`Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
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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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   141,519
Positions
    70,618     12,103      2,821     14,722      6,834        545      7,202     73,459      4,518     14,121      4,999        356     26,616     35,884
 
Changes from:       February 18, 2014                                Total Change is:   -13,343
   -11,030        502      1,031        431     -3,064       -145     -3,916     -9,698       -150        -43        104        183        296     -2,106
 
Percent of Open Interest Represented by Each Category of Trader
      49.9        8.6        2.0       10.4        4.8        0.4        5.1       51.9        3.2       10.0        3.5        0.3       18.8       25.4
 
Number of Traders in Each Category                                    Total Traders:        85
        10          5          6          4          7          .         14         27          8         11          7          .
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
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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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    55,157
Positions
     9,439     21,796        700        900      1,180          0     23,066     16,611        329      2,063      1,805          0     18,660     12,736
 
Changes from:       February 18, 2014                                Total Change is:     4,154
      -341      2,813         -9          0         31          0      4,768      1,372         32        770       -180          0     -1,066         95
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       39.5        1.3        1.6        2.1        0.0       41.8       30.1        0.6        3.7        3.3        0.0       33.8       23.1
 
Number of Traders in Each Category                                    Total Traders:        48
         .         11          .          .          .          0         14         12          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
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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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   257,037
Positions
    19,780    119,262      5,233     25,691     28,030        554    148,874     42,937     14,630      1,996     26,949        333     39,946     19,109
 
Changes from:       February 18, 2014                                Total Change is:    15,566
     1,988     11,474      1,918        814       -206       -198        465     -2,782     10,752        428     -1,928        115       -716     -3,579
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       46.4        2.0       10.0       10.9        0.2       57.9       16.7        5.7        0.8       10.5        0.1       15.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       117
        10         13         10         11         14          5         46         10         11          4          8          .
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
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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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   203,743
Positions
    89,792     39,880      1,490     21,349     17,856      4,065     41,622     85,939      3,623     25,652      7,983         96     16,054     42,811
 
Changes from:       February 18, 2014                                Total Change is:     3,686
     4,347      1,554        462     -1,756        438        612     -1,840      3,339        451        508        472          1        901     -3,643
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       19.6        0.7       10.5        8.8        2.0       20.4       42.2        1.8       12.6        3.9        0.0        7.9       21.0
 
Number of Traders in Each Category                                    Total Traders:       117
         9         12          6          8         17          6         24         33         12          4         10          .
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
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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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   296,924
Positions
    85,407     52,613      3,986     42,683     81,330      5,228     82,354     44,265     10,536     18,688     36,736      1,462     46,580     60,768
 
Changes from:       February 18, 2014                                Total Change is:     5,564
    -1,929      5,450        180      1,464      2,442        185      3,787     -2,058        837        931       -583       -228        337       -661
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       17.7        1.3       14.4       27.4        1.8       27.7       14.9        3.5        6.3       12.4        0.5       15.7       20.5
 
Number of Traders in Each Category                                    Total Traders:       194
        16         20          9         17         26         15         33         43         19         13         26          7
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
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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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    98,643
Positions
    63,662     10,306        331        987      4,644         72      9,176     42,787      1,496      6,250      6,461         74     16,595     32,472
 
Changes from:       February 18, 2014                                Total Change is:    -4,406
    -4,735        838       -250         44       -637        -31        846     -4,163       -111        191       -792        -54       -306        794
 
Percent of Open Interest Represented by Each Category of Trader
      64.5       10.4        0.3        1.0        4.7        0.1        9.3       43.4        1.5        6.3        6.5        0.1       16.8       32.9
 
Number of Traders in Each Category                                    Total Traders:        72
         8         10          6          .          7          .         12         25         10          .          5          .
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,607
Positions
    21,267     23,340      6,182      1,984          0          0      2,670      3,924      3,185      1,650          0      2,275        394        701
 
Changes from:       February 18, 2014                                Total Change is:      -801
      -501         45          0         -8          0          0       -358       -867          1          0          0          0         65         20
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       58.9       15.6        5.0        0.0        0.0        6.7        9.9        8.0        4.2        0.0        5.7        1.0        1.8
 
