```
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   128,555
Positions
    14,134     43,397        367     14,020      2,152      2,911     43,068     45,915      4,366     14,098      4,259         53     35,538     25,135
 
Changes from:       July 1, 2014                                     Total Change is:    17,117
     3,437     13,808         12        507        -18         21     13,849      5,575        119     -2,215        -12       -296      1,683     -2,092
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       33.8        0.3       10.9        1.7        2.3       33.5       35.7        3.4       11.0        3.3        0.0       27.6       19.6
 
Number of Traders in Each Category                                    Total Traders:        79
         .          8          .          4          .          .         22         20          8         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    35,053
Positions
    12,000      1,770         77        900      2,189          0      9,446     15,986        232        613          0          0     11,785     14,799
 
Changes from:       July 1, 2014                                     Total Change is:      -168
        51        253         59          0         50          0       -564     -1,255        -75          0          0          0        361        800
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        5.0        0.2        2.6        6.2        0.0       26.9       45.6        0.7        1.7        0.0        0.0       33.6       42.2
 
Number of Traders in Each Category                                    Total Traders:        35
         4          .          .          .          .          0         11         12          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   254,788
Positions
     8,530    108,837      1,646     28,146     30,228      1,713    167,457     50,649      2,464      2,459     37,548        248     42,125     21,455
 
Changes from:       July 1, 2014                                     Total Change is:    -1,123
     5,979     -2,300      1,372        454        175         -1     -9,356        309        112       -458        220         53        722     -1,063
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       42.7        0.6       11.0       11.9        0.7       65.7       19.9        1.0        1.0       14.7        0.1       16.5        8.4
 
Number of Traders in Each Category                                    Total Traders:       114
         5         10          5         11         13          4         42         21          9          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   157,710
Positions
    84,162     22,591        244     31,766     17,336         24     16,100     74,561      2,353      2,886      1,871          0     20,175     38,730
 
Changes from:       July 1, 2014                                     Total Change is:     1,230
     8,304       -918         41        911        442          1     -3,499      1,987       -882       -923       -596          0     -2,723      1,155
 
Percent of Open Interest Represented by Each Category of Trader
      53.4       14.3        0.2       20.1       11.0        0.0       10.2       47.3        1.5        1.8        1.2        0.0       12.8       24.6
 
Number of Traders in Each Category                                    Total Traders:       101
         7         12          8          8         13          .         12         42         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   294,381
Positions
   131,401     16,599      2,344     47,704     71,799      6,408     39,902     91,011      5,827     26,813     28,766        790     33,192     70,837
 
Changes from:       July 1, 2014                                     Total Change is:     2,893
     8,398     -1,370        803       -630      1,384         14       -737     -1,686        985     -2,146       -495        -84     -3,710      3,342
 
Percent of Open Interest Represented by Each Category of Trader
      44.6        5.6        0.8       16.2       24.4        2.2       13.6       30.9        2.0        9.1        9.8        0.3       11.3       24.1
 
Number of Traders in Each Category                                    Total Traders:       182
        18         10          7         15         27         16         25         43         13         22         22          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   101,860
Positions
     1,715     38,666        202      2,676      3,256        736     65,795     25,117        688        118      9,297      1,129     28,801     22,769
 
Changes from:       July 1, 2014                                     Total Change is:   -13,058
      -198     -8,115        192       -648        791        613    -10,176     -6,881       -113       -603     -1,614      1,051     -3,176      1,018
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       38.0        0.2        2.6        3.2        0.7       64.6       24.7        0.7        0.1        9.1        1.1       28.3       22.4
 
Number of Traders in Each Category                                    Total Traders:        81
         4         12          .          4          6          .         24         19          .          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,712
Positions
    16,658     26,666      3,713      2,502          0          0      5,969        151      2,011      1,386          0      1,802        671        369
 
Changes from:       July 1, 2014                                     Total Change is:    -1,127
     1,098       -231          0       -240          0          0     -2,133          0         -1          0          0          0        149       -895
 
Percent of Open Interest Represented by Each Category of Trader
      48.0       76.8       10.7        7.2        0.0        0.0       17.2        0.4        5.8        4.0        0.0        5.2        1.9        1.1
