```
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   103,193
Positions
    10,590     15,211        387     13,990      2,418      2,644     23,621     43,314      5,089     16,541      4,579        345     29,986     29,206
 
Changes from:       June 17, 2014                                    Total Change is:   -29,016
   -10,429    -10,563     -2,935        311     -1,491        283      1,264    -10,838     -4,843       -384      2,212         71    -12,354       -912
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       14.7        0.4       13.6        2.3        2.6       22.9       42.0        4.9       16.0        4.4        0.3       29.1       28.3
 
Number of Traders in Each Category                                    Total Traders:        75
         5          6          .          4          .          .         17         19          6         14          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    33,599
Positions
    11,790      2,902          1        900      2,139          0      9,532     14,561        246        613          0          0     10,517     13,750
 
Changes from:       June 17, 2014                                    Total Change is:     1,340
     6,770        712          0          0          0          0     -6,269      2,597         17          0          0          0        822     -1,986
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        8.6        0.0        2.7        6.4        0.0       28.4       43.3        0.7        1.8        0.0        0.0       31.3       40.9
 
Number of Traders in Each Category                                    Total Traders:        39
         4          5          .          .          .          0         11         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   254,369
Positions
     3,909    110,583        386     29,195     30,211      1,791    176,002     52,980      1,973      1,830     36,307        178     39,105     19,960
 
Changes from:       June 17, 2014                                    Total Change is:     4,138
     1,975      4,817        339        378       -341         13      2,719        -29        -38       -257       -837         78     -1,069        136
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       43.5        0.2       11.5       11.9        0.7       69.2       20.8        0.8        0.7       14.3        0.1       15.4        7.8
 
Number of Traders in Each Category                                    Total Traders:       121
         5         11          .         13         13          7         48         19          7          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   148,257
Positions
    80,770      9,012        204     30,574     16,701         26     17,172     75,625      1,699      2,477      3,700          0     15,335     41,290
 
Changes from:       June 17, 2014                                    Total Change is:    -4,750
    -3,378      1,424        186      1,172     -1,104       -110     -3,099     -4,793        109        164      1,012          0        206     -1,474
 
Percent of Open Interest Represented by Each Category of Trader
      54.5        6.1        0.1       20.6       11.3        0.0       11.6       51.0        1.1        1.7        2.5        0.0       10.3       27.9
 
Number of Traders in Each Category                                    Total Traders:       108
         9          9          5          9         13          .         15         44          8          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   291,244
Positions
   124,921     17,971      1,738     48,070     71,008      6,897     44,148     93,738      3,737     27,099     28,359      1,042     33,592     66,754
 
Changes from:       June 17, 2014                                    Total Change is:     5,755
     2,681        290       -820        196        884        205      2,618      2,276        585        449         18        -70        -89      2,387
 
Percent of Open Interest Represented by Each Category of Trader
      42.9        6.2        0.6       16.5       24.4        2.4       15.2       32.2        1.3        9.3        9.7        0.4       11.5       22.9
 
Number of Traders in Each Category                                    Total Traders:       190
        19         11          8         17         27         18         26         48         12         20         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   101,998
Positions
     1,319     38,262         72      2,645      2,493        114     65,126     27,017      1,782        500     10,294         80     30,360     21,884
 
Changes from:       June 17, 2014                                    Total Change is:     2,598
    -1,382      2,707         57         40        -11         38      4,041     -2,517        408         26      1,043         68       -698        805
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       37.5        0.1        2.6        2.4        0.1       63.9       26.5        1.7        0.5       10.1        0.1       29.8       21.5
 
Number of Traders in Each Category                                    Total Traders:        77
         .         11          4          4          4          .         24         20          6          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,215
Positions
    16,204     27,023      3,700      2,760          0          0      7,123        149      2,012      1,386          0      1,802        228        529
 
Changes from:       June 17, 2014                                    Total Change is:       767
       763        878          0        -18          0          0        622          0       -185          0          0          0       -415         74
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       76.7       10.5        7.8        0.0        0.0       20.2        0.4        5.7        3.9        0.0        5.1        0.6        1.5
 
Number of Traders in Each Category                                    Total Traders:        23
         6         10          7          .          0          0          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   128,333
Positions