Number of Traders in Each Category                                    Total Traders:        20
         7          8          9          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   128,542
Positions
    48,866     53,435      1,315     39,536      1,784        266      8,429     42,950     18,526      4,898      4,306      1,063      5,643      4,897
 
Changes from:       February 18, 2014                                Total Change is:    -2,555
    -1,845        352       -148       -143        811       -401        974       -634     -2,017        538     -1,330        710       -223        102
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       41.6        1.0       30.8        1.4        0.2        6.6       33.4       14.4        3.8        3.3        0.8        4.4        3.8
 
Number of Traders in Each Category                                    Total Traders:       106
         7          9          .          .          5          .         19         38         10         14          9          .
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    14,406
Positions
     6,121      3,961      3,319          0        760          0      4,104      2,314        253          0      3,055          0        609        744
 
Changes from:       February 18, 2014                                Total Change is:     1,757
    -1,487      3,088        189          0        251          0      2,889     -1,223        102          0          0          0         64       -650
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       27.5       23.0        0.0        5.3        0.0       28.5       16.1        1.8        0.0       21.2        0.0        4.2        5.2
 
Number of Traders in Each Category                                    Total Traders:        23
         4          5          .          0          .          0          4          7          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    22,142
Positions
     1,042     13,375         14        848        207          0     15,468      5,032        583        524        796          0      3,663      2,135
 
Changes from:       February 18, 2014                                Total Change is:       626
      -625      1,426        -13         21         -2          0      1,310       -761       -141          0        -13          0         74        130
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       60.4        0.1        3.8        0.9        0.0       69.9       22.7        2.6        2.4        3.6        0.0       16.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        56
         .          8          .          .          .          0         21         12          .          .          6          0
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,457
Positions
    16,711     39,831        341      7,434      4,176        629     20,940      7,045        169      4,354      1,442          8      9,872      6,817
 
Changes from:       February 18, 2014                                Total Change is:     4,794
      -520      6,150        119        218        123        100      4,768     -1,645        108       -739        116         -5        744       -273
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       65.9        0.6       12.3        6.9        1.0       34.6       11.7        0.3        7.2        2.4        0.0       16.3       11.3
 
Number of Traders in Each Category                                    Total Traders:        98
        18         13          4         10          .          4         24         15          .          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   120,913
Positions
    33,422     79,662        682     14,868      8,351      1,258     41,880     14,090        338      8,707      2,884         15     19,743     13,633
 
Changes from:       February 18, 2014                                Total Change is:     9,587
    -1,039     12,300        238        436        246        200      9,536     -3,289        216     -1,478        232        -10      1,488       -546
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       65.9        0.6       12.3        6.9        1.0       34.6       11.7        0.3        7.2        2.4        0.0       16.3       11.3
 
Number of Traders in Each Category                                    Total Traders:        98
        18         13          4         10          .          4         24         15          .          6          9          .
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   851,046
Positions
    40,703    172,415     87,900    299,557    104,770     50,044     99,661    191,726     60,874     47,928     53,487      3,659    160,722    126,173
 
Changes from:       February 18, 2014                                Total Change is:    17,261
        74     -4,497      9,058    -13,594      2,867      2,864     -3,366     -7,905     10,061      2,046          2      1,292      8,827      3,519
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       20.3       10.3       35.2       12.3        5.9       11.7       22.5        7.2        5.6        6.3        0.4       18.9       14.8
 
Number of Traders in Each Category                                    Total Traders:       564
        39         38         28        112         54         60         89        126         83         46         60         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   212,848
Positions
    63,741     66,188      2,228     60,231     21,895      1,569     23,094     29,093      2,061      7,813      8,926        142     51,969     80,746
 
Changes from:       February 18, 2014                                Total Change is:    11,818
     9,078      1,076       -992     -1,101       -111        -34      2,338      4,590         97       -155        736        -21      2,608      6,477
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       31.1        1.0       28.3       10.3        0.7       10.8       13.7        1.0        3.7        4.2        0.1       24.4       37.9
 
Number of Traders in Each Category                                    Total Traders:        82
        10          7          .         16          7          8         15         17         12          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,190,988
Positions
   267,709    914,035     45,457  1,237,923    455,667    201,079    573,234  1,003,564    103,664    206,324    228,556     11,833    543,765    227,133
 
