```
Traders in Financial Futures - Futures Only Positions as of August 5, 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   115,261
Positions
    14,029     49,373      1,650     16,218      3,703         41     31,324     24,322      5,480     19,444      1,946        425     26,650     28,321
 
Changes from:       July 29, 2014                                    Total Change is:    -7,358
      -525     -4,811        828         25        377         41     -7,448     -7,024        797      2,378         33        -38     -3,416      2,439
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       42.8        1.4       14.1        3.2        0.0       27.2       21.1        4.8       16.9        1.7        0.4       23.1       24.6
 
Number of Traders in Each Category                                    Total Traders:        80
         5          6          4          4          4          .         19         21         11         17          4          6
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    57,238
Positions
    34,956      1,605        189      1,599      2,268          0     11,792     28,738        269        613          0          0      7,820     24,169
 
Changes from:       July 29, 2014                                    Total Change is:    13,216
    14,278      1,566       -173         40         76          0        785      8,222        -71          0          0          0     -1,643      3,596
 
Percent of Open Interest Represented by Each Category of Trader
      61.1        2.8        0.3        2.8        4.0        0.0       20.6       50.2        0.5        1.1        0.0        0.0       13.7       42.2
 
Number of Traders in Each Category                                    Total Traders:        48
         8          .          .          .          .          0          9         23          4          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   230,801
Positions
    23,326     73,549        691     25,860     31,344      1,894    137,891     57,894      4,099      4,605     36,983         75     32,360     24,272
 
Changes from:       July 29, 2014                                    Total Change is:    -6,610
    13,011    -13,317       -180     -1,361        778        129    -13,570      3,404        329     -1,928        744        -62     -2,978      1,565
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       31.9        0.3       11.2       13.6        0.8       59.7       25.1        1.8        2.0       16.0        0.0       14.0       10.5
 
Number of Traders in Each Category                                    Total Traders:       117
         7          9          5          8         14          6         42         23         11          6          8          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   192,906
Positions
   111,391     10,849      3,084     34,025     18,889        351     23,451    100,618      2,926      3,482      2,892         56     14,140     53,241
 
Changes from:       July 29, 2014                                    Total Change is:    20,696
    15,782    -15,945      2,574        212        425         14      5,675     23,905        353       -505       -592         18     -3,427      9,944
 
Percent of Open Interest Represented by Each Category of Trader
      57.7        5.6        1.6       17.6        9.8        0.2       12.2       52.2        1.5        1.8        1.5        0.0        7.3       27.6
 
Number of Traders in Each Category                                    Total Traders:       115
        11          9          .          8         16          5         14         48          8          4          5          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   379,004
Positions
   196,767     14,657      2,237     46,877     66,355      7,420     58,092    163,345      7,901     25,054     32,136        811     33,845     84,142
 
Changes from:       July 29, 2014                                    Total Change is:    22,139
    25,456      1,047       -280       -643     -3,515        212     -2,982     20,072      2,047       -862        576         58       -867      1,922
 
Percent of Open Interest Represented by Each Category of Trader
      51.9        3.9        0.6       12.4       17.5        2.0       15.3       43.1        2.1        6.6        8.5        0.2        8.9       22.2
 
Number of Traders in Each Category                                    Total Traders:       207
        21          9          9         14         30         17         18         70         21         20         24          9
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    98,196
Positions
     4,462     31,590      1,099      2,608      7,476        974     61,265     22,498        902        904      9,127      1,820     24,162     22,710
 
Changes from:       July 29, 2014                                    Total Change is:    -8,640
     1,633    -11,482        546       -324      2,086         31     -6,989       -742        -82       -178       -642        284     -3,561      1,361
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       32.2        1.1        2.7        7.6        1.0       62.4       22.9        0.9        0.9        9.3        1.9       24.6       23.1
 
Number of Traders in Each Category                                    Total Traders:        81
         6          8          .          .          7          .         23         21          5          4          9          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    39,496
Positions
    21,404     28,874      3,719      3,084          0          0      5,985      2,895      1,636      1,386          0      1,802        480        570
 
Changes from:       July 29, 2014                                    Total Change is:       244
     2,247       -634          1         -4          0          0     -2,042        757          0          0          0          0         42        120
 
Percent of Open Interest Represented by Each Category of Trader
      54.2       73.1        9.4        7.8        0.0        0.0       15.2        7.3        4.1        3.5        0.0        4.6        1.2        1.4
 
Number of Traders in Each Category                                    Total Traders:        22
