```
Traders in Financial Futures - Futures Only Positions as of September 9, 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   102,951
Positions
    20,022     38,282      1,724     15,942      2,992        293     19,950     20,404      6,325     12,848      1,813        220     25,627     30,898
 
Changes from:       September 2, 2014                                Total Change is:    -3,033
     1,944     -1,365       -252        -58        234         70       -940     -4,558        473     -2,102       -921       -330     -1,838      3,616
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       37.2        1.7       15.5        2.9        0.3       19.4       19.8        6.1       12.5        1.8        0.2       24.9       30.0
 
Number of Traders in Each Category                                    Total Traders:        70
         6          5          6          4          4          .         13         24         12          9          4          4
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Traders in Financial Futures - Futures Only Positions as of September 9, 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    77,317
Positions
    34,804      3,192        720      1,654      2,849          4     11,934     23,709     20,088        568          0          0      7,545     26,755
 
Changes from:       September 2, 2014                                Total Change is:    16,881
     1,792      1,208        217         55         41          4        825      1,294     14,147        -25          0          0       -134        -30
 
Percent of Open Interest Represented by Each Category of Trader
      45.0        4.1        0.9        2.1        3.7        0.0       15.4       30.7       26.0        0.7        0.0        0.0        9.8       34.6
 
Number of Traders in Each Category                                    Total Traders:        48
         8          .          .          .          4          .         11         17         12          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   256,591
Positions
    94,051     84,818      1,479     15,742     30,750      1,923    103,814     56,494     13,024      2,357     34,853      1,310     22,891     31,940
 
Changes from:       September 2, 2014                                Total Change is:    17,618
    21,470     10,238       -614     -3,761       -739         44     -3,809     -1,357      9,323     -2,041     -3,434      1,115     -4,109      3,042
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       33.1        0.6        6.1       12.0        0.7       40.5       22.0        5.1        0.9       13.6        0.5        8.9       12.4
 
Number of Traders in Each Category                                    Total Traders:       113
         7         11          .          8         13          6         29         30         20          .         10          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 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   255,624
Positions
   130,762      6,892     24,515     33,766     22,922        132     28,874    115,498     20,108      1,999      3,583        181     15,287     61,793
 
Changes from:       September 2, 2014                                Total Change is:    24,687
   -12,622     -1,380     21,629     -1,117      3,109       -156      2,444    -14,632     16,722     -1,797       -572       -200       -216        167
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        2.7        9.6       13.2        9.0        0.1       11.3       45.2        7.9        0.8        1.4        0.1        6.0       24.2
 
Number of Traders in Each Category                                    Total Traders:       126
        14          5          6          8         17          5         13         59         21          .          6          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 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   484,306
Positions
   228,008     27,374     16,432     44,423     70,436      8,238     67,831    186,378     47,646     28,671     33,343      6,469     36,588     87,990
 
Changes from:       September 2, 2014                                Total Change is:    64,456
    -2,726      7,590      8,391      3,183        580        252      6,444     -2,210     39,395      3,319        399      5,118      1,080      4,941
 
Percent of Open Interest Represented by Each Category of Trader
      47.1        5.7        3.4        9.2       14.5        1.7       14.0       38.5        9.8        5.9        6.9        1.3        7.6       18.2
 
Number of Traders in Each Category                                    Total Traders:       229
        18         11         14         14         31         18         26         65         22         28         31         11
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Traders in Financial Futures - Futures Only Positions as of September 9, 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   126,831
Positions
     2,242     36,225     14,668      3,102      8,571      1,027     75,101     25,654      2,193        955     11,723      4,271     23,272     22,499
 
Changes from:       September 2, 2014                                Total Change is:    12,685
       138     -8,109     12,644        648        546        -13     -2,715      3,684       -140        -95        617      2,710       -492        746
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       28.6       11.6        2.4        6.8        0.8       59.2       20.2        1.7        0.8        9.2        3.4       18.3       17.7
 
Number of Traders in Each Category                                    Total Traders:        92
         5         12          7          4          8          .         29         22          7          .          9          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 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    42,166
Positions
    23,878     29,139      3,648        177          0        125      8,441      4,516      2,474      1,292          0      1,802        329        462
 
Changes from:       September 2, 2014                                Total Change is:      -861
       945       -497       -789       -158          0        111     -1,158       -441        737       -370          0          0       -179         18
 