Changes from:       February 18, 2014                                Total Change is:    27,216
     5,540     22,697       -308    -49,179     28,180      1,201     16,544    -17,414      4,758     16,483      1,808      1,083     31,094    -14,789
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       28.6        1.4       38.8       14.3        6.3       18.0       31.4        3.2        6.5        7.2        0.4       17.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       546
        39         37         20        104         53         53         88        124         70         43         58         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    95,951
Positions
     4,829     45,234         32     53,054     36,841      1,906     24,451      5,614        677      1,036      2,529          0      9,966      3,118
 
Changes from:       February 18, 2014                                Total Change is:     1,722
    -1,736      2,394          1        681        -24         -2      2,895       -137         31        310          0          0       -458       -541
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       47.1        0.0       55.3       38.4        2.0       25.5        5.9        0.7        1.1        2.6        0.0       10.4        3.2
 
Number of Traders in Each Category                                    Total Traders:        93
         7         11          .         36         12         14         16          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    92,114
Positions
    12,024     68,759        202     37,601      4,115      1,312     30,269      9,122        429      1,940      3,660        501      7,837      4,014
 
Changes from:       February 18, 2014                                Total Change is:     4,839
       176      5,211         -3        -76        -77          6      4,842        773       -401        107       -918        320       -132        -73
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       74.6        0.2       40.8        4.5        1.4       32.9        9.9        0.5        2.1        4.0        0.5        8.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       226
        18         23          6         37         14         10         64         33          9         18         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   460,568
Positions
    60,120    343,793      1,012    188,005     20,573      6,558    151,345     45,612      2,144      9,698     18,302      2,503     39,183     20,071
 
Changes from:       February 18, 2014                                Total Change is:    24,195
       880     26,055        -13       -379       -385         29     24,212      3,867     -2,007        534     -4,588      1,600       -661       -363
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       74.6        0.2       40.8        4.5        1.4       32.9        9.9        0.5        2.1        4.0        0.5        8.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       226
        18         23          6         37         14         10         64         33          9         18         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   304,668
Positions
    44,433     48,644      9,873    145,121    123,742     12,998     55,892     79,312      6,881      8,815      7,455          0     20,655     15,763
 
Changes from:       February 18, 2014                                Total Change is:    10,101
    -4,759      6,006      1,104      3,465     -1,394        698      6,799      1,733        103       -630      1,446         -8      3,329        413
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       16.0        3.2       47.6       40.6        4.3       18.3       26.0        2.3        2.9        2.4        0.0        6.8        5.2
 
Number of Traders in Each Category                                    Total Traders:       255
        23         13          5         56         38         27         41         57         14         14         13          0
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Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    69,112
Positions
     3,324     45,405          0     32,591         82        727     16,742     13,519          0      5,725      3,538          0     10,003      5,841
 
Changes from:       February 18, 2014                                Total Change is:       226
       171        225          0        716          0        -24        499       -874       -109        131       -153          0     -1,158      1,161
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       65.7        0.0       47.2        0.1        1.1       24.2       19.6        0.0        8.3        5.1        0.0       14.5        8.5
 
Number of Traders in Each Category                                    Total Traders:        72
         6          8          0         18          .          .         14         10          0          9          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   115,550
Positions
    42,391     11,291      1,513     11,531      5,266        870     33,912      4,221      3,095      6,122      9,318      5,182     10,934     74,794
 
Changes from:       February 18, 2014                                Total Change is:       498
     3,861        698        553     -1,761       -195        -94     -4,047      2,973       -298        -57       -911      1,509        832     -3,737
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        9.8        1.3       10.0        4.6        0.8       29.3        3.7        2.7        5.3        8.1        4.5        9.5       64.7
 
Number of Traders in Each Category                                    Total Traders:        87
        19          5          .         10          .          .         28         10          9         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   107,070
Positions
     1,770     70,366      5,286     61,300     11,752      3,762     21,009      6,587      6,011      1,120        265          0      6,812      3,041
 
Changes from:       February 18, 2014                                Total Change is:     5,208
        31      3,000        252      2,890        269       -108        334        -25      1,833       -392          0          0        368        -13
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       65.7        4.9       57.3       11.0        3.5       19.6        6.2        5.6        1.0        0.2        0.0        6.4        2.8
 