         7          8          7          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   143,236
Positions
    52,095     63,581         67      5,193        545          0     76,093     67,848      1,953      2,292      5,028          0      5,543      4,214
 
Changes from:       July 29, 2014                                    Total Change is:    -1,948
    21,655    -24,015         66       -447       -774          0    -20,886     19,297      1,069     -1,858        517          0     -1,547      1,892
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       44.4        0.0        3.6        0.4        0.0       53.1       47.4        1.4        1.6        3.5        0.0        3.9        2.9
 
Number of Traders in Each Category                                    Total Traders:       120
        12         11          .          7          .          0         35         36         10          6         10          0
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    35,832
Positions
     7,284     18,138      6,030      2,035        201         95     16,050      4,507         22        355      3,275      2,750      1,211        814
 
Changes from:       July 29, 2014                                    Total Change is:    -2,690
       653       -138       -511        214          0          0     -2,838     -1,908        -89        -20          0          0        -99        -44
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       50.6       16.8        5.7        0.6        0.3       44.8       12.6        0.1        1.0        9.1        7.7        3.4        2.3
 
Number of Traders in Each Category                                    Total Traders:        26
         .          8          .          .          .          .          5          5          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    25,603
Positions
     2,106     12,566        139      1,856        189          0     17,245      6,446        204        656      3,444          0      3,397      2,615
 
Changes from:       July 29, 2014                                    Total Change is:    -4,928
       245     -1,195        139        -30          0          0     -4,919     -3,987        -21        131        125          0       -473         11
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       49.1        0.5        7.2        0.7        0.0       67.4       25.2        0.8        2.6       13.5        0.0       13.3       10.2
 
Number of Traders in Each Category                                    Total Traders:        66
         5          9          .          4          .          0         22         15          .          .          7          0
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    58,328
Positions
    19,109     32,494         76      4,306      5,001        170     19,432      9,180      3,032      3,794      2,124          2      8,408      6,251
 
Changes from:       July 29, 2014                                    Total Change is:    -5,025
     1,258     -8,957        -83       -464        280        -71     -7,362      3,323      2,134       -231       -660          2       -208       -992
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       55.7        0.1        7.4        8.6        0.3       33.3       15.7        5.2        6.5        3.6        0.0       14.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       112
        21         14          .          9          .          4         28         17          6          9         11          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   116,656
Positions
    38,218     64,987        151      8,612     10,001        339     38,864     18,360      6,064      7,588      4,248          4     16,816     12,502
 
Changes from:       July 29, 2014                                    Total Change is:   -10,050
     2,516    -17,914       -166       -928        559       -142    -14,724      6,645      4,267       -461     -1,320          4       -416     -1,983
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       55.7        0.1        7.4        8.6        0.3       33.3       15.7        5.2        6.5        3.6        0.0       14.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       112
        21         14          .          9          .          4         28         17          6          9         11          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   746,293
Positions
    41,066    176,362     37,752    314,067    111,188     53,824    101,617    197,330     38,838     45,566     43,879      4,040    109,523     83,081
 
Changes from:       July 29, 2014                                    Total Change is:      -593
    -2,294    -10,197      2,855    -12,260      6,096      3,523      6,857      1,462      1,390     -4,745     -7,329        716      3,365        891
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.6        5.1       42.1       14.9        7.2       13.6       26.4        5.2        6.1        5.9        0.5       14.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       582
        35         36         26        127         60         74         90        128         78         53         52         17
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   159,862
Positions
    26,540     54,826      5,714     64,261     25,915      1,790      8,945     21,907      2,307      9,030     10,523          3     41,272     36,877
 
Changes from:       July 29, 2014                                    Total Change is:     7,446
     4,756        202         -9      4,437       -600         22     -2,410      7,343        534       -240     -1,313          3        353      1,264
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       34.3        3.6       40.2       16.2        1.1        5.6       13.7        1.4        5.6        6.6        0.0       25.8       23.1
 
Number of Traders in Each Category                                    Total Traders:        89
         6         13          5         17          9          7         13         18          7          5          8          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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 2,932,157