    30,670     78,054        144      5,412      1,319          0     81,557     42,459        512      3,068      3,969          0      6,970      1,876
 
Changes from:       June 17, 2014                                    Total Change is:    -6,684
      -245        614        143        -29          0          0     -5,894     -7,391         14       -529       -111          0       -144         47
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       60.8        0.1        4.2        1.0        0.0       63.6       33.1        0.4        2.4        3.1        0.0        5.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       112
         7         17          .          6          .          0         42         20          5         10          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    34,430
Positions
     4,872     16,168      6,090      1,820        201         95     14,017      2,215      2,977        387      3,275      2,750      1,422        659
 
Changes from:       June 17, 2014                                    Total Change is:     7,916
      -314      4,191       -147         55        -95         95      5,431      1,200      2,683         20          0          0         93        -11
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       47.0       17.7        5.3        0.6        0.3       40.7        6.4        8.6        1.1        9.5        8.0        4.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        26
         .          7          .          .          .          .          6          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    31,415
Positions
     1,580      6,040          0      1,996        509          0     23,543     17,601        345        475      4,174          0      3,476      2,746
 
Changes from:       June 17, 2014                                    Total Change is:     2,948
       -48      2,056          0        -43       -320          0      3,388        633          0        -41        361          0       -308        218
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       19.2        0.0        6.4        1.6        0.0       74.9       56.0        1.1        1.5       13.3        0.0       11.1        8.7
 
Number of Traders in Each Category                                    Total Traders:        76
         .         10          0          6          .          0         29         14          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,112
Positions
    18,284     29,792        251      6,966      4,467        266     20,691     11,864        264      3,623      3,926          0      7,769      7,284
 
Changes from:       June 17, 2014                                    Total Change is:   -25,357
    -2,556     -5,960    -16,447        471         95         -1     -2,375        153     -2,576         23       -293         -1     -1,895       -328
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       51.3        0.4       12.0        7.7        0.5       35.6       20.4        0.5        6.2        6.8        0.0       13.4       12.5
 
Number of Traders in Each Category                                    Total Traders:       110
        21         10          .         10          .          4         27         19          8          8         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   116,223
Positions
    36,567     59,583        502     13,931      8,933        532     41,381     23,728        527      7,246      7,851          0     15,537     14,567
 
Changes from:       June 17, 2014                                    Total Change is:   -50,713
    -5,112    -11,920    -32,894        942        190         -1     -4,750        306     -5,151         45       -585         -2     -3,790       -656
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       51.3        0.4       12.0        7.7        0.5       35.6       20.4        0.5        6.2        6.8        0.0       13.4       12.5
 
Number of Traders in Each Category                                    Total Traders:       110
        21         10          .         10          .          4         27         19          8          8         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   705,455
Positions
    54,609    193,196     13,504    327,659    101,286     42,877     90,247    207,264     20,585     53,243     45,790      2,437    100,295     78,516
 
Changes from:       June 17, 2014                                    Total Change is:  -208,570
    -7,396     -8,948    -95,056     11,564      4,878    -12,037    -20,610     -5,672    -45,999     -3,451    -11,332     -4,245    -31,340    -30,159
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       27.4        1.9       46.4       14.4        6.1       12.8       29.4        2.9        7.5        6.5        0.3       14.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       571
        33         44         25        126         50         65         83        135         70         53         47         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   132,619
Positions
    12,902     53,973      2,062     57,895     21,911      1,592      9,025     10,752        702      9,107      8,256          0     39,334     33,371
 
Changes from:       June 17, 2014                                    Total Change is:   -72,885
   -21,559     -3,409    -28,315          5       -857         60     -3,207    -12,120     -3,271     -5,561      2,581     -1,469     -9,568    -26,085
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       40.7        1.6       43.7       16.5        1.2        6.8        8.1        0.5        6.9        6.2        0.0       29.7       25.2
 
Number of Traders in Each Category                                    Total Traders:        78
         6         12          .         17          7          8         13         15          6          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,864,180
Positions
   259,249    746,827      6,497  1,355,296    403,350    199,949    418,086    994,539     87,436    220,679    187,672     12,184    304,804    225,726
 
Changes from:       June 17, 2014                                    Total Change is:  -678,426
   -57,503   -156,009   -205,390     57,590     28,471    -60,278   -165,360    -46,109   -135,293     -3,685    -83,801        353   -108,860    -20,370