Number of Traders in Each Category                                    Total Traders:        93
         4         11          .         36         15         14         16          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   254,156
Positions
    23,315     74,650      3,821     86,982     73,409     49,556     57,069     30,892      4,023     17,070      6,198        788     11,532     10,819
 
Changes from:       February 18, 2014                                Total Change is:     3,443
      -984     -4,136       -416     -2,305      3,118      1,303      3,779        308      1,853       -467        -25          9        671      1,429
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       29.4        1.5       34.2       28.9       19.5       22.5       12.2        1.6        6.7        2.4        0.3        4.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       189
        19         22          4         45         29         24         25         23         10         22          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   772,952
Positions
     1,346    109,023      7,564    276,797    147,444    114,878     85,822     63,360     73,411     12,847     27,631      3,528    196,759    226,113
 
Changes from:       February 18, 2014                                Total Change is:    78,529
    -3,064        480     -5,457     -1,417     -7,468     -6,078     -3,518    -10,895     62,165     -4,799     -8,894      2,323     38,374     52,353
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       14.1        1.0       35.8       19.1       14.9       11.1        8.2        9.5        1.7        3.6        0.5       25.5       29.3
 
Number of Traders in Each Category                                    Total Traders:       150
         .         15          7         33         31         36         32         24         23          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   484,045
Positions
    22,090     89,271     15,856    258,481     22,645     68,650     18,363    156,476      3,000      7,790     23,334      2,592     87,223    102,221
 
Changes from:       February 18, 2014                                Total Change is:    32,698
     2,733       -784     15,754      5,828      2,636     -2,795        254      6,850      1,255       -364       -831        756      9,277      9,857
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       18.4        3.3       53.4        4.7       14.2        3.8       32.3        0.6        1.6        4.8        0.5       18.0       21.1
 
Number of Traders in Each Category                                    Total Traders:        78
         4         10          7         34          6         21          .         13          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,019,477
Positions
    57,679    151,774     30,831    231,758    258,736     65,212    263,294    120,558    174,920     47,457     71,130     27,487    120,839    118,829
 
Changes from:       February 18, 2014                                Total Change is:   105,209
     2,624     14,488       -371     12,473      1,387     -5,215     13,590      3,434     68,493      1,887      8,890      3,650      8,078     10,453
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       14.9        3.0       22.7       25.4        6.4       25.8       11.8       17.2        4.7        7.0        2.7       11.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       231
        14         27         12         36         39         37         50         23         33         15         27         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,530
Positions
     7,470     16,646     12,445        500          0          0     19,787     10,942      9,227          0          0          0        101        270
 
Changes from:       February 18, 2014                                Total Change is:     3,611
    -3,502        315      2,554          0          0          0      4,728        962       -153          0          0          0        -16        -67
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       33.6       25.1        1.0        0.0        0.0       39.9       22.1       18.6        0.0        0.0        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        40
         7          9         10          .          0          0         12         10          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,513,746
Positions
   175,803    115,233     64,708    590,988  1,060,462    250,129    696,329    218,989    132,375    236,647    144,123     37,227    329,540    490,500
 
Changes from:       February 18, 2014                                Total Change is:    83,718
    14,088    -44,421       -856    -30,045    165,234    -29,184     20,463    -62,221     56,656     -3,940    -57,737      4,343     52,193     51,904
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        4.6        2.6       23.5       42.2       10.0       27.7        8.7        5.3        9.4        5.7        1.5       13.1       19.5
 
Number of Traders in Each Category                                    Total Traders:       336
        21         34         28         42         69         60         56         56         49         20         37         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,153,900
Positions
   134,346    191,374     55,015    653,979    522,552    237,892    474,016    305,102     96,610    115,081    222,608     65,442    321,519    457,305
 
Changes from:       February 18, 2014                                Total Change is:    98,790
   -10,420    -36,635     27,090    -44,321     25,750    -15,519     -9,397    -80,956      9,918    -17,930     -2,324     53,772    105,597    117,694
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        8.9        2.6       30.4       24.3       11.0       22.0       14.2        4.5        5.3       10.3        3.0       14.9       21.2
 