Positions
   198,447    733,495     34,374  1,273,071    450,407    236,132    548,417    962,171     97,595    188,211    172,308     14,654    341,256    231,021
 
Changes from:       July 29, 2014                                    Total Change is:   -40,195
   -16,648    -33,395     -4,280    -76,666     40,303     10,686     68,987     -6,756    -18,373    -22,081    -29,635      3,118     15,062     -1,863
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       25.0        1.2       43.4       15.4        8.1       18.7       32.8        3.3        6.4        5.9        0.5       11.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       565
        36         34         19        120         57         69         91        125         66         50         51         15
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    91,514
Positions
     8,513     37,197         65     48,007     39,651      1,945     21,143      8,481        592        515        401          0     10,734      3,182
 
Changes from:       July 29, 2014                                    Total Change is:     1,982
     5,149     -2,930         19       -476      4,093       -143     -3,054      1,549       -222       -227       -339          0        936        -45
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       40.6        0.1       52.5       43.3        2.1       23.1        9.3        0.6        0.6        0.4        0.0       11.7        3.5
 
Number of Traders in Each Category                                    Total Traders:        89
         9          9          .         36         11         13         16          6          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 5, 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    72,218
Positions
     5,827     43,339        412     36,163      5,673        773     19,954     11,624        902      1,457      4,508        100      6,630      4,887
 
Changes from:       July 29, 2014                                    Total Change is:    -2,469
      -109     -1,893          5     -2,620        360        111       -188       -552         44       -354        -13         12        630       -543
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       60.0        0.6       50.1        7.9        1.1       27.6       16.1        1.2        2.0        6.2        0.1        9.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       229
        18         25          6         30         15         13         60         42         10         13         24          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   361,091
Positions
    29,137    216,697      2,059    180,813     28,366      3,865     99,770     58,119      4,512      7,286     22,540        500     33,149     24,433
 
Changes from:       July 29, 2014                                    Total Change is:   -12,344
      -547     -9,466         27    -13,100      1,800        554       -941     -2,760        222     -1,771        -67         61      3,151     -2,715
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       60.0        0.6       50.1        7.9        1.1       27.6       16.1        1.2        2.0        6.2        0.1        9.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       229
        18         25          6         30         15         13         60         42         10         13         24          .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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   354,184
Positions
    80,553     21,375     37,835    127,023    140,966     17,014     59,721    102,193      6,190      9,484      9,896         20     16,344     18,695
 
Changes from:       July 29, 2014                                    Total Change is:     7,825
     1,346     -7,794     11,299     -1,883      3,288        362        -91     -1,694       -137       -130      1,579        -34     -2,907        956
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        6.0       10.7       35.9       39.8        4.8       16.9       28.9        1.7        2.7        2.8        0.0        4.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       251
        22          8          .         52         44         27         30         62         14         13         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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    61,316
Positions
     2,578     26,662          0     32,451          0         43     12,007     16,437         16      3,921      1,788        271     10,029     16,099
 
Changes from:       July 29, 2014                                    Total Change is:    -1,210
        30       -139          0       -834          0         -4        -44       -788          1     -1,812         16        271      1,182       -567
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       43.5        0.0       52.9        0.0        0.1       19.6       26.8        0.0        6.4        2.9        0.4       16.4       26.3
 
Number of Traders in Each Category                                    Total Traders:        61
         5          8          0         19          0          .         10          8          .          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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    88,911
Positions
    24,416      8,565      2,523     13,509      2,621      1,675     31,303      6,400      1,968      3,067      1,465        312     10,138     63,382
 
Changes from:       July 29, 2014                                    Total Change is:    -6,044
       144      1,106         29        386       -453        321     -4,346        886        -92     -1,294       -937        238     -1,430     -7,142
 
Percent of Open Interest Represented by Each Category of Trader
      27.5        9.6        2.8       15.2        2.9        1.9       35.2        7.2        2.2        3.4        1.6        0.4       11.4       71.3
 
Number of Traders in Each Category                                    Total Traders:        83
        12          9          4          9          4          .         25         12          6          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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   113,830
