0.0       29.0       34.6
 
Number of Traders in Each Category                                    Total Traders:        34
         7          5          6          0          4          0         10          7          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   200,855
Positions
    48,013     31,905     16,145     15,208     27,133      1,608     56,975     60,184     19,669      7,977      9,740      1,807     33,454     32,665
 
Changes from:       September 3, 2013                                Total Change is:    22,559
   -10,038     11,521      4,554       -167     -1,023       -184     16,465      2,996      3,395        474        611        188      7,872        502
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       15.9        8.0        7.6       13.5        0.8       28.4       30.0        9.8        4.0        4.8        0.9       16.7       16.3
 
Number of Traders in Each Category                                    Total Traders:       113
         9         11         11          7         17          6         27         25         22          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   222,052
Positions
   113,895      5,773      6,139     25,274     13,854      1,969     23,235     95,351     26,264      1,869     13,260      4,002     19,406     55,441
 
Changes from:       September 3, 2013                                Total Change is:     4,651
    15,037     -4,102     -4,364       -172         64       -721     -7,649      7,180      2,724        549       -605       -769         16      5,243
 
Percent of Open Interest Represented by Each Category of Trader
      51.3        2.6        2.8       11.4        6.2        0.9       10.5       42.9       11.8        0.8        6.0        1.8        8.7       25.0
 
Number of Traders in Each Category                                    Total Traders:       128
        14          9         11          8         14          4         20         42         28          4         16          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   311,687
Positions
    38,588     27,155     34,927     35,156     63,540      5,506     64,078     46,975     55,320     23,422      9,286      7,725     46,964     61,252
 
Changes from:       September 3, 2013                                Total Change is:   -12,741
     4,167     -3,314      7,181       -132     -4,656       -153    -15,907     -4,111     -5,683       -390        -81     -3,159      1,334      1,234
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        8.7       11.2       11.3       20.4        1.8       20.6       15.1       17.7        7.5        3.0        2.5       15.1       19.7
 
Number of Traders in Each Category                                    Total Traders:       178
        19         14         20         14         23         15         27         45         39         16         19         12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   198,001
Positions
   105,308     26,520      7,174      1,166     36,463      1,547     33,991     61,353     18,688      8,633      9,549      1,988     19,507     34,719
 
Changes from:       September 3, 2013                                Total Change is:   -18,938
   -17,283      4,692     -2,097        547     -1,449       -244     -2,797    -18,353      4,596      1,215       -993     -2,619       -257     -2,471
 
Percent of Open Interest Represented by Each Category of Trader
      53.2       13.4        3.6        0.6       18.4        0.8       17.2       31.0        9.4        4.4        4.8        1.0        9.9       17.5
 
Number of Traders in Each Category                                    Total Traders:        86
        10          9          8          .          8          4         15         26         21          4         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    43,213
Positions
    16,611     20,975     12,981          0      1,233          0      4,670         69      4,498      1,380          0      2,855        218        602
 
Changes from:       September 3, 2013                                Total Change is:      -293
       271          0     -1,226          0        -81          0       -461         49      1,179          0          0          0        -56       -214
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       48.5       30.0        0.0        2.9        0.0       10.8        0.2       10.4        3.2        0.0        6.6        0.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        26
         8         10         12          0          .          0          4          .          5          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   145,158
Positions
    33,153     31,818      5,560     34,932        918        214     23,670     60,652     32,591      9,003      8,430        460      5,575      4,515
 
Changes from:       September 3, 2013                                Total Change is:    37,130
       889     -1,558      4,854      3,959         99        214     -1,976      3,546     28,867       -539        635        460        402         13
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       21.9        3.8       24.1        0.6        0.1       16.3       41.8       22.5        6.2        5.8        0.3        3.8        3.1
 
Number of Traders in Each Category                                    Total Traders:       109
         4         10          5          5          4          .         28         34         15          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    21,677
Positions
     6,176     10,749      3,817          0      1,165        347      1,386      1,731         46      9,232      3,055          0        673        767
 
Changes from:       September 3, 2013                                Total Change is:      -610
      -971        638        -28          0     -1,135        347        293       -180        -96          0          0          0       -155       -156
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       49.6       17.6        0.0        5.4        1.6        6.4        8.0        0.2       42.6       14.1        0.0        3.1        3.5
 