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          7          .          0          0          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   126,231
Positions
    30,560     78,622        274      5,525      1,319          0     79,685     39,359        386      2,713      4,102          0      7,088      2,169
 
Changes from:       July 1, 2014                                     Total Change is:    -3,194
       -40       -858        136         34          0          0     -2,473     -3,074       -182       -202        241          0       -467        543
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       62.3        0.2        4.4        1.0        0.0       63.1       31.2        0.3        2.1        3.2        0.0        5.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       114
         7         15          .          6          .          0         47         18          .          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    35,751
Positions
     3,345     15,663      6,030      1,651        201         95     20,040      6,895        141        375      3,275      2,750      1,324        701
 
Changes from:       July 1, 2014                                     Total Change is:    -2,788
    -1,441     -1,897        -60          3       -190         95      1,708      2,280     -2,968          0          0          0       -125        -48
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       43.8       16.9        4.6        0.6        0.3       56.1       19.3        0.4        1.0        9.2        7.7        3.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        26
         .          8          .          .          .          .          5          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    36,123
Positions
       636     11,103          0      1,917        509          0     25,637     12,960      3,200        519      4,588          0      4,214      3,763
 
Changes from:       July 1, 2014                                     Total Change is:     2,668
      -989      1,947          0       -131          0          0        377     -3,370      3,000         -1        246          0        412        845
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       30.7        0.0        5.3        1.4        0.0       71.0       35.9        8.9        1.4       12.7        0.0       11.7       10.4
 
Number of Traders in Each Category                                    Total Traders:        71
         .         12          0          5          .          0         29         10          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,489
Positions
    17,968     32,824        191      6,859      4,607        294     21,928      9,592        152      3,757      3,561          0      7,342      7,270
 
Changes from:       July 1, 2014                                     Total Change is:    -6,586
       191     -3,979        -58        -89         53         67     -5,147     -2,653       -111         49       -606        -12     -1,477        713
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       56.1        0.3       11.7        7.9        0.5       37.5       16.4        0.3        6.4        6.1        0.0       12.6       12.4
 
Number of Traders in Each Category                                    Total Traders:       112
        19         13          .         10          .          4         33         13          5          8         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   116,977
Positions
    35,936     65,647        381     13,718      9,214        587     43,855     19,183        304      7,513      7,122          0     14,683     14,539
 
Changes from:       July 1, 2014                                     Total Change is:   -13,172
       382     -7,957       -116       -178        105        134    -10,293     -5,306       -222         98     -1,212        -24     -2,953      1,426
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       56.1        0.3       11.7        7.9        0.5       37.5       16.4        0.3        6.4        6.1        0.0       12.6       12.4
 
Number of Traders in Each Category                                    Total Traders:       112
        19         13          .         10          .          4         33         13          5          8         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   727,096
Positions
    57,381    192,581     19,822    324,910    103,457     46,429     91,718    203,177     26,803     52,965     48,007      2,686    104,381     84,134
 
Changes from:       July 1, 2014                                     Total Change is:       -31
     2,315     -3,066      1,192       -290     -3,776      2,951     -3,380       -143      1,913     -2,464     -1,762        207     -2,474      2,453
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       26.5        2.7       44.7       14.2        6.4       12.6       27.9        3.7        7.3        6.6        0.4       14.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       556
        36         39         27        124         50         65         82        125         74         54         46         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   140,877
Positions
    19,437     53,660      2,062     58,435     24,269      1,785     10,392     11,364        525      9,346      9,727          0     38,895     37,485
 
Changes from:       July 1, 2014                                     Total Change is:     1,990
     1,598         73          0      1,336        318         91        576       -243        -33         20        460          0     -1,598      1,324
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       38.1        1.5       41.5       17.2        1.3        7.4        8.1        0.4        6.6        6.9        0.0       27.6       26.6
 
Number of Traders in Each Category                                    Total Traders:        83