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       26.1        0.2       47.3       14.1        7.0       14.6       34.7        3.1        7.7        6.6        0.4       10.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       554
        35         40         19        119         47         60         82        134         61         51         46         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    83,221
Positions
     5,655     35,893          3     42,603     35,093      1,883     21,937      5,428        995        739        401          0      9,406      3,525
 
Changes from:       June 17, 2014                                    Total Change is:   -20,468
      -686     -3,160     -9,281       -986       -484        152     -1,715       -631       -542          0     -2,187          0     -7,410     -4,335
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       43.1        0.0       51.2       42.2        2.3       26.4        6.5        1.2        0.9        0.5        0.0       11.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        90
         7         12          .         35         10         12         15          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    68,535
Positions
     5,179     41,895        196     35,524      5,900        707     18,416      9,440        718      1,426      3,925        163      6,206      5,591
 
Changes from:       June 17, 2014                                    Total Change is:   -40,733
    -2,183       -933    -23,102      3,463        252     -6,614       -801     -2,113     -6,356       -974        308       -325     -3,842     -1,849
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       61.1        0.3       51.8        8.6        1.0       26.9       13.8        1.0        2.1        5.7        0.2        9.1        8.2
 
Number of Traders in Each Category                                    Total Traders:       215
        16         20          4         30         16          9         55         40          9         12         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   342,676
Positions
    25,893    209,474        981    177,620     29,501      3,536     92,081     47,198      3,591      7,130     19,626        814     31,030     27,955
 
Changes from:       June 17, 2014                                    Total Change is:  -136,469
   -14,525      5,618    -78,315     29,822     -4,410    -27,399    -10,807    -14,678    -20,428     -2,264      2,759     -1,625    -10,928      2,009
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       61.1        0.3       51.8        8.6        1.0       26.9       13.8        1.0        2.1        5.7        0.2        9.1        8.2
 
Number of Traders in Each Category                                    Total Traders:       215
        16         20          4         30         16          9         55         40          9         12         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   313,375
Positions
    69,873     36,334     11,813    115,961    127,601     17,241     62,876     86,884      7,628      8,390      9,782          0     19,593     16,092
 
Changes from:       June 17, 2014                                    Total Change is:   -43,901
   -26,433    -12,719    -19,609        726      5,312      2,513     13,801     -5,833     -6,256     -1,536     -1,197     -1,738     -5,369     -4,374
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       11.6        3.8       37.0       40.7        5.5       20.1       27.7        2.4        2.7        3.1        0.0        6.3        5.1
 
Number of Traders in Each Category                                    Total Traders:       253
        24          8          4         57         40         28         43         52         13         12         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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    58,332
Positions
     2,224     26,327          0     30,688          0        149     11,079     14,554         15      4,803      1,293          0      9,374     15,994
 
Changes from:       June 17, 2014                                    Total Change is:      -226
      -105        328          0        377          0        -43        -16     -1,056          0         70        163          0       -509        382
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       45.1        0.0       52.6        0.0        0.3       19.0       25.0        0.0        8.2        2.2        0.0       16.1       27.4
 
Number of Traders in Each Category                                    Total Traders:        68
         6          8          0         20          0          .         14         11          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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    96,348
Positions
    24,296      6,569      2,256     18,302      1,064        619     32,765      3,016      3,145      4,313      1,946          0     10,652     77,733
 
Changes from:       June 17, 2014                                    Total Change is:     9,115
     2,833        631        250        749        -40        426      2,245     -1,006      1,895       -105        338          0        822      6,621
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        6.8        2.3       19.0        1.1        0.6       34.0        3.1        3.3        4.5        2.0        0.0       11.1       80.7
 
Number of Traders in Each Category                                    Total Traders:        80
        10          9          4         10          .          .         34          6          8          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   106,599
Positions
     5,216     67,991        945     61,479     18,925      4,767     21,488      6,103      4,477      2,308        628          0      5,919      2,763
 
Changes from:       June 17, 2014                                    Total Change is:   -12,727
      -608     -2,733    -10,682         -9      2,464        223       -213      1,616       -403      1,358          0          0     -2,393     -3,212