Number of Traders in Each Category                                    Total Traders:        20
         5          4          .          0          .          .          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    15,097
Positions
     4,218      1,899        623        300        200          0      6,665      9,078        200        711        473          1      2,379      2,623
 
Changes from:       September 3, 2013                                Total Change is:     1,992
      -999        473        613       -285        -65          0      2,173      2,163        152         52       -794          1        285       -551
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       12.6        4.1        2.0        1.3        0.0       44.1       60.1        1.3        4.7        3.1        0.0       15.8       17.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          4          .          .          0          8         19          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    69,668
Positions
    10,499     33,599     10,052      7,325        651        403     16,971      6,974      4,369      5,621        722        997     13,430     11,902
 
Changes from:       September 3, 2013                                Total Change is:    17,828
    -3,774      1,165      9,895      1,372       -471         29      1,914      2,304      2,653        716        536       -156      5,180      1,874
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       48.2       14.4       10.5        0.9        0.6       24.4       10.0        6.3        8.1        1.0        1.4       19.3       17.1
 
Number of Traders in Each Category                                    Total Traders:        95
        19         11         13          8          .          .         23         14         12         10          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,681
Positions
     5,209     10,414          0      1,250          0          0        618      1,744          3      1,700        230          0      4,901      1,290
 
Changes from:       September 3, 2013                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       76.1        0.0        9.1        0.0        0.0        4.5       12.7        0.0       12.4        1.7        0.0       35.8        9.4
 
Number of Traders in Each Category                                    Total Traders:        20
         7          5          0          .          0          0          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   111,973
Positions
    23,626     59,415      7,059     12,150      1,302        806     37,430     15,184      4,007      7,843        983      1,993     17,059     21,223
 
Changes from:       September 3, 2013                                Total Change is:     8,293
    -4,919     -5,452      6,743        243       -942         57      7,317      5,845        575     -1,968        611       -313        558      1,168
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       53.1        6.3       10.9        1.2        0.7       33.4       13.6        3.6        7.0        0.9        1.8       15.2       19.0
 
Number of Traders in Each Category                                    Total Traders:        92
        20         10          8          7          .          .         23         15         12          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   999,109
Positions
    23,641    139,808     84,990    314,847    120,403     49,526     94,632    178,839    192,530     45,239     52,954     25,869    167,835    154,190
 
Changes from:       September 3, 2013                                Total Change is:    25,994
     2,106     -4,393     15,079      1,085    -10,579        873      6,753      7,950      1,485     -3,376      5,859     -2,266      4,254     11,986
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       14.0        8.5       31.5       12.1        5.0        9.5       17.9       19.3        4.5        5.3        2.6       16.8       15.4
 
Number of Traders in Each Category                                    Total Traders:       590
        29         44         47        112         54         67         82        127        108         54         88         61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   264,100
Positions
    44,353     35,335      6,425     68,519     27,274      2,008     16,506     36,706     41,491     10,765     10,666     10,577     63,457     93,620
 
Changes from:       September 3, 2013                                Total Change is:    12,562
     4,197      1,724      2,913       -455        190         42      1,731       -427      2,835        -90       -496        105      1,284      5,676
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       13.4        2.4       25.9       10.3        0.8        6.2       13.9       15.7        4.1        4.0        4.0       24.0       35.4
 
Number of Traders in Each Category                                    Total Traders:        99
         9         11          8         16          8          9         17         18         32          5         15         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 3,675,044
Positions
   115,804    741,730    173,465  1,249,834    483,842    219,393    548,385    868,416    597,446    174,313    213,385     74,516    521,887    302,850
 
Changes from:       September 3, 2013                                Total Change is:    67,160
      -609    -20,739     50,983      5,134    -56,413      6,722     10,390     27,165      7,974    -16,579     31,625    -11,704     14,850     31,549
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       20.2        4.7       34.0       13.2        6.0       14.9       23.6       16.3        4.7        5.8        2.0       14.2        8.2
 
Number of Traders in Each Category                                    Total Traders:       563
        30         42         44        105         53         62         79        124        103         52         78         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   102,864
Positions
     4,232     45,916        254     57,589     40,529      2,962     25,406      7,543        775        909      1,795          0     10,736      3,089
 