Positions
     5,385     73,646      1,054     65,547     21,401      5,918     23,850      4,736      3,512      2,622        541          0      5,942      3,022
 
Changes from:       July 29, 2014                                    Total Change is:        60
      -606      1,371          0     -2,141      1,620        612      1,917     -3,660       -152       -226          0          0        656        269
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       64.7        0.9       57.6       18.8        5.2       21.0        4.2        3.1        2.3        0.5        0.0        5.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        94
         7         11          .         34         14         15         20          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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   354,793
Positions
    41,157    205,455      2,922    116,235     39,617     49,757    100,736     41,175      2,367     16,787      4,609      3,456     21,376      5,435
 
Changes from:       July 29, 2014                                    Total Change is:    -5,212
       896      3,446        672       -958        332     -6,219     -1,852     -6,739        -54     -2,086        530      1,873      2,516        947
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       57.9        0.8       32.8       11.2       14.0       28.4       11.6        0.7        4.7        1.3        1.0        6.0        1.5
 
Number of Traders in Each Category                                    Total Traders:       211
        19         25          6         58         21         22         39         18          8         24          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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   775,023
Positions
    14,830     84,847      2,087    331,403    174,392    116,039     91,212    168,311     19,804     31,231     34,866      1,850    166,567    172,827
 
Changes from:       July 29, 2014                                    Total Change is:   -19,630
     5,288    -15,916     -4,848     11,219     -4,114      3,556    -22,842      3,711      2,295        982          0      1,252    -16,532     -5,566
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       10.9        0.3       42.8       22.5       15.0       11.8       21.7        2.6        4.0        4.5        0.2       21.5       22.3
 
Number of Traders in Each Category                                    Total Traders:       170
         7         18          .         32         37         36         29         24         19         12         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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   494,112
Positions
    24,514     67,236      1,684    254,212     46,206     78,320     18,431    175,540      8,074      8,514     18,065         60    100,303     98,927
 
Changes from:       July 29, 2014                                    Total Change is:     4,625
     1,755      5,153      1,076      4,010     -1,468      2,929     -2,729     -1,592      1,598      1,567     -6,555          0     -5,581      3,484
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       13.6        0.3       51.4        9.4       15.9        3.7       35.5        1.6        1.7        3.7        0.0       20.3       20.0
 
Number of Traders in Each Category                                    Total Traders:        84
         .          9          4         34         10         25          5         14          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 1,329,810
Positions
    73,662    228,799      7,846    230,344    468,754     72,248    638,399    185,748     48,624    132,433    148,494     28,144     98,110    141,153
 
Changes from:       July 29, 2014                                    Total Change is:    65,266
    28,450     23,687      3,432     12,392     38,137    -10,810     28,162    -15,965      8,862    -10,407      7,440      5,075        110      5,408
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       17.2        0.6       17.3       35.2        5.4       48.0       14.0        3.7       10.0       11.2        2.1        7.4       10.6
 
Number of Traders in Each Category                                    Total Traders:       263
        16         32          7         35         50         36         47         28         31         17         38         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 2,814,975
Positions
    97,095    226,430     50,641    960,597  1,052,273    237,866    729,019    419,801     95,029    320,794    194,552     41,223    282,711    497,160
 
Changes from:       July 29, 2014                                    Total Change is:    50,471
    -5,249      4,295     15,559        -67    -17,316     14,185     16,304     17,832      8,616     18,528      9,064      1,476    -18,881     -3,240
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        8.0        1.8       34.1       37.4        8.5       25.9       14.9        3.4       11.4        6.9        1.5       10.0       17.7
 
Number of Traders in Each Category                                    Total Traders:       388
        14         52         17         33         83         58         52         77         46         19         58         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 2,167,154
Positions
   226,733    112,914     28,510    575,857    884,242    286,288    582,049    230,868     37,263    134,439    191,139     34,259    261,756    361,671
 
Changes from:       July 29, 2014                                    Total Change is:    28,618
    49,140    -15,957      3,316    -38,578     10,190     38,692    -31,621    -15,385        714     -7,476      6,593     -2,921     17,352      3,376
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        5.2        1.3       26.6       40.8       13.2       26.9       10.7        1.7        6.2        8.8        1.6       12.1       16.7
 
Number of Traders in Each Category                                    Total Traders:       284
        17         24          8         35         60         47         48         49         29         16         35         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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   459,492