Percent of Open Interest Represented by Each Category of Trader
      56.6       69.1        8.7        0.4        0.0        0.3       20.0       10.7        5.9        3.1        0.0        4.3        0.8        1.1
 
Number of Traders in Each Category                                    Total Traders:        24
         7          9          8          .          0          .          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   155,265
Positions
    55,681     70,335      4,132      7,447        571          0     67,334     61,567      9,657      2,687      3,916      2,169      6,158      2,918
 
Changes from:       September 2, 2014                                Total Change is:    11,010
     4,122       -114      2,874       -460         26          0     -4,332        244      7,080        430        125      1,064        232       -289
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       45.3        2.7        4.8        0.4        0.0       43.4       39.7        6.2        1.7        2.5        1.4        4.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       119
        12         12          7          6          .          0         31         33         14         11          6          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    64,243
Positions
     4,240     46,944      6,246      3,287         13        283     22,007      4,135        169     20,797          0      6,025      1,189        428
 
Changes from:       September 2, 2014                                Total Change is:   -22,192
    -1,512      4,071    -16,360         -4          0          0     -3,771     -2,960       -132        327          0          0       -740     -6,811
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       73.1        9.7        5.1        0.0        0.4       34.3        6.4        0.3       32.4        0.0        9.4        1.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        25
         .          8          4          .          .          .          4          6          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,920
Positions
     4,007      7,990        223      2,049        189          0     12,618      8,277      1,845        744      3,142          0      3,434      3,254
 
Changes from:       September 2, 2014                                Total Change is:     1,601
       814       -112        -20        385          0          0     -1,530        -48      1,568        112       -210          0        272        423
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       32.1        0.9        8.2        0.8        0.0       50.6       33.2        7.4        3.0       12.6        0.0       13.8       13.1
 
Number of Traders in Each Category                                    Total Traders:        65
         6          7          .          4          .          0         19         20          7          .          5          0
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    64,723
Positions
    18,392     34,816      1,284      4,561      4,711        203     26,006      7,257      2,563      2,674      3,887        797      8,245      9,207
 
Changes from:       September 2, 2014                                Total Change is:       -52
      -478     -1,302        747        -95        144       -113     -1,225       -680      1,767       -281     -1,012        112       -486        287
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       53.8        2.0        7.0        7.3        0.3       40.2       11.2        4.0        4.1        6.0        1.2       12.7       14.2
 
Number of Traders in Each Category                                    Total Traders:       119
        16         18          5          9          .          4         32         19          7          9         12          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   129,446
Positions
    36,784     69,632      2,567      9,122      9,422        405     52,011     14,514      5,125      5,348      7,773      1,594     16,490     18,414
 
Changes from:       September 2, 2014                                Total Change is:      -104
      -955     -2,604      1,493       -190        287       -226     -2,450     -1,360      3,533       -561     -2,024        223       -971        574
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       53.8        2.0        7.0        7.3        0.3       40.2       11.2        4.0        4.1        6.0        1.2       12.7       14.2
 
Number of Traders in Each Category                                    Total Traders:       119
        16         18          5          9          .          4         32         19          7          9         12          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   818,907
Positions
    44,063    169,862     73,693    316,189    110,334     61,908    101,497    201,461     47,726     43,595     50,701      4,305    125,931     98,919
 
Changes from:       September 2, 2014                                Total Change is:    37,900
      -411     -3,182     23,927     -1,375      1,884      4,630      1,593      4,068      7,467     -4,010       -998        711      5,368       -606
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       20.7        9.0       38.6       13.5        7.6       12.4       24.6        5.8        5.3        6.2        0.5       15.4       12.1
 
Number of Traders in Each Category                                    Total Traders:       592
        34         40         32        129         59         77         88        135         80         50         57         23
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   169,868
Positions
    33,430     52,437      6,066     64,639     24,216      1,950      9,454     23,796      1,318      9,501      9,745          3     43,507     50,337
 
Changes from:       September 2, 2014                                Total Change is:     5,070
     2,601       -299      1,835         54        -94        168     -1,128      3,192        225     -1,681       -501          3      2,993        541
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       30.9        3.6       38.1       14.3        1.1        5.6       14.0        0.8        5.6        5.7        0.0       25.6       29.6
 
Number of Traders in Each Category                                    Total Traders:        89