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       63.8        0.9       57.7       17.8        4.5       20.2        5.7        4.2        2.2        0.6        0.0        5.6        2.6
 
Number of Traders in Each Category                                    Total Traders:        96
         5         12          .         31         18         13         18          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   322,720
Positions
    26,688    171,623      3,774    103,164     52,609     48,059     93,133     33,541      1,768     23,881      6,091        558     21,695      4,697
 
Changes from:       June 17, 2014                                    Total Change is:   -24,508
     2,142      8,683    -22,099      2,349     10,943        -76       -798     -7,219     -2,162     -2,424     -6,359          6     -1,446     -6,225
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       53.2        1.2       32.0       16.3       14.9       28.9       10.4        0.5        7.4        1.9        0.2        6.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       212
        20         24          6         57         23         30         38         15          8         26          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   739,097
Positions
     4,715    120,660      5,277    273,195    171,804    133,494    122,180     93,584     15,922     28,144     35,248      1,599    154,571    161,509
 
Changes from:       June 17, 2014                                    Total Change is:   -16,969
    -2,605      2,859      1,009    -11,743     -8,750      1,601     -5,830     -8,502     -2,904      5,969     -2,635      1,307     -3,773       -954
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       16.3        0.7       37.0       23.2       18.1       16.5       12.7        2.2        3.8        4.8        0.2       20.9       21.9
 
Number of Traders in Each Category                                    Total Traders:       172
         4         19          .         34         41         40         35         22         16          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   481,349
Positions
    21,654     82,445      2,825    240,503     25,380     75,744     21,414    188,620      7,648     10,493      8,882         60    101,008     89,745
 
Changes from:       June 17, 2014                                    Total Change is:    -6,363
         3     -4,099       -672     -8,627     -2,092      3,094       -598      3,124     -1,042      2,063       -861          0       -584     -3,815
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       17.1        0.6       50.0        5.3       15.7        4.4       39.2        1.6        2.2        1.8        0.0       21.0       18.6
 
Number of Traders in Each Category                                    Total Traders:        83
         .         11          5         33         10         22          6         14          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 1,040,201
Positions
    31,485    125,124      6,773    216,714    354,356     63,103    534,432    194,107     29,090     44,416     96,678     25,100     89,088    145,870
 
Changes from:       June 17, 2014                                    Total Change is:    -1,094
   -16,313     -2,274      3,898     -3,414     20,763     -6,693     61,194     -2,308    -27,286      5,770      5,349       -869    -17,381      8,326
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       12.0        0.7       20.8       34.1        6.1       51.4       18.7        2.8        4.3        9.3        2.4        8.6       14.0
 
Number of Traders in Each Category                                    Total Traders:       240
        12         30          7         32         51         30         46         25         20         16         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 2,585,200
Positions
    81,596    166,918     31,968    854,465  1,143,269    207,865    747,079    320,716     55,918    313,430    163,136     32,193    260,686    463,217
 
Changes from:       June 17, 2014                                    Total Change is:   -15,886
   -23,727      3,112       -887     -1,946     -2,242      4,628     33,767    -21,544     -3,344     -7,750      3,620      2,100    -18,727     -1,329
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        6.5        1.2       33.1       44.2        8.0       28.9       12.4        2.2       12.1        6.3        1.2       10.1       17.9
 
Number of Traders in Each Category                                    Total Traders:       356
        15         34         11         36         85         60         52         67         40         19         48         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 2,122,197
Positions
   186,821    102,044     20,381    693,160    899,279    230,610    560,961    230,905     72,983    115,334    168,595     22,895    219,052    374,505
 
Changes from:       June 17, 2014                                    Total Change is:     8,668
       572      8,192     -9,425    -19,333     -8,644      5,290     43,918    -16,387        641    -18,576      6,655      2,434      3,147     19,912
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        4.8        1.0       32.7       42.4       10.9       26.4       10.9        3.4        5.4        7.9        1.1       10.3       17.6
 
Number of Traders in Each Category                                    Total Traders:       273
        15         25          9         29         63         47         43         50         26         20         28         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   417,521
Positions
   189,482    118,250     73,819          0      7,873      7,534     34,881     66,826     56,920      2,319      8,690     25,173     27,393     52,436
 
Changes from:       June 17, 2014                                    Total Change is:    13,915
     3,001      2,061      3,763          0          0        512      5,504      9,250     -2,130        307     -1,998      3,802       -844     -1,345
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       28.3       17.7        0.0        1.9        1.8        8.4       16.0       13.6        0.6        2.1        6.0        6.6       12.6
 
