```
Traders in Financial Futures - Futures Only Positions as of July 29, 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   122,619
Positions
    14,554     54,184        822     16,193      3,326          0     38,772     31,346      4,683     17,066      1,913        463     30,066     25,882
 
Changes from:       July 22, 2014                                    Total Change is:    -6,569
      -121      3,425        196      2,622      1,255     -2,996     -5,073     -8,622        337        233        -38         40     -1,807       -166
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       44.2        0.7       13.2        2.7        0.0       31.6       25.6        3.8       13.9        1.6        0.4       24.5       21.1
 
Number of Traders in Each Category                                    Total Traders:        74
         5          6          4          4          4          0         15         22          8         14          4          5
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Traders in Financial Futures - Futures Only Positions as of July 29, 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    44,022
Positions
    20,678         39        362      1,559      2,192          0     11,007     20,516        340        613          0          0      9,463     20,573
 
Changes from:       July 22, 2014                                    Total Change is:     5,663
     5,546        -18         34          0        -11          0        959      3,494        131          0          0          0     -1,007      2,033
 
Percent of Open Interest Represented by Each Category of Trader
      47.0        0.1        0.8        3.5        5.0        0.0       25.0       46.6        0.8        1.4        0.0        0.0       21.5       46.7
 
Number of Traders in Each Category                                    Total Traders:        40
         6          .          .          .          .          0          9         18          4          .          0          0
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Traders in Financial Futures - Futures Only Positions as of July 29, 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   237,411
Positions
    10,315     86,866        871     27,221     30,566      1,765    151,461     54,490      3,770      6,533     36,239        137     35,338     22,707
 
Changes from:       July 22, 2014                                    Total Change is:    -3,744
    -1,477    -10,088          6     -1,022        203          0       -598      3,625        493      2,929      1,337       -310     -3,765        990
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       36.6        0.4       11.5       12.9        0.7       63.8       23.0        1.6        2.8       15.3        0.1       14.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       124
         5         11          4          9         14          5         47         19          8         11          8          .
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Traders in Financial Futures - Futures Only Positions as of July 29, 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   172,210
Positions
    95,609     26,794        510     33,813     18,464        337     17,776     76,713      2,573      3,987      3,484         38     17,567     43,297
 
Changes from:       July 22, 2014                                    Total Change is:    10,181
    10,786    -10,598         80        344      1,826        261        731     13,452       -249        931      1,602        -19     -2,684      3,826
 
Percent of Open Interest Represented by Each Category of Trader
      55.5       15.6        0.3       19.6       10.7        0.2       10.3       44.5        1.5        2.3        2.0        0.0       10.2       25.1
 
Number of Traders in Each Category                                    Total Traders:       104
         7         13          5          8         15          4         10         43          9          4          4          .
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Traders in Financial Futures - Futures Only Positions as of July 29, 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   356,865
Positions
   171,311     13,610      2,517     47,520     69,870      7,208     61,074    143,273      5,854     25,916     31,560        753     34,712     82,220
 
Changes from:       July 22, 2014                                    Total Change is:    17,159
    16,273        -29        419        459     -6,673         16      2,381     17,597        527     -1,198      1,684        -11     -1,707      3,629
 
Percent of Open Interest Represented by Each Category of Trader
      48.0        3.8        0.7       13.3       19.6        2.0       17.1       40.1        1.6        7.3        8.8        0.2        9.7       23.0
 
Number of Traders in Each Category                                    Total Traders:       201
        21          8          6         14         30         15         22         61         17         21         23          8
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Traders in Financial Futures - Futures Only Positions as of July 29, 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   106,836
Positions
     2,829     43,072        553      2,932      5,390        943     68,254     23,240        984      1,082      9,769      1,536     27,723     21,349
 
Changes from:       July 22, 2014                                    Total Change is:    -2,505
     1,236       -800        254        448      1,711        207     -3,351     -4,581        282        527        617          6     -2,114       -201
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       40.3        0.5        2.7        5.0        0.9       63.9       21.8        0.9        1.0        9.1        1.4       25.9       20.0
 
Number of Traders in Each Category                                    Total Traders:        86
         5         12          4          4          6          .         24         21          5          .         11          .
