`Traders in Financial Futures - Futures Only Positions as of May 20, 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   121,268
Positions
    25,401     21,276        842     13,783      6,045        567     28,339     51,672      6,460     17,499      2,238         55     28,322     32,113
 
Changes from:       May 13, 2014                                     Total Change is:      -364
      -113        391        119        -33     -1,142        387       -163     -1,142        127        -42        500         37       -683        359
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       17.5        0.7       11.4        5.0        0.5       23.4       42.6        5.3       14.4        1.8        0.0       23.4       26.5
 
Number of Traders in Each Category                                    Total Traders:        75
         5          8          4          4          5          .         12         22         14         12          7          4
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Traders in Financial Futures - Futures Only Positions as of May 20, 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    48,803
Positions
    14,344      8,475         19        900      2,229          0     16,837     21,986        933        613      1,472          0     15,157     13,689
 
Changes from:       May 13, 2014                                     Total Change is:     3,521
     5,127       -387         -7          0          0          0        442      2,175         85       -466        160          0     -1,660      1,495
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       17.4        0.0        1.8        4.6        0.0       34.5       45.1        1.9        1.3        3.0        0.0       31.1       28.0
 
Number of Traders in Each Category                                    Total Traders:        44
         9          .          .          .          .          0         11         15          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   237,637
Positions
    13,946    115,263      4,297     24,843     30,334      1,882    151,947     37,204      3,162      1,182     25,818          4     36,374     19,673
 
Changes from:       May 13, 2014                                     Total Change is:     7,304
       960     -4,448        834         76        107         12     11,071      7,906         71       -409      2,261          0     -5,311        561
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       48.5        1.8       10.5       12.8        0.8       63.9       15.7        1.3        0.5       10.9        0.0       15.3        8.3
 
Number of Traders in Each Category                                    Total Traders:       126
         8         11          8         10         14          7         43         25         11          .         12          .
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Traders in Financial Futures - Futures Only Positions as of May 20, 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   164,819
Positions
    81,118     28,266      1,861     21,130     17,202      3,770     24,232     64,442      3,203      4,044      5,942      1,231     24,230     38,902
 
Changes from:       May 13, 2014                                     Total Change is:       112
    -9,864     12,696        677      1,376        -72        272       -336    -10,034      1,029      1,138        331          9      5,811     -4,796
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       17.1        1.1       12.8       10.4        2.3       14.7       39.1        1.9        2.5        3.6        0.7       14.7       23.6
 
Number of Traders in Each Category                                    Total Traders:       120
         6         14          6          9         15          9         23         37         15          5         11          .
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Traders in Financial Futures - Futures Only Positions as of May 20, 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   268,199
Positions
    73,464     23,477      8,152     47,713     66,251      6,488     57,288     60,999      7,758     25,799     31,442        613     40,924     63,019
 
Changes from:       May 13, 2014                                     Total Change is:        57
    12,746     -2,115        775      3,669     -1,104        121    -10,652      1,272      1,388     -3,711       -400        -58     -4,221        178
 
Percent of Open Interest Represented by Each Category of Trader
      27.4        8.8        3.0       17.8       24.7        2.4       21.4       22.7        2.9        9.6       11.7        0.2       15.3       23.5
 
Number of Traders in Each Category                                    Total Traders:       200
        18         14         12         16         31         16         26         50         15         18         27          8
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Traders in Financial Futures - Futures Only Positions as of May 20, 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   107,613
Positions
    19,700     47,849      1,204      4,161      3,480         75     52,948     20,817      1,843      1,391      6,291        537     25,754     25,517
 
Changes from:       May 13, 2014                                     Total Change is:       311
      -567     -1,633        732       -933        199         -1      1,021     -1,437        265        178       -484         22       -406      2,648
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       44.5        1.1        3.9        3.2        0.1       49.2       19.3        1.7        1.3        5.8        0.5       23.9       23.7
 
Number of Traders in Each Category                                    Total Traders:        75
         .         11          .          .          6          .         24         20          9          4          5          .
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Traders in Financial Futures - Futures Only Positions as of May 20, 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    36,168
Positions
    16,186     21,753      6,268      2,443          0          0      5,328      3,079      2,196      1,095          0      2,184        468        688
 
Changes from:       May 13, 2014                                     Total Change is:       399
      -623        420        152        435          0          0        467       -799        -13          0          0          0        -19        639
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       60.1       17.3        6.8        0.0        0.0       14.7        8.5        6.1        3.0        0.0        6.0        1.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        23
         6          8          7          .          0          0          .          4          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 20, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   154,795
Positions
    28,084     36,715      7,513      2,443      1,340          0     92,954     91,525     10,877      2,635      4,441        364      9,925      2,020
 