         7         12          .         17          8          7         13         15          5          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 2,931,095
Positions
   257,411    762,293     21,109  1,342,757    406,324    212,839    442,266    994,698     95,756    218,102    191,407     13,424    327,431    233,245
 
Changes from:       July 1, 2014                                     Total Change is:   -10,103
     1,298    -17,979      8,244     -7,815    -20,154     13,986    -17,379      2,904      7,329    -12,426    -11,117      1,040     -4,380      5,644
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       26.0        0.7       45.8       13.9        7.3       15.1       33.9        3.3        7.4        6.5        0.5       11.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       539
        38         36         22        118         46         61         80        125         64         50         46         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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    89,742
Positions
     3,031     41,576          5     47,329     34,856      2,180     24,311      6,525        962        739        401          0     11,185      3,237
 
Changes from:       July 1, 2014                                     Total Change is:     2,195
        91      2,588          5        869        537        241        -53        251        183          0          0          0        859     -1,610
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       46.3        0.0       52.7       38.8        2.4       27.1        7.3        1.1        0.8        0.4        0.0       12.5        3.6
 
Number of Traders in Each Category                                    Total Traders:        91
         5         12          .         38         10         14         15          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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    72,194
Positions
     4,952     43,054        391     38,002      5,658        709     18,174     11,892        769      1,882      4,569         75      7,239      5,077
 
Changes from:       July 1, 2014                                     Total Change is:       409
      -145      1,900         42      1,690       -262        197       -449       -183       -105     -1,550       -284        -65        794       -832
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       59.6        0.5       52.6        7.8        1.0       25.2       16.5        1.1        2.6        6.3        0.1       10.0        7.0
 
Number of Traders in Each Category                                    Total Traders:       247
        18         25          5         32         16          9         62         51         10         19         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   360,969
Positions
    24,760    215,268      1,955    190,012     28,291      3,545     90,868     59,461      3,847      9,411     22,844        374     36,197     25,384
 
Changes from:       July 1, 2014                                     Total Change is:     2,047
      -725      9,502        212      8,451     -1,310        983     -2,247       -915       -524     -7,748     -1,420       -323      3,968     -4,158
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       59.6        0.5       52.6        7.8        1.0       25.2       16.5        1.1        2.6        6.3        0.1       10.0        7.0
 
Number of Traders in Each Category                                    Total Traders:       247
        18         25          5         32         16          9         62         51         10         19         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   332,445
Positions
    76,614     41,059     11,536    125,526    129,417     18,884     63,283     99,398      6,708      9,422      9,226          0     20,472     16,217
 
Changes from:       July 1, 2014                                     Total Change is:       473
       837        651     -4,086      1,255      1,440      1,218     -1,905        341        128        270       -582       -186      2,942      1,549
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       12.4        3.5       37.8       38.9        5.7       19.0       29.9        2.0        2.8        2.8        0.0        6.2        4.9
 
Number of Traders in Each Category                                    Total Traders:       252
        18          9          .         58         40         27         43         56         17         13         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    61,196
Positions
     2,651     26,444          0     30,553          0        143     14,245     15,745         15      4,965      1,680          0      8,624     17,169
 
Changes from:       July 1, 2014                                     Total Change is:     3,271
       262         87          0       -440          0         94      3,799      1,666          0        346        400          0       -790      1,024
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       43.2        0.0       49.9        0.0        0.2       23.3       25.7        0.0        8.1        2.7        0.0       14.1       28.1
 
Number of Traders in Each Category                                    Total Traders:        66
         6          8          0         20          0          .         13          9          .          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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    92,441
Positions
    27,600      7,848      2,397     12,954      1,049        784     30,211      5,242      1,501      4,857      1,843         49     12,088     71,728
 
Changes from:       July 1, 2014                                     Total Change is:     3,851
     1,481      1,126         54     -1,096          0        -32      2,225        993       -505        460       -540         49      1,215      2,706
 