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,252
Positions
    19,157     29,508      3,718      3,088          0          0      8,027      2,138      1,636      1,386          0      1,802        438        450
 
Changes from:       July 22, 2014                                    Total Change is:     1,580
       991         49         44         44          0          0        503      1,541          0          0          0          0         -2        -54
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       75.2        9.5        7.9        0.0        0.0       20.4        5.4        4.2        3.5        0.0        4.6        1.1        1.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6          9          7          .          0          0          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   145,184
Positions
    30,440     87,596          1      5,640      1,319          0     96,979     48,551        884      4,150      4,511          0      7,090      2,322
 
Changes from:       July 22, 2014                                    Total Change is:     2,930
       157       -125       -262        460          0          0      1,479      2,130        338        661        599          0         97        250
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       60.3        0.0        3.9        0.9        0.0       66.8       33.4        0.6        2.9        3.1        0.0        4.9        1.6
 
Number of Traders in Each Category                                    Total Traders:       121
         7         15          .          6          .          0         45         26          7          9          8          0
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,522
Positions
     6,631     18,276      6,541      1,821        201         95     18,888      6,415        111        375      3,275      2,750      1,310        858
 
Changes from:       July 22, 2014                                    Total Change is:     1,950
       382      1,830        511        152          0          0        798       -348         69          0          0          0         38       -112
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       47.4       17.0        4.7        0.5        0.2       49.0       16.7        0.3        1.0        8.5        7.1        3.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        30
         4          9          .          .          .          .          5          7          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,531
Positions
     1,861     13,761          0      1,886        189          0     22,164     10,433        225        525      3,319          0      3,870      2,604
 
Changes from:       July 22, 2014                                    Total Change is:    -2,197
       803        919          0        -30       -320          0     -2,849     -2,223         25        -97        -28          0        -49       -570
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       45.1        0.0        6.2        0.6        0.0       72.6       34.2        0.7        1.7       10.9        0.0       12.7        8.5
 
Number of Traders in Each Category                                    Total Traders:        67
         5         10          0          5          .          0         23         15          .          .          6          0
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,353
Positions
    17,851     41,451        159      4,770      4,721        241     26,794      5,858        899      4,025      2,784          0      8,616      7,243
 
Changes from:       July 22, 2014                                    Total Change is:      -274
        58      4,760        -22        -45        156        -13     -1,332     -3,508        888        238     -2,289          0        -47       -247
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       65.4        0.3        7.5        7.5        0.4       42.3        9.2        1.4        6.4        4.4        0.0       13.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       115
        18         14          .          9          .          4         31         16          5         11         13          0
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   126,706
Positions
    35,702     82,901        317      9,540      9,442        481     53,588     11,715      1,797      8,049      5,568          0     17,232     14,485
 
Changes from:       July 22, 2014                                    Total Change is:      -548
       115      9,519        -43        -90        311        -25     -2,664     -7,016      1,776        476     -4,577          0        -93       -493
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       65.4        0.3        7.5        7.5        0.4       42.3        9.2        1.4        6.4        4.4        0.0       13.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       115
        18         14          .          9          .          4         31         16          5         11         13          0
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   746,886
Positions
    43,360    186,559     34,897    326,328    105,092     50,301     94,760    195,868     37,448     50,311     51,208      3,324    106,158     82,190
 
Changes from:       July 22, 2014                                    Total Change is:     7,274
       155     -4,628      4,503      2,024        576       -588     -5,088      3,836      3,595        513        765       -526      2,687       -258
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       25.0        4.7       43.7       14.1        6.7       12.7       26.2        5.0        6.7        6.9        0.4       14.2       11.0
 
Number of Traders in Each Category                                    Total Traders:       568
        33         41         28        126         52         73         83        129         80         54         50         16
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   152,416
Positions
    21,784     54,624      5,723     59,824     26,515      1,768     11,355     14,564      1,773      9,270     11,836          0     40,919     35,613
 
Changes from:       July 22, 2014                                    Total Change is:     4,698
     2,061      3,538          0        763        145        -10      1,615        189         46        -49        156          0        272        634