Number of Traders in Each Category                                    Total Traders:       251
        11         26         13         27         54         40         32         57         36         11         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   326,188
Positions
   140,628    114,664     70,445        705      3,088      3,344     21,738     14,542     48,996        192     16,535     10,445     29,695     44,129
 
Changes from:       February 18, 2014                                Total Change is:    11,334
     5,182      6,636       -275          0          0        400     -1,012       -622      6,428         78     -1,122      1,574     -1,041     -1,685
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       35.2       21.6        0.2        0.9        1.0        6.7        4.5       15.0        0.1        5.1        3.2        9.1       13.5
 
Number of Traders in Each Category                                    Total Traders:        73
        15         27         29          .          .          .          9          9         15          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is10,115,984
Positions
 1,266,055  2,441,747  1,896,524  2,835,421    607,416    176,984    789,399  1,110,181  1,743,683    122,235    520,669    425,861    859,822  1,192,919
 
Changes from:       February 18, 2014                                Total Change is:   137,406
    26,526   -104,738     33,136     10,922     12,505      2,903     -4,756     48,091     48,641    -36,179    -14,152     47,487      8,726     63,533
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       24.1       18.7       28.0        6.0        1.7        7.8       11.0       17.2        1.2        5.1        4.2        8.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       273
        30         59         81         10         21         19         34         75         77         15         23         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,152
Positions
    35,344      1,154          0      3,761     11,599      5,336        658     18,197          0          0      8,677          0         53        189
 
Changes from:       February 18, 2014                                Total Change is:       -16
       -27         10          0          0       -347          0         25        285          0          0         30          0        -14          6
 
Percent of Open Interest Represented by Each Category of Trader
      78.3        2.6        0.0        8.3       25.7       11.8        1.5       40.3        0.0        0.0       19.2        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        48
        10          .          0          4         10          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,907
Positions
    22,340      3,479          0      2,360      5,965      1,938        796      4,022        405          0     12,006          0         68         92
 
Changes from:       February 18, 2014                                Total Change is:       924
       711        845          0          2        -46         -2        210        167          0          0        -17          0          3        -23
 
Percent of Open Interest Represented by Each Category of Trader
      80.1       12.5        0.0        8.5       21.4        6.9        2.9       14.4        1.5        0.0       43.0        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        36
         5          5          0          .          9          .          .          7          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,811
Positions
    10,094      7,709        751      6,723      4,703        389      7,091     30,940      1,707     14,200      1,374         10      8,846      2,228
 
Changes from:       February 18, 2014                                Total Change is:       182
      -209       -284          0         19      1,412         -8       -603       -612        161      1,324       -261          2       -504       -228
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       15.5        1.5       13.5        9.4        0.8       14.2       62.1        3.4       28.5        2.8        0.0       17.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       155
         6          .          .          9          5          .         20         28         10         72         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   367,042
Positions
    64,652     54,809     42,576     33,917     18,401     29,063     70,104     91,414     56,595     10,709      7,298     38,088     21,338     28,798
 
Changes from:       February 18, 2014                                Total Change is:   -42,069
   -15,899    -13,316    -14,939      5,838     -1,187     -4,718      3,276      1,069     -7,519     -2,978      1,410     -6,317      1,187      3,448
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       14.9       11.6        9.2        5.0        7.9       19.1       24.9       15.4        2.9        2.0       10.4        5.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       179
        21         14         24          7         13         10         43         44         54         16         11         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,366
Positions
       237        846          0      4,278          0        453      3,263      8,245        753      1,352          0          0         30         69
 
Changes from:       February 18, 2014                                Total Change is:     1,017
      -228        332          0        434        -80          1        158        764          0        652          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        8.2        0.0       41.3        0.0        4.4       31.5       79.5        7.3       13.0        0.0        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          0          .          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,477
Positions
     1,149      5,427          0      5,460          0          0      1,858      3,853         50          0          0          0        960        147
 
Changes from:       February 18, 2014                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       57.3        0.0       57.6        0.0        0.0       19.6       40.7        0.5        0.0        0.0        0.0       10.1        1.6
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          7          0          0          6          4          .          0          0          0
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Updated February 28, 2014