Changes from:       September 3, 2013                                Total Change is:        16
    -1,390      3,159         45        893     -3,501        637      1,001       -306       -229     -1,288         -2          0        346        212
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       44.6        0.2       56.0       39.4        2.9       24.7        7.3        0.8        0.9        1.7        0.0       10.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        95
         6         14          .         35         12         13         14         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    85,918
Positions
     3,096     54,692      4,617     33,203      4,559        876     27,404      5,326      2,967      2,612      4,903      1,037     10,106      6,941
 
Changes from:       September 3, 2013                                Total Change is:     3,624
       794        652      1,029        597       -201         75       -713       -284        627        142        262        227        847      1,236
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       63.7        5.4       38.6        5.3        1.0       31.9        6.2        3.5        3.0        5.7        1.2       11.8        8.1
 
Number of Traders in Each Category                                    Total Traders:       235
        18         27         15         35         17          8         76         27         17         19         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    11,589
Positions
     4,184     10,277          0      1,503          0          0      1,867          0          0        404          0          0      3,631      1,312
 
Changes from:       September 3, 2013                                Total Change is:     1,333
       857        980          0          0          0          0        244          0          0          0          0          0        232        353
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       88.7        0.0       13.0        0.0        0.0       16.1        0.0        0.0        3.5        0.0        0.0       31.3       11.3
 
Number of Traders in Each Category                                    Total Traders:        21
         8          7          0          .          0          0          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   371,646
Positions
    11,801    239,313      5,846    158,499     22,795      4,378    136,790     35,735      5,728     11,038     24,514      5,187     32,378     28,149
 
Changes from:       September 3, 2013                                Total Change is:    11,453
     3,357      2,032      1,474      2,983     -1,003        375     -2,751        617      1,099        709      1,310      1,133      3,075      4,416
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       64.4        1.6       42.6        6.1        1.2       36.8        9.6        1.5        3.0        6.6        1.4        8.7        7.6
 
Number of Traders in Each Category                                    Total Traders:       232
        18         26         11         34         17          8         75         28         15         18         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   353,158
Positions
    67,703     78,776     16,229    133,154    132,044     21,062     77,074     67,936     10,225      5,003      8,094        654     22,054     18,139
 
Changes from:       September 3, 2013                                Total Change is:    10,361
     1,386      5,009      1,348      3,211     -3,207       -598       -584      3,666      3,017        633        626        112      1,835        388
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       22.3        4.6       37.7       37.4        6.0       21.8       19.2        2.9        1.4        2.3        0.2        6.2        5.1
 
Number of Traders in Each Category                                    Total Traders:       256
        22         13          7         58         35         25         53         48         19         13         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    76,580
Positions
     3,235     39,786     11,443     25,982        114        495     11,304      9,157      6,568      6,077        318        182     11,294      8,517
 
Changes from:       September 3, 2013                                Total Change is:    20,976
       860       -299     11,443      1,674        114        153      1,062      1,697      5,516      1,083       -575       -239       -576      3,166
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       52.0       14.9       33.9        0.1        0.6       14.8       12.0        8.6        7.9        0.4        0.2       14.7       11.1
 
Number of Traders in Each Category                                    Total Traders:        74
         7          8          6         19          .          .         16         11          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    70,904
Positions
    18,150      9,392      3,600     11,026      6,285        857     12,355      6,437      6,558      4,033      2,371          0     14,325     35,404
 
Changes from:       September 3, 2013                                Total Change is:    11,485
     1,364        351      2,910     -2,125     -4,880         44      1,415      2,867      3,951        368        536          0      3,558      5,706
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       13.2        5.1       15.6        8.9        1.2       17.4        9.1        9.2        5.7        3.3        0.0       20.2       49.9
 
Number of Traders in Each Category                                    Total Traders:        82
        16         11         12         10          4          .         22          8         13          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    82,422
Positions
       786     39,200      3,913     39,227     21,259      3,240     24,777      7,248      4,179        298        744        173      5,829      2,466
 