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       35.8        3.8       39.3       17.4        1.2        7.5        9.6        1.2        6.1        7.8        0.0       26.8       23.4
 
Number of Traders in Each Category                                    Total Traders:        84
         6         13          5         17          9          7         11         17          6          6          5          0
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,972,352
Positions
   215,095    766,890     38,654  1,349,737    410,104    225,446    479,430    968,927    115,968    210,292    201,943     11,536    326,194    232,884
 
Changes from:       July 22, 2014                                    Total Change is:    12,880
     3,949    -27,352      9,035      7,771      3,620     -4,357    -16,584     35,167        814      2,810      3,047     -2,632     12,074     -4,462
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       25.8        1.3       45.4       13.8        7.6       16.1       32.6        3.9        7.1        6.8        0.4       11.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       552
        34         38         22        121         48         68         85        126         68         51         49         15
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    89,532
Positions
     3,364     40,127         46     48,483     35,558      2,088     24,197      6,932        814        742        740          0      9,798      3,227
 
Changes from:       July 22, 2014                                    Total Change is:    -1,408
       401       -932         19     -1,195        -33       -199       -133       -484          4          0          0          0       -305        217
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       44.8        0.1       54.2       39.7        2.3       27.0        7.7        0.9        0.8        0.8        0.0       10.9        3.6
 
Number of Traders in Each Category                                    Total Traders:        94
         6         12          .         37         10         14         16          9          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    74,687
Positions
     5,937     45,233        406     38,783      5,313        662     20,142     12,176        858      1,811      4,521         88      6,000      5,430
 
Changes from:       July 22, 2014                                    Total Change is:     2,100
       373        866         34      1,221        130       -199        731      1,005        138       -308        -31         18         92        139
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       60.6        0.5       51.9        7.1        0.9       27.0       16.3        1.1        2.4        6.1        0.1        8.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       243
        20         23          5         33         14         12         63         47         11         20         23          5
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   373,435
Positions
    29,684    226,163      2,032    193,913     26,566      3,311    100,711     60,879      4,290      9,057     22,607        439     29,998     27,148
 
Changes from:       July 22, 2014                                    Total Change is:    10,499
     1,864      4,329        168      6,107        649       -994      3,656      5,025        692     -1,542       -153         89        459        694
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       60.6        0.5       51.9        7.1        0.9       27.0       16.3        1.1        2.4        6.1        0.1        8.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       243
        20         23          5         33         14         12         63         47         11         20         23          5
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Traders in Financial Futures - Futures Only Positions as of July 29, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   346,359
Positions
    79,207     29,169     26,536    128,906    137,678     16,652     59,812    103,887      6,327      9,614      8,317         54     19,251     17,739
 
Changes from:       July 22, 2014                                    Total Change is:     9,605
     8,976       -564      4,973     -1,320      3,229       -453     -1,460      4,219     -1,057        -43     -1,025          9        -20        274
 
Percent of Open Interest Represented by Each Category of Trader
      22.9        8.4        7.7       37.2       39.8        4.8       17.3       30.0        1.8        2.8        2.4        0.0        5.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       250
        22          8          .         54         42         26         31         65         12         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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    62,526
Positions
     2,548     26,801          0     33,285          0         47     12,051     17,225         15      5,733      1,772          0      8,847     16,666
 
Changes from:       July 22, 2014                                    Total Change is:       211
      -186        257          0       -269          0       -121        276       -523          0        152         73          0        359        525
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       42.9        0.0       53.2        0.0        0.1       19.3       27.5        0.0        9.2        2.8        0.0       14.1       26.7
 
Number of Traders in Each Category                                    Total Traders:        66
         5          9          0         20          0          .         10         10          .          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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    94,955
Positions
    24,272      7,459      2,494     13,123      3,074      1,354     35,649      5,514      2,060      4,361      2,402         74     11,568     70,524
 
Changes from:       July 22, 2014                                    Total Change is:    -2,575
    -4,615      1,052       -619        -86        353        284      1,846         -9        891       -548        701        -30        302     -5,198