Changes from:       May 13, 2014                                     Total Change is:     5,586
    -3,931       -804      3,371      1,424        150       -181      6,240      3,432       -815        123        206          0       -645        227
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       23.7        4.9        1.6        0.9        0.0       60.0       59.1        7.0        1.7        2.9        0.2        6.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       127
        11         11          .          6          .          0         51         21          8         13          8          .
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Traders in Financial Futures - Futures Only Positions as of May 20, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,807
Positions
     4,275     11,401      3,176      1,432        209          0     10,426      2,354          0        100      3,055          0      1,398        612
 
Changes from:       May 13, 2014                                     Total Change is:       190
       229        131        116         71          0          0       -273        -41          0          0          0          0         47        -16
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       54.8       15.3        6.9        1.0        0.0       50.1       11.3        0.0        0.5       14.7        0.0        6.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        23
         4          6          .          .          .          0          4          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,556
Positions
     2,337     21,911         53      2,544        509          0     20,599      4,284        227        518      1,175          0      4,278      2,397
 
Changes from:       May 13, 2014                                     Total Change is:      -376
       785       -325          1        433          0          0     -1,413         56        -15          0        300          0       -167       -393
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       71.7        0.2        8.3        1.7        0.0       67.4       14.0        0.7        1.7        3.8        0.0       14.0        7.8
 
Number of Traders in Each Category                                    Total Traders:        63
         4          8          .          6          .          0         23         11          .          .          7          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,912
Positions
    20,828     32,119        277      6,778      4,385        540     19,780     12,292        617      4,554      2,265          8      7,532      8,411
 
Changes from:       May 13, 2014                                     Total Change is:    -7,156
      -376     -4,433        -48        133         95        110     -7,091        256        610        629     -1,363          6     -1,127     -2,388
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       52.7        0.5       11.1        7.2        0.9       32.5       20.2        1.0        7.5        3.7        0.0       12.4       13.8
 
Number of Traders in Each Category                                    Total Traders:       115
        20         15          .         11          .          4         27         18          7         10         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   121,823
Positions
    41,655     64,237        554     13,555      8,769      1,080     39,560     24,584      1,234      9,107      4,529         15     15,063     16,821
 
Changes from:       May 13, 2014                                     Total Change is:   -14,311
      -752     -8,866        -96        265        190        219    -14,182        512      1,219      1,258     -2,725         11     -2,253     -4,775
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       52.7        0.5       11.1        7.2        0.9       32.5       20.2        1.0        7.5        3.7        0.0       12.4       13.8
 
Number of Traders in Each Category                                    Total Traders:       115
        20         15          .         11          .          4         27         18          7         10         11          4
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Traders in Financial Futures - Futures Only Positions as of May 20, 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   742,933
Positions
    51,543    196,032     28,671    301,965     97,194     52,646     86,024    186,096     44,074     52,445     45,840      4,979    120,586     87,400
 
Changes from:       May 13, 2014                                     Total Change is:    13,616
     8,163     -7,533      4,380     -3,571      1,002      1,401    -12,124      4,924      7,754       -299     -2,069        177      7,735      3,580
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       26.4        3.9       40.6       13.1        7.1       11.6       25.0        5.9        7.1        6.2        0.7       16.2       11.8
 
Number of Traders in Each Category                                    Total Traders:       565
        41         37         25        125         51         63         83        128         83         48         52         16
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Traders in Financial Futures - Futures Only Positions as of May 20, 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   150,097
Positions
    25,838     55,955      1,158     49,214     21,601      1,735      8,421     20,686      1,195     12,291      5,607          0     50,245     42,160
 
Changes from:       May 13, 2014                                     Total Change is:    11,349
     7,728       -313         25      1,657       -110       -369     -1,234      6,367        199       -192        -15          0      3,535      5,565
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       37.3        0.8       32.8       14.4        1.2        5.6       13.8        0.8        8.2        3.7        0.0       33.5       28.1
 
Number of Traders in Each Category                                    Total Traders:        78
         7         10          4         16          7          7         11         19         12          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 2,964,178
Positions
   250,143    822,003     15,949  1,271,398    385,608    246,914    487,688    926,725    114,718    209,324    209,721     16,340    351,704    226,200
 