Changes from:       September 3, 2013                                Total Change is:     1,889
       188        692      1,482        983     -1,170       -202       -442        481        335          0       -232        173       -628        330
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       47.6        4.7       47.6       25.8        3.9       30.1        8.8        5.1        0.4        0.9        0.2        7.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        86
         .         11          4         30         18         12         15          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   278,807
Positions
    19,136     92,170     41,409     98,976     28,631     29,864     47,885     46,939     14,670     10,387     14,817        490     15,990      9,817
 
Changes from:       September 3, 2013                                Total Change is:    30,188
    -1,024      3,890     24,308      2,143    -14,298     -1,913      3,833     15,766      2,018       -484       -216        -41      1,348        674
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       33.1       14.9       35.5       10.3       10.7       17.2       16.8        5.3        3.7        5.3        0.2        5.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       177
        15         25         14         43         23         21         26         24         17         15          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   710,297
Positions
       261     83,600     22,456    293,945    121,632     96,203     61,170     84,562     59,617     32,364     44,613      2,848    141,434    194,766
 
Changes from:       September 3, 2013                                Total Change is:    10,604
    -2,505     19,858        859     10,819      5,441     -1,512     12,400     -9,844    -15,950     -9,258     -1,561         26     15,724     13,286
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.8        3.2       41.4       17.1       13.5        8.6       11.9        8.4        4.6        6.3        0.4       19.9       27.4
 
Number of Traders in Each Category                                    Total Traders:       153
         .         17         14         34         32         40         22         29         37         11          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   405,161
Positions
     1,813    100,441     10,463    246,733     17,396     44,507     12,670    135,414      3,181      9,664     13,743          0     76,130     80,017
 
Changes from:       September 3, 2013                                Total Change is:   -14,114
    -2,851    -10,302     -5,221     -1,852      3,273      3,075     -1,363     -1,300     -5,221        -85      3,888     -2,604      2,008        298
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       24.8        2.6       60.9        4.3       11.0        3.1       33.4        0.8        2.4        3.4        0.0       18.8       19.7
 
Number of Traders in Each Category                                    Total Traders:        72
         .          9          6         33          8         19          .         12          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   882,221
Positions
   116,927     64,948     28,391    219,377    344,967     67,048    233,686    115,796     40,877     52,344     60,033     30,417     93,154    129,743
 
Changes from:       September 3, 2013                                Total Change is:    50,435
    28,171     -6,302     10,706       -563     48,016      6,150     38,264     -8,412    -17,564    -17,388      6,683      1,748        912      9,411
 
Percent of Open Interest Represented by Each Category of Trader
      13.3        7.4        3.2       24.9       39.1        7.6       26.5       13.1        4.6        5.9        6.8        3.4       10.6       14.7
 
Number of Traders in Each Category                                    Total Traders:       210
        19         16         13         29         37         27         36         30         28         18         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    33,544
Positions
    11,277     15,631      5,514          0          0          0      9,393      4,995      6,911          0         28        377         72         88
 
Changes from:       September 3, 2013                                Total Change is:     2,010
    -1,721      1,623     -1,106          0          0          0      4,012        670        815          0         -2         10          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       46.6       16.4        0.0        0.0        0.0       28.0       14.9       20.6        0.0        0.1        1.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        36
         7          8          8          0          0          0          9         10          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 2,706,107
Positions
   155,709    129,963    248,452    648,402    804,757    296,096    564,050    172,420    357,666     89,759    129,334     86,147    259,827    481,272
 
Changes from:       September 3, 2013                                Total Change is:    37,123
    22,362      1,636     15,993    -31,504    -39,321     34,454    -49,313    -29,902     40,953     14,715      3,434     -3,530     -7,007     13,406
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        4.8        9.2       24.0       29.7       10.9       20.8        6.4       13.2        3.3        4.8        3.2        9.6       17.8
 
Number of Traders in Each Category                                    Total Traders:       311
        30         34         54         24         69         59         49         60         86         18         27         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 2013              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,016,617
Positions
   222,476     94,981    184,313    482,044    472,407    176,721    405,619    279,722    249,585     73,091    166,375     41,522    181,245    350,991
 
Changes from:       September 3, 2013                                Total Change is:   157,970
    -8,723      6,116     38,264     75,627     35,575      2,667     -5,393     12,788     54,017      3,544      7,008      3,248     -5,282     -1,714
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        4.7        9.1       23.9       23.4        8.8       20.1       13.9       12.4        3.6        8.3        2.1        9.0       17.4
 