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        7.9        2.6       13.8        3.2        1.4       37.5        5.8        2.2        4.6        2.5        0.1       12.2       74.3
 
Number of Traders in Each Category                                    Total Traders:        84
        12          8          4          8          .          .         30         10          7         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   113,770
Positions
     5,991     72,275      1,054     67,688     19,781      5,306     21,933      8,396      3,664      2,848        541          0      5,286      2,753
 
Changes from:       July 22, 2014                                    Total Change is:     2,324
        62        659          0      2,128        269         65         67      1,758         10        216          0          0       -224       -437
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       63.5        0.9       59.5       17.4        4.7       19.3        7.4        3.2        2.5        0.5        0.0        4.6        2.4
 
Number of Traders in Each Category                                    Total Traders:        94
         7         13          .         33         14         15         16          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   360,005
Positions
    40,261    202,009      2,250    117,193     39,285     55,976    102,588     47,914      2,421     18,873      4,079      1,583     18,860      4,488
 
Changes from:       July 22, 2014                                    Total Change is:    14,952
    10,364     11,560         54      7,456       -943     -1,534       -526      6,574        359       -484     -1,067          2       -739        -53
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       56.1        0.6       32.6       10.9       15.5       28.5       13.3        0.7        5.2        1.1        0.4        5.2        1.2
 
Number of Traders in Each Category                                    Total Traders:       215
        19         25          6         61         21         27         40         17          8         26          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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   794,653
Positions
     9,542    100,763      6,935    320,184    178,506    112,483    114,054    164,600     17,509     30,249     34,866        598    183,099    178,393
 
Changes from:       July 22, 2014                                    Total Change is:     5,067
     3,227      5,995     -1,565     -1,300       -852     -4,866      1,932       -193        -16     -3,288        -37        568     10,375      6,033
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.7        0.9       40.3       22.5       14.2       14.4       20.7        2.2        3.8        4.4        0.1       23.0       22.4
 
Number of Traders in Each Category                                    Total Traders:       168
         6         19          .         32         37         36         31         23         17         10         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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   489,487
Positions
    22,759     62,083        608    250,202     47,674     75,391     21,160    177,132      6,476      6,947     24,620         60    105,884     95,443
 
Changes from:       July 22, 2014                                    Total Change is:    -9,442
    -1,658     -8,467       -149     -2,553     -3,190      1,192     -2,174     -1,907       -121       -647      3,975          0     -3,332       -775
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       12.7        0.1       51.1        9.7       15.4        4.3       36.2        1.3        1.4        5.0        0.0       21.6       19.5
 
Number of Traders in Each Category                                    Total Traders:        84
         .          9          4         33         11         23          6         13          8          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 1,264,544
Positions
    45,212    205,112      4,414    217,952    430,617     83,058    610,237    201,713     39,762    142,840    141,054     23,069     98,000    135,745
 
Changes from:       July 22, 2014                                    Total Change is:    82,063
    -3,874     56,639      1,787        811     32,954      1,470     11,263     -6,285      2,944     74,789      6,986     -9,932      2,805     -4,500
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       16.2        0.3       17.2       34.1        6.6       48.3       16.0        3.1       11.3       11.2        1.8        7.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       261
        15         32          6         38         50         34         44         31         24         17         34         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 2,764,504
Positions
   102,344    222,135     35,082    960,664  1,069,589    223,681    712,715    401,969     86,413    302,266    185,488     39,747    301,592    500,400
 
Changes from:       July 22, 2014                                    Total Change is:    41,444
   -30,665     37,361      2,135     65,427     -3,997    -15,746       -190     -7,855     11,957     -5,518     -2,278      3,926     10,118     15,941
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        8.0        1.3       34.7       38.7        8.1       25.8       14.5        3.1       10.9        6.7        1.4       10.9       18.1
 
Number of Traders in Each Category                                    Total Traders:       380
        19         46         15         36         80         56         52         72         49         21         54         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 2,138,536
Positions
   177,593    128,871     25,194    614,435    874,052    247,596    613,670    246,253     36,549    141,915    184,546     37,180    244,404    358,295
 
Changes from:       July 22, 2014                                    Total Change is:   -35,485
    13,026      8,308     -1,386    -53,753      1,636    -11,905     -8,271    -10,750     -7,436     22,921     -7,420     12,082       -763    -18,614
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        6.0        1.2       28.7       40.9       11.6       28.7       11.5        1.7        6.6        8.6        1.7       11.4       16.8
 
Number of Traders in Each Category                                    Total Traders:       286