Positions
   190,368    102,581    110,284          0      9,459      7,022     18,197     68,606     74,119      9,156     13,369     21,802     28,544     52,250
 
Changes from:       July 29, 2014                                    Total Change is:    -4,720
   -16,784    -15,971     17,538          0       -185        771     -4,320     -3,491      2,412      1,972         78     -2,797     -3,512     -3,075
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       22.3       24.0        0.0        2.1        1.5        4.0       14.9       16.1        2.0        2.9        4.7        6.2       11.4
 
Number of Traders in Each Category                                    Total Traders:        88
        16         25         32          0          4          .         10         20         18          4          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 is12,498,071
Positions
 2,448,561  1,981,452  2,468,959  2,701,735    974,679    302,791    894,582  2,223,181  2,244,122    355,711    653,906    359,987    721,623  1,288,994
 
Changes from:       July 29, 2014                                    Total Change is:   134,366
    70,493    -62,981    182,191    -36,482     18,071      8,362    -62,121   -140,387     17,654     -9,098     48,539    -13,983    -22,650     76,900
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       15.9       19.8       21.6        7.8        2.4        7.2       17.8       18.0        2.8        5.2        2.9        5.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       321
        25         66         83         12         27         24         34         88         93         14         38         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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    53,836
Positions
    34,426      1,874          0      7,023     15,136      4,909      6,696     22,396        374        270      8,911         60         78        176
 
Changes from:       July 29, 2014                                    Total Change is:       593
     1,218        314          0        -35        787         50       -764       -283         69          0       -408         60         -5          4
 
Percent of Open Interest Represented by Each Category of Trader
      63.9        3.5        0.0       13.0       28.1        9.1       12.4       41.6        0.7        0.5       16.6        0.1        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          6          0          .         10          .          .          9          .          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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    37,341
Positions
    30,360      2,978          0          0     10,578      1,378      2,405      8,281      2,269        846     11,600          0         83        257
 
Changes from:       July 29, 2014                                    Total Change is:     2,726
     3,794      1,021          0          0         60        -28     -2,064      1,175        964         60       -543          0          0         77
 
Percent of Open Interest Represented by Each Category of Trader
      81.3        8.0        0.0        0.0       28.3        3.7        6.4       22.2        6.1        2.3       31.1        0.0        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        47
         6          5          0          0         14          .          4          8          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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    82,000
Positions
    12,317     33,441        678     11,644          0        132     34,175     43,543      2,266     11,715        311          0      9,073      1,629
 
Changes from:       July 29, 2014                                    Total Change is:     7,963
       286      3,209          0      2,593       -156        -10      5,840      4,956        186     -1,480         47       -110        658       -159
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       40.8        0.8       14.2        0.0        0.2       41.7       53.1        2.8       14.3        0.4        0.0       11.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       147
         7          .          .         16          0          .         50         13         10         56          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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   409,891
Positions
    82,247     32,803     36,318     33,856     23,871     38,888     77,067    131,646     69,852     10,602     10,407     34,474     26,587     31,632
 
Changes from:       July 29, 2014                                    Total Change is:   -10,055
   -15,596      4,879      4,677    -11,547     -8,522      8,704      2,924    -23,165      1,296     -1,664       -626        221        930      2,481
 
Percent of Open Interest Represented by Each Category of Trader
      20.1        8.0        8.9        8.3        5.8        9.5       18.8       32.1       17.0        2.6        2.5        8.4        6.5        7.7
 
Number of Traders in Each Category                                    Total Traders:       187
        23         16         23          6         16         14         45         42         59         14         13         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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    12,018
Positions
       647      2,931          0      5,021          0        405      4,841      8,320        357        530          0          0        217          5
 
Changes from:       July 29, 2014                                    Total Change is:     1,260
         0          0          0        283          0          6        276      1,204         50        500          0          0        145          0
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       24.4        0.0       41.8        0.0        3.4       40.3       69.2        3.0        4.4        0.0        0.0        1.8        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          7          0          .          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated August 8, 2014