Number of Traders in Each Category                                    Total Traders:       223
        16         22         25         32         43         38         35         44         51          7         24         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   283,474
Positions
    63,743     71,239     94,926        948          0      2,043     43,134     18,747     39,033         36      5,355     14,842     24,769     37,289
 
Changes from:       September 3, 2013                                Total Change is:    11,120
     7,838      1,433     -2,260        -56          0          0     -2,480      3,576      4,764          0        -17      2,242      1,073      1,382
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       25.1       33.5        0.3        0.0        0.7       15.2        6.6       13.8        0.0        1.9        5.2        8.7       13.2
 
Number of Traders in Each Category                                    Total Traders:        57
        12         14         20          .          0          .         18          6         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 is18,335,543
Positions
 1,572,753  2,233,695  3,704,067  1,197,036    675,501    377,326  1,022,053    501,951  6,951,942    400,515    418,725  2,279,129    830,722  1,193,205
 
Changes from:       September 3, 2013                                Total Change is:   483,798
  -253,484     64,664    281,860    107,627    -16,848     -3,570    100,361    -56,452    206,755      2,270    -19,679     33,918      8,060     -6,850
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       12.2       20.2        6.5        3.7        2.1        5.6        2.7       37.9        2.2        2.3       12.4        4.5        6.5
 
Number of Traders in Each Category                                    Total Traders:       270
        31         49         78         18         14         24         71         40         95         19         19         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    44,037
Positions
    34,855        460         64          0     13,530         27      4,723     17,255      4,338          0      8,315          0         30         48
 
Changes from:       September 3, 2013                                Total Change is:     5,501
      -130          0       -133          0       -696          0      1,434      1,504      4,322          0        503          0          8          1
 
Percent of Open Interest Represented by Each Category of Trader
      79.1        1.0        0.1        0.0       30.7        0.1       10.7       39.2        9.9        0.0       18.9        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        36
         7          .          .          0          8          .          .         10          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    22,627
Positions
    17,996        715      4,346          0      6,366          0        269      2,568          0          0      8,522          0         16        110
 
Changes from:       September 3, 2013                                Total Change is:    -1,407
    -1,638       -438      2,989          0       -168          0        -23     -1,374     -2,750          0        280          0         15         54
 
Percent of Open Interest Represented by Each Category of Trader
      79.5        3.2       19.2        0.0       28.1        0.0        1.2       11.3        0.0        0.0       37.7        0.0        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         4          .          .          0          6          0          .          5          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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    71,275
Positions
    11,315     31,004        826      5,414      2,530        338     22,582     27,183      5,170     14,606        475         47     10,976      3,702
 
Changes from:       September 3, 2013                                Total Change is:     2,710
      -305      1,738       -122        224       -662         90      3,425     -2,097      2,363     -3,906       -259       -233      1,175      1,892
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       43.5        1.2        7.6        3.5        0.5       31.7       38.1        7.3       20.5        0.7        0.1       15.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       149
         5          .          .         10          5          .         38         15         11         66          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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   384,595
Positions
   139,068     11,703     38,709     46,351     18,494     11,341     32,213    181,130     40,797      5,497      9,183     46,054     24,565     27,184
 
Changes from:       September 3, 2013                                Total Change is:    29,168
     5,656      7,271        -14      6,926      1,304        281      1,608       -923        561     -3,853        756     15,907      2,096      4,025
 
Percent of Open Interest Represented by Each Category of Trader
      36.2        3.0       10.1       12.1        4.8        2.9        8.4       47.1       10.6        1.4        2.4       12.0        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       164
        20         11         20          5         12          8         29         44         41         18         17         24
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Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 2013              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,129
Positions
     1,434        490          0      2,192          0        879      2,278      5,961        785        338          0          0        223         14
 
Changes from:       September 3, 2013                                Total Change is:       126
         0          0          0         72          0       -389        -93        508          2        338          0          0        196          5
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        6.0        0.0       27.0        0.0       10.8       28.0       73.3        9.7        4.2        0.0        0.0        2.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          6          0          .          5          5          .          .          0          0
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Updated September 13, 2013