Changes from:       May 13, 2014                                     Total Change is:    11,335
    19,956    -18,321      3,998    -26,058      5,641      8,768    -20,484     26,753      3,807       -785    -10,518      1,134     20,999     -9,927
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       27.7        0.5       42.9       13.0        8.3       16.5       31.3        3.9        7.1        7.1        0.6       11.9        7.6
 
Number of Traders in Each Category                                    Total Traders:       549
        40         37         18        119         48         59         78        130         73         46         51         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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    92,012
Positions
    11,293     36,904         12     46,975     38,723      2,088     18,631      6,328      1,832        721      2,576          0     10,460      3,549
 
Changes from:       May 13, 2014                                     Total Change is:       410
     3,154     -2,075         -4       -577      1,242       -225     -2,424        371        956          0          5          0       -470        140
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       40.1        0.0       51.1       42.1        2.3       20.2        6.9        2.0        0.8        2.8        0.0       11.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        88
         8         10          .         36         10         14         13          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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    93,497
Positions
     7,117     31,185     12,375     31,111      7,821      1,010     14,201     15,220      9,591      2,117      1,806        198     15,778     14,292
 
Changes from:       May 13, 2014                                     Total Change is:       231
       328     -2,957      2,257       -156       -315         72     -2,698       -151        665        -65       -560        143       -315      1,077
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       33.4       13.2       33.3        8.4        1.1       15.2       16.3       10.3        2.3        1.9        0.2       16.9       15.3
 
Number of Traders in Each Category                                    Total Traders:       217
        16         26         12         31         17         10         48         50         15         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,708
Positions
    11,794      9,260          0      3,636          0          0      4,784      3,792          0        739        366          0      1,755      9,290
 
Changes from:       May 13, 2014                                     Total Change is:     1,719
     1,685        733          0          1          0          0        186          0          0        226        366          0       -379        620
 
Percent of Open Interest Represented by Each Category of Trader
      51.9       40.8        0.0       16.0        0.0        0.0       21.1       16.7        0.0        3.3        1.6        0.0        7.7       40.9
 
Number of Traders in Each Category                                    Total Traders:        23
         9          4          0          .          0          0          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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   353,944
Positions
    37,001    170,012      1,487    138,639     40,370      3,784     89,694     99,749      5,344      7,581      7,892        298     70,116     25,008
 
Changes from:       May 13, 2014                                     Total Change is:    -7,440
     4,379     -7,288        122       -365     -1,154        -61    -12,534      1,131      1,440       -761     -3,936         20        320      2,286
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       48.0        0.4       39.2       11.4        1.1       25.3       28.2        1.5        2.1        2.2        0.1       19.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       215
        17         25          5         30         18         10         50         48         12         11         16          .
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   321,272
Positions
   105,039     31,173     11,169    113,170    134,994     16,506     38,975     94,541      7,834     11,263      8,941          0     17,316     16,114
 
Changes from:       May 13, 2014                                     Total Change is:     4,680
     4,928     -5,487      4,859     10,062      2,522    -10,595     -2,047     10,736        213      1,203       -123          0     -3,943      2,555
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        9.7        3.5       35.2       42.0        5.1       12.1       29.4        2.4        3.5        2.8        0.0        5.4        5.0
 
Number of Traders in Each Category                                    Total Traders:       255
        23         14          5         50         43         27         29         63         17         18         15          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    58,464
Positions
     4,342     16,520        119     31,981          0        166      6,345     12,938        263      5,404     18,977          0      9,844      9,481
 
Changes from:       May 13, 2014                                     Total Change is:    -1,693
     1,360        -66          0       -460       -216          1       -119     -1,738        -93     -1,406       -257          0       -976        676
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       28.3        0.2       54.7        0.0        0.3       10.9       22.1        0.4        9.2       32.5        0.0       16.8       16.2
 
Number of Traders in Each Category                                    Total Traders:        69
         7          8          .         20          0          .         13          9          .          6          6          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   110,187
Positions
    17,749      6,983      1,617     23,570      1,199         45     34,102      3,892      2,029     19,986      4,954          0     11,089     89,468
 
Changes from:       May 13, 2014                                     Total Change is:      -855
       796      1,879         85      1,936         80         10     -1,985       -588     -1,370       -310     -1,114          0        -17        163
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        6.3        1.5       21.4        1.1        0.0       30.9        3.5        1.8       18.1        4.5        0.0       10.1       81.2
 
Number of Traders in Each Category                                    Total Traders:        77
        17          9          6          9          .          .         22          7          8          8          4          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   112,521
Positions
     7,085     71,344      2,808     68,170     17,033      4,838     16,078      6,473      6,589      1,023        279          0      5,930      3,157
 