         8         11          7         17          8          7         13         20          8          6          6          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,245,197
Positions
   257,194    791,151    134,107  1,303,723    476,562    253,816    549,406    977,513    142,850    175,589    209,898     16,392    412,120    242,908
 
Changes from:       September 2, 2014                                Total Change is:   164,152
     3,360      4,001     92,043     -6,240     10,793     21,405     23,399     14,173     26,415    -11,703     -2,539      3,597     11,876     -5,736
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       24.4        4.1       40.2       14.7        7.8       16.9       30.1        4.4        5.4        6.5        0.5       12.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       578
        36         37         24        124         58         71         85        135         73         48         55         21
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    91,233
Positions
     3,864     35,671        142     43,769     39,359      1,806     28,987      9,022        800        515        611          0     11,350      3,822
 
Changes from:       September 2, 2014                                Total Change is:     1,552
       632       -801         44      1,423      2,014        -27       -140         81         -4          0        210          0       -376         35
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       39.1        0.2       48.0       43.1        2.0       31.8        9.9        0.9        0.6        0.7        0.0       12.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        88
         5         11          4         33         11         11         18          7          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    73,158
Positions
     6,062     40,344        642     33,066      5,824        671     20,639     12,881      1,136      2,191      5,596         48      8,702      6,015
 
Changes from:       September 2, 2014                                Total Change is:      -325
    -1,018        181        259        -48       -162         57        -81     -1,174        215        443        224          1       -153         75
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       55.1        0.9       45.2        8.0        0.9       28.2       17.6        1.6        3.0        7.6        0.1       11.9        8.2
 
Number of Traders in Each Category                                    Total Traders:       250
        20         21          6         32         18         13         70         46         19         17         26          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   365,790
Positions
    30,311    201,721      3,212    165,329     29,118      3,355    103,196     64,405      5,681     10,955     27,982        242     43,509     30,074
 
Changes from:       September 2, 2014                                Total Change is:    -1,623
    -5,088        906      1,295       -242       -809        283       -404     -5,872      1,077      2,215      1,119          5       -764        373
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       55.1        0.9       45.2        8.0        0.9       28.2       17.6        1.6        3.0        7.6        0.1       11.9        8.2
 
Number of Traders in Each Category                                    Total Traders:       250
        20         21          6         32         18         13         70         46         19         17         26          .
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Traders in Financial Futures - Futures Only Positions as of September 9, 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   397,689
Positions
    94,716     23,456     48,549    127,907    140,103     16,911     75,920    133,782      4,954      8,133      9,855         50     20,549     20,029
 
Changes from:       September 2, 2014                                Total Change is:    19,215
     4,986     -1,598      8,611      2,798        694        435      2,160      8,032        678       -193      1,190         50       -310      1,123
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        5.9       12.2       32.2       35.2        4.3       19.1       33.6        1.2        2.0        2.5        0.0        5.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       263
        24          6          5         54         45         28         46         58         14         11         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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    78,737
Positions
     2,314     25,715      7,882     32,700          0        292     13,747     17,603      1,103      5,219      1,886        398     15,082     23,858
 
Changes from:       September 2, 2014                                Total Change is:    14,779
      -582        481      7,882        758          0        167        203        -21        897         -8        468        308      5,154      4,597
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       32.7       10.0       41.5        0.0        0.4       17.5       22.4        1.4        6.6        2.4        0.5       19.2       30.3
 
Number of Traders in Each Category                                    Total Traders:        62
         4          8          .         19          0          .         11         11          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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   105,015
Positions
    22,600     12,731      7,718     10,503      1,607      1,151     32,570      6,505      1,363      4,691          0        413     24,006     73,527
 
Changes from:       September 2, 2014                                Total Change is:    16,349
    -2,359     -3,514      5,483       -899        110         -1      1,416      1,004        358        365          0        220     11,766     12,689
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       12.1        7.3       10.0        1.5        1.1       31.0        6.2        1.3        4.5        0.0        0.4       22.9       70.0
 
Number of Traders in Each Category                                    Total Traders:        82
        13          9         11         10          .          .         26         10          9         12          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   121,725