        15         28         10         32         64         48         47         51         25         16         33         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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   464,212
Positions
   207,152    118,552     92,746          0      9,644      6,251     22,517     72,097     71,707      7,184     13,291     24,599     32,056     55,325
 
Changes from:       July 22, 2014                                    Total Change is:    12,518
     8,600      3,055      3,022          0       -300       -500        284      1,323      3,548     -1,412      1,160       -944        -80      2,154
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       25.5       20.0        0.0        2.1        1.3        4.9       15.5       15.4        1.5        2.9        5.3        6.9       11.9
 
Number of Traders in Each Category                                    Total Traders:        91
        13         26         31          0          4          .         12         20         18          4          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 is12,363,705
Positions
 2,378,068  2,044,433  2,286,768  2,738,217    956,608    294,429    956,703  2,363,568  2,226,468    364,809    605,367    373,970    744,273  1,212,094
 
Changes from:       July 22, 2014                                    Total Change is:   243,818
    56,494   -151,512     88,512      9,950     63,474     40,719    -25,804     51,992     58,957     14,917     48,075     -5,025      5,098     48,626
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       16.5       18.5       22.1        7.7        2.4        7.7       19.1       18.0        3.0        4.9        3.0        6.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       313
        27         60         78         11         27         24         37         84         91         17         35         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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    53,243
Positions
    33,208      1,560          0      7,058     14,349      4,859      7,460     22,679        305        270      9,319          0         83        172
 
Changes from:       July 22, 2014                                    Total Change is:       810
       448        -90          0          2        -33          0        102        939          0        270         -7        -24         12         25
 
Percent of Open Interest Represented by Each Category of Trader
      62.4        2.9        0.0       13.3       27.0        9.1       14.0       42.6        0.6        0.5       17.5        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        48
         7          7          0          4          9          .          .         10          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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    34,615
Positions
    26,566      1,957          0          0     10,518      1,406      4,469      7,106      1,305        786     12,143          0         83        180
 
Changes from:       July 22, 2014                                    Total Change is:     1,294
     1,760      1,084          0          0        131        -67        311         38         40       -728         59          0        -22          9
 
Percent of Open Interest Represented by Each Category of Trader
      76.7        5.7        0.0        0.0       30.4        4.1       12.9       20.5        3.8        2.3       35.1        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        43
         5          4          0          0         12          .          4          8          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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    74,037
Positions
    12,031     30,232        678      9,051        156        142     28,335     38,587      2,080     13,195        264        110      8,415      1,788
 
Changes from:       July 22, 2014                                    Total Change is:    16,391
       703      1,234          0      1,380       -968        -29     12,405     16,432        -53      1,355       -201        110        520       -134
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       40.8        0.9       12.2        0.2        0.2       38.3       52.1        2.8       17.8        0.4        0.1       11.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       150
         7          .          .         17          .          .         41         17          9         61          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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   419,946
Positions
    97,843     27,924     31,641     45,403     32,393     30,184     74,143    154,811     68,556     12,266     11,033     34,253     25,657     29,151
 
Changes from:       July 22, 2014                                    Total Change is:     5,554
     6,770       -530       -360      1,866      1,744        279     -6,766      3,390     -2,026      1,437        119      2,313      2,041        625
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        6.6        7.5       10.8        7.7        7.2       17.7       36.9       16.3        2.9        2.6        8.2        6.1        6.9
 
Number of Traders in Each Category                                    Total Traders:       205
        26          8         22          6         20         11         48         49         55         18         17         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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    10,758
Positions
       647      2,931          0      4,738          0        399      4,565      7,116        307         30          0          0         72          5
 
Changes from:       July 22, 2014                                    Total Change is:    -2,518
         4         -8          0       -351          0        -18     -2,155     -2,142          0          0       -350          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       27.2        0.0       44.0        0.0        3.7       42.4       66.1        2.9        0.3        0.0        0.0        0.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          7          0          .          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 1, 2014