Changes from:       May 13, 2014                                     Total Change is:     2,052
      -502      1,490         91      2,498       -354         36        319        696         74        156          0          0       -620         19
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       63.4        2.5       60.6       15.1        4.3       14.3        5.8        5.9        0.9        0.2        0.0        5.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        96
         7         11          .         34         17         13         15          8          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   295,942
Positions
    22,734    126,059      4,692    107,520     39,719     51,875     72,117     52,274      3,184     16,023     11,098        226     17,571      6,815
 
Changes from:       May 13, 2014                                     Total Change is:     6,534
     1,194     12,254        241        121     -3,968      2,477      4,436     -3,071        247        864      1,540          0     -3,046     -3,186
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       42.6        1.6       36.3       13.4       17.5       24.4       17.7        1.1        5.4        3.8        0.1        5.9        2.3
 
Number of Traders in Each Category                                    Total Traders:       206
        20         21          5         58         24         28         32         20         11         22          9          4
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   817,068
Positions
     4,318    123,722      6,194    286,259    162,131    131,271    128,952    111,855     36,178     23,075     34,782        905    199,916    210,030
 
Changes from:       May 13, 2014                                     Total Change is:    61,964
    -2,067      4,109      4,168     -1,925     -1,006      2,867     14,618      3,887     18,572      3,844      1,770        426     21,461     27,171
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       15.1        0.8       35.0       19.8       16.1       15.8       13.7        4.4        2.8        4.3        0.1       24.5       25.7
 
Number of Traders in Each Category                                    Total Traders:       176
         5         20          7         33         36         39         34         27         20          8         13          4
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   503,490
Positions
    23,942     81,893      6,256    259,719     31,366     74,528     20,383    200,151      5,379      7,149     15,102      1,526    104,608     87,289
 
Changes from:       May 13, 2014                                     Total Change is:    13,567
     2,216         19      4,772     -3,227      3,878     -1,665      1,012      4,045      2,839       -240     -3,031      1,526      6,334      1,184
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       16.3        1.2       51.6        6.2       14.8        4.0       39.8        1.1        1.4        3.0        0.3       20.8       17.3
 
Number of Traders in Each Category                                    Total Traders:        82
         .         10          6         33         12         22          4         13         10          .          5          .
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,191,576
Positions
    60,728    160,576     21,169    240,247    367,020     69,905    518,866    194,508     90,438     35,970    110,217     30,176    124,077    147,567
 
Changes from:       May 13, 2014                                     Total Change is:    57,621
    16,866     22,538      3,166      3,293      2,014     -5,716      9,720      4,490     15,434      3,182      3,716     -2,602     14,278     14,581
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       13.5        1.8       20.2       30.8        5.9       43.5       16.3        7.6        3.0        9.2        2.5       10.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       247
        14         30         11         41         46         30         49         29         32         11         27          8
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    73,799
Positions
     6,497     20,742     14,006          0      1,374      1,942     37,054     17,382     14,300          0          0          0          0      4,053
 
Changes from:       May 13, 2014                                     Total Change is:     3,538
      -166     -1,403      1,209          0        186        196      1,001     -1,823      1,298          0          0          0          0      3,875
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       28.1       19.0        0.0        1.9        2.6       50.2       23.6       19.4        0.0        0.0        0.0        0.0        5.5
 
Number of Traders in Each Category                                    Total Traders:        34
         5          9          9          0          .          .          .         15          9          0          0          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,796,523
Positions
   136,488    160,063     66,805    847,022  1,117,691    222,247    813,025    394,924    107,763    233,458    200,907     32,700    337,015    493,423
 
Changes from:       May 13, 2014                                     Total Change is:    61,416
    28,419    -11,633     13,750    -17,054    -35,294      7,926    -19,126     32,341     26,795    -23,423     23,189     -3,313     47,442      7,655
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        5.7        2.4       30.3       40.0        7.9       29.1       14.1        3.9        8.3        7.2        1.2       12.1       17.6
 
Number of Traders in Each Category                                    Total Traders:       387
        24         45         21         39         86         61         56         67         49         18         52         14
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,184,214
Positions
   128,836    145,449     26,992    857,743    803,986    205,648    490,110    309,362     78,739     95,363    195,445     20,214    280,569    398,379
 