Number of Traders in Each Category                                    Total Traders:        81
        15         24         31          0          4          .         14         12         15          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 is11,520,318
Positions
 2,345,272  2,108,489  2,043,142  2,488,600    810,261    245,374    825,779  2,020,891  2,185,064    303,832    608,006    330,159    753,096  1,168,932
 
Changes from:       June 17, 2014                                    Total Change is:   292,536
   146,991    199,459     -1,172    -58,182    -36,758     47,018    -11,317     19,044     52,319     71,637      6,380     25,583     19,659    -19,337
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       18.3       17.7       21.6        7.0        2.1        7.2       17.5       19.0        2.6        5.3        2.9        6.5       10.1
 
Number of Traders in Each Category                                    Total Traders:       300
        33         53         71         11         24         19         36         79         91          9         38         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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    50,974
Positions
    30,832      1,318          0      6,992     14,471      4,859      7,844     20,381        331         25      9,456         16         75        142
 
Changes from:       June 17, 2014                                    Total Change is:       125
       600          0          0          3      1,134          0       -436     -1,033          3        -57          0         16         -4          5
 
Percent of Open Interest Represented by Each Category of Trader
      60.5        2.6        0.0       13.7       28.4        9.5       15.4       40.0        0.6        0.0       18.6        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         8          5          0          4          7          .          5         10          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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    32,924
Positions
    26,196        125         10          0     11,195      1,445      3,544      6,368      1,564        106     12,081          0         59        136
 
Changes from:       June 17, 2014                                    Total Change is:       599
     1,388       -141          0          0        792       -559         44         68         50       -261        397          0        -63         -8
 
Percent of Open Interest Represented by Each Category of Trader
      79.6        0.4        0.0        0.0       34.0        4.4       10.8       19.3        4.8        0.3       36.7        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          .          0         14          .          4          6          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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    58,484
Positions
    10,783     29,781        678      8,757      1,184        238     14,517     22,095      1,926     13,856        531          0      7,729      2,051
 
Changes from:       June 17, 2014                                    Total Change is:     3,239
       -93        -37          0       -830        -37          9        803      1,909        542      1,860        232          0        948        621
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       50.9        1.2       15.0        2.0        0.4       24.8       37.8        3.3       23.7        0.9        0.0       13.2        3.5
 
Number of Traders in Each Category                                    Total Traders:       141
         7          .          .         16          .          .         31         20         12         54          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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   424,966
Positions
    87,179     15,828     46,173     57,165     27,404     26,758     76,985    178,592     58,873     12,626     12,067     32,419     26,788     26,852
 
Changes from:       June 17, 2014                                    Total Change is:   -31,346
    -5,605     -4,078     -7,964      3,806       -785     -2,193    -14,679     -6,900     -3,082      1,367       -715     -5,508      2,512       -121
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        3.7       10.9       13.5        6.4        6.3       18.1       42.0       13.9        3.0        2.8        7.6        6.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       215
        24         12         23          6         17         12         41         61         58         22         21         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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    15,369
Positions
       659      2,967          0      6,506          0        241      5,933     11,418        741      1,249          0          0         40          2
 
Changes from:       June 17, 2014                                    Total Change is:    -5,529
        79     -4,583          0        574          0         34     -1,058      4,160     -5,138          3          0          0        -23         -2
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       19.3        0.0       42.3        0.0        1.6       38.6       74.3        4.8        8.1        0.0        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          7          0          .          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,160
Positions
     1,238      5,893          0      5,476          0          0      1,866      3,844        226        188          0          0      1,166        197
 
Changes from:       June 17, 2014                                    Total Change is:       694
        40          0          0         19          0          0        478        535         76          0          0          0         81         83
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       58.0        0.0       53.9        0.0        0.0       18.4       37.8        2.2        1.9        0.0        0.0       11.5        1.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          7          0          0          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated June 27, 2014