Positions
     4,745     72,877      5,410     69,392     24,660      5,065     24,517      5,012      4,578      2,848        541          0      5,170      3,582
 
Changes from:       September 2, 2014                                Total Change is:     6,490
       520       -590      4,309      1,350      1,617         63       -912       -211        948         75       -348          0        137        702
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       59.9        4.4       57.0       20.3        4.2       20.1        4.1        3.8        2.3        0.4        0.0        4.2        2.9
 
Number of Traders in Each Category                                    Total Traders:        94
         7         12          4         36         14         15         17          5          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   379,463
Positions
    36,165    215,248     12,459    141,690     46,648     40,430    101,324     44,494      9,631     17,317      4,896      1,500     18,947      4,157
 
Changes from:       September 2, 2014                                Total Change is:    25,232
       451      3,899      2,659     20,195      3,627     -2,409       -413     13,642        -25        330        898        -29      4,473      2,970
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       56.7        3.3       37.3       12.3       10.7       26.7       11.7        2.5        4.6        1.3        0.4        5.0        1.1
 
Number of Traders in Each Category                                    Total Traders:       223
        21         23         12         66         22         28         39         19         15         24          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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   853,756
Positions
     9,659     86,104      9,228    353,141    154,910    133,576    122,674    198,733     32,731     19,084     60,021      1,090    172,573    177,363
 
Changes from:       September 2, 2014                                Total Change is:   -63,443
     4,586     -4,442     -2,019    -37,680     -5,989     23,313        643    -32,429    -54,365       -298     14,277        304      2,073     -2,093
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       10.1        1.1       41.4       18.1       15.6       14.4       23.3        3.8        2.2        7.0        0.1       20.2       20.8
 
Number of Traders in Each Category                                    Total Traders:       178
         9         17          7         34         36         38         32         27         19          6         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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   513,078
Positions
    26,882     71,731      2,856    240,875     44,173     84,940     25,037    180,592     20,178      9,521     14,138         92    102,697     94,378
 
Changes from:       September 2, 2014                                Total Change is:   -30,300
    -3,960      5,576     -9,843      1,319     -1,924      3,340      1,516     -1,024    -20,908      1,183       -637          0     -2,947     -4,880
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       14.0        0.6       46.9        8.6       16.6        4.9       35.2        3.9        1.9        2.8        0.0       20.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        83
         .          7          4         36         11         24          6         12          8          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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 1,399,671
Positions
    88,668    193,558     10,333    250,569    471,426     67,327    730,655    325,288     36,689    100,403    125,759     12,728    102,299    156,563
 
Changes from:       September 2, 2014                                Total Change is:    21,801
    24,191    -28,882     -2,384      4,170     27,199      1,457     67,482     30,154    -21,196    -41,052      5,922       -811    -10,056     10,342
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       13.8        0.7       17.9       33.7        4.8       52.2       23.2        2.6        7.2        9.0        0.9        7.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       247
        12         23          8         36         46         33         48         31         28         17         34         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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 2,757,225
Positions
    98,542    208,402     39,538  1,059,320    941,345    263,218    540,790    511,459     83,904    340,567    175,890     30,840    300,506    502,629
 
Changes from:       September 2, 2014                                Total Change is:    35,814
   -11,452    -30,862      2,840     27,012     98,566     -9,177    -17,697    -22,505    -10,131     87,415    -12,941     -2,934    -30,062     22,958
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        7.6        1.4       38.4       34.1        9.5       19.6       18.5        3.0       12.4        6.4        1.1       10.9       18.2
 
Number of Traders in Each Category                                    Total Traders:       362
        17         40         20         37         78         57         43         81         46         20         46         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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 2,129,801
Positions
   206,826    101,254     37,529    424,170    785,864    284,854    621,954    258,961     67,446    212,107    187,925     36,618    238,297    369,350
 
Changes from:       September 2, 2014                                Total Change is:   -28,061
   -33,504     -5,808        953    -67,956    -17,214      6,082    -32,447     12,356    -11,877    117,362     -6,070      1,244     -7,918     -7,727
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        4.8        1.8       19.9       36.9       13.4       29.2       12.2        3.2       10.0        8.8        1.7       11.2       17.3
 
Number of Traders in Each Category                                    Total Traders:       287
        17         27         10         36         58         42         41         55         29         17         36         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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   523,266