Changes from:       May 13, 2014                                     Total Change is:    32,029
   -13,538      9,169      3,087    -13,149    -26,579     -1,913    -26,941     -2,337     32,540    -14,227       -271        968     65,202     17,365
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        6.7        1.2       39.3       36.8        9.4       22.4       14.2        3.6        4.4        8.9        0.9       12.8       18.2
 
Number of Traders in Each Category                                    Total Traders:       287
        10         39         13         32         60         46         44         54         40         11         36          8
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   361,265
Positions
   164,843    103,300     72,081          0      4,153      9,097     21,776     36,281     48,097        875     12,916     15,851     28,645     59,489
 
Changes from:       May 13, 2014                                     Total Change is:    21,570
    18,291      6,839     -1,449          0        760      1,621        332      5,187        120       -186     -1,118      3,423       -582      6,187
 
Percent of Open Interest Represented by Each Category of Trader
      45.6       28.6       20.0        0.0        1.1        2.5        6.0       10.0       13.3        0.2        3.6        4.4        7.9       16.5
 
Number of Traders in Each Category                                    Total Traders:        77
        13         26         32          0          .          .         11         13         13          .          7          6
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,672,391
Positions
 2,159,058  2,343,108  2,149,777  2,820,371    724,302    263,147    659,182  1,838,267  2,219,955    319,285    664,996    265,910    815,706  1,202,929
 
Changes from:       May 13, 2014                                     Total Change is:   112,163
    69,121     19,026    -16,831    -18,520     45,134    -39,257     40,436     89,064     50,577     -4,986     25,613     15,546     16,077    -76,709
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       20.1       18.4       24.2        6.2        2.3        5.6       15.7       19.0        2.7        5.7        2.3        7.0       10.3
 
Number of Traders in Each Category                                    Total Traders:       304
        28         58         79         11         21         17         43         87         96          8         37         29
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    57,514
Positions
    41,186      1,068          0      6,956     18,264      4,872      4,081     23,264        375          0      9,558          0         44        113
 
Changes from:       May 13, 2014                                     Total Change is:     1,170
      -559        170          0      2,035       -298          0       -264        207          0          0      1,095          0        -42         -4
 
Percent of Open Interest Represented by Each Category of Trader
      71.6        1.9        0.0       12.1       31.8        8.5        7.1       40.4        0.7        0.0       16.6        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
         8          4          0          4          8          .          .          7          .          0          6          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    44,970
Positions
    42,321      1,477         50        150     17,152      2,054        267     10,560         57          0     13,213          0         71        407
 
Changes from:       May 13, 2014                                     Total Change is:       199
       213       -126         50          0        151          0        -74       -279         57          0        298          0        -47         48
 
Percent of Open Interest Represented by Each Category of Trader
      94.1        3.3        0.1        0.3       38.1        4.6        0.6       23.5        0.1        0.0       29.4        0.0        0.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        42
         7          4          .          .         12          .          .          8          .          0          8          0
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Traders in Financial Futures - Futures Only Positions as of May 20, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    47,494
Positions
    10,133      6,812        931      6,468      1,782        367      6,743     32,372      2,190     13,045        678          0      7,617      2,362
 
Changes from:       May 13, 2014                                     Total Change is:    -3,038
      -256        306         14        199       -607         -2     -1,643       -862       -403       -342       -523         -1       -604       -960
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       14.3        2.0       13.6        3.8        0.8       14.2       68.2        4.6       27.5        1.4        0.0       16.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       136
         7          .          .         11          5          .         21         25          9         59          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   425,151
Positions
    88,196     27,674     55,369     60,451     29,375     25,382     86,181    174,608     43,126     10,677     12,524     31,187     24,582     25,906
 
Changes from:       May 13, 2014                                     Total Change is:     5,482
   -12,795       -934     15,541       -700      1,836         83     14,348        -44     -9,874        676        604      2,057     -3,854     -3,787
 
Percent of Open Interest Represented by Each Category of Trader
      20.7        6.5       13.0       14.2        6.9        6.0       20.3       41.1       10.1        2.5        2.9        7.3        5.8        6.1
 
Number of Traders in Each Category                                    Total Traders:       207
        20         11         26          7         18         12         38         64         58         18         20         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,576
Positions
       746      7,550          0      7,419         77        300      7,016      7,876        756        276          0          0         63         17
 
Changes from:       May 13, 2014                                     Total Change is:       213
       -35          0          0        536          0        -10        211        223          0       -486          0          0         -3          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       45.5        0.0       44.8        0.5        1.8       42.3       47.5        4.6        1.7        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          9          .          .          .          0          0
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Updated May 23, 2014