Positions
   198,604    108,637    134,730          0      9,182     16,337     19,070     82,421     76,206     11,143     12,816     35,268     31,908     47,669
 
Changes from:       September 2, 2014                                Total Change is:    11,976
    11,051      8,156      2,282     -2,053       -201      1,602      1,833      7,716     -2,298       -194        178     -1,758      1,511     -3,701
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       20.8       25.7        0.0        1.8        3.1        3.6       15.8       14.6        2.1        2.4        6.7        6.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        94
        11         28         33          0          5          .         10         24         19          .          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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 is13,307,434
Positions
 2,801,619  1,838,077  2,598,986  2,302,740  1,075,033    452,135  1,103,370  2,607,983  2,376,138    440,603    678,406    477,248    754,595  1,203,428
 
Changes from:       September 2, 2014                                Total Change is:   189,858
    47,254   -193,033     60,064    -65,352     16,685     66,718    130,779    262,472    -42,196     10,286      5,132     34,169    -51,864    -20,153
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       13.8       19.5       17.3        8.1        3.4        8.3       19.6       17.9        3.3        5.1        3.6        5.7        9.0
 
Number of Traders in Each Category                                    Total Traders:       334
        35         56         84         12         28         26         32         97        100         11         45         43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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    61,687
Positions
    36,638      4,066      8,820      6,947     15,780      4,962      3,267     18,934        292        674      8,619          0         87        214
 
Changes from:       September 2, 2014                                Total Change is:     3,064
       -17      1,222      8,070         -5        143         47     -3,125     -3,998     -2,052        139       -390          0          7         22
 
Percent of Open Interest Represented by Each Category of Trader
      59.4        6.6       14.3       11.3       25.6        8.0        5.3       30.7        0.5        1.1       14.0        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         6          9          .          .         10          .          .         10          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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    53,328
Positions
    37,510     10,298      9,050          0     12,081      1,378      2,209      5,632      2,887        105     11,732          0        189        270
 
Changes from:       September 2, 2014                                Total Change is:     7,358
      -528      2,911      8,595          0       -357          0         37     -3,258        195     -1,000       -678        -13         72        -37
 
Percent of Open Interest Represented by Each Category of Trader
      70.3       19.3       17.0        0.0       22.7        2.6        4.1       10.6        5.4        0.2       22.0        0.0        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        49
         6          7          .          0         14          .          .          9          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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    89,540
Positions
    13,991     33,038        611     13,055        190        132     32,714     49,330      2,512     16,814      1,524        175      9,536      2,028
 
Changes from:       September 2, 2014                                Total Change is:     1,757
       186        -34        -67        917        190        -42     -3,021      2,193        421      3,549     -1,251         75       -261        272
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       36.9        0.7       14.6        0.2        0.1       36.5       55.1        2.8       18.8        1.7        0.2       10.6        2.3
 
Number of Traders in Each Category                                    Total Traders:       170
         8          .          .         17          .          .         42         16         13         74          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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   425,310
Positions
    61,706     41,467     56,321     59,555     32,936     27,382     85,662    123,437     62,582      9,254      8,259     39,038     23,810     33,888
 
Changes from:       September 2, 2014                                Total Change is:    15,932
        40     -1,395      4,418      4,799      2,169     -2,888      9,421     11,876        419     -4,336     -2,576      4,274       -215       -365
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        9.7       13.2       14.0        7.7        6.4       20.1       29.0       14.7        2.2        1.9        9.2        5.6        8.0
 
Number of Traders in Each Category                                    Total Traders:       202
        21         14         24          9         18         11         43         49         56         17         19         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 9, 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    14,048
Positions
       615      2,900          0      5,267          0        888      6,545      8,680        577         30      1,000          0        126          3
 
Changes from:       September 2, 2014                                Total Change is:       195
         4          0          0       -274          0        -27        363       -159        131          0        250          0         -2          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       20.6        0.0       37.5        0.0        6.3       46.6       61.8        4.1        0.2        7.1        0.0        0.9        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          6          0          .          8          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated September 12, 2014