Percent of Open Interest Represented by Each Category of Trader
      29.9        8.5        2.6       14.0        1.1        0.8       32.7        5.7        1.6        5.3        2.0        0.1       13.1       77.6
 
Number of Traders in Each Category                                    Total Traders:        81
        16          7          .          9          .          .         26         10          6         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   107,943
Positions
     5,953     71,920        815     62,622     17,755      5,109     21,992      4,919      4,004      2,438        541          0      5,010      2,880
 
Changes from:       July 1, 2014                                     Total Change is:    -2,298
      -344        159          0       -148       -613         24     -1,210        -77     -1,022        100          0          0        302       -769
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       66.6        0.8       58.0       16.4        4.7       20.4        4.6        3.7        2.3        0.5        0.0        4.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        93
         7         11          .         33         15         14         18          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   322,246
Positions
    25,913    176,476      2,254    103,388     46,323     48,423     95,000     36,285      1,930     23,828      5,494        595     20,915      4,466
 
Changes from:       July 1, 2014                                     Total Change is:    -4,831
       144      5,457        175        371     -7,160      3,782       -603      2,177         13      1,081       -203        -20     -9,774     -9,052
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       54.8        0.7       32.1       14.4       15.0       29.5       11.3        0.6        7.4        1.7        0.2        6.5        1.4
 
Number of Traders in Each Category                                    Total Traders:       209
        19         21          6         56         22         26         37         17          8         30          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   716,920
Positions
     9,742     84,954      5,774    276,035    180,544    119,838    102,090    102,005     14,331     28,834     33,851      1,481    158,795    174,142
 
Changes from:       July 1, 2014                                     Total Change is:   -19,373
     4,447    -17,909     -2,840    -12,880     -2,563     -2,908    -11,164      3,999     -2,118        275     -2,806      1,378      6,437      6,394
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       11.8        0.8       38.5       25.2       16.7       14.2       14.2        2.0        4.0        4.7        0.2       22.1       24.3
 
Number of Traders in Each Category                                    Total Traders:       167
         6         16          .         33         39         39         30         22         14         12          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   489,731
Positions
    24,721     70,450        937    246,491     46,003     75,248     20,210    180,294      6,664      7,919     11,976        599    106,942     97,560
 
Changes from:       July 1, 2014                                     Total Change is:     4,054
    -1,257     -8,549        -77      3,640      4,184     -1,268     -1,769         51        218     -1,939      3,301        539      5,967      5,655
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       14.4        0.2       50.3        9.4       15.4        4.1       36.8        1.4        1.6        2.4        0.1       21.8       19.9
 
Number of Traders in Each Category                                    Total Traders:        81
         .         11          .         32         10         22          5         13          8          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 1,099,416
Positions
    47,890    141,678      1,432    204,130    373,189     81,523    559,886    180,227     31,005     53,482    118,909     25,714     94,354    145,739
 
Changes from:       July 1, 2014                                     Total Change is:     1,263
     5,835      2,581     -4,090      2,623     -1,185      3,291    -17,323        998     -2,769     15,188     -9,753      2,596     -4,088      9,594
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       12.9        0.1       18.6       33.9        7.4       50.9       16.4        2.8        4.9       10.8        2.3        8.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       244
        11         28          5         35         50         34         48         27         23         16         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 2,686,230
Positions
   103,766    191,198     35,176    908,368  1,083,926    228,899    730,676    377,476     63,634    298,278    168,664     46,020    271,413    491,237
 
Changes from:       July 1, 2014                                     Total Change is:    82,862
    19,203     31,624      6,663     26,938     -3,151     11,795     25,294      2,734      4,197    -10,551     -3,128     13,656    -14,333     18,472
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        7.1        1.3       33.8       40.4        8.5       27.2       14.1        2.4       11.1        6.3        1.7       10.1       18.3
 
Number of Traders in Each Category                                    Total Traders:       391
        16         44         10         36         88         61         60         71         49         22         54         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 2,088,816
Positions
   174,646    134,904     18,058    675,804    856,191    248,936    565,568    246,317     27,022    118,817    169,748     24,684    235,281    362,956
 
Changes from:       July 1, 2014                                     Total Change is:    32,761
     1,614     16,578      3,478    -28,852     32,481      1,915     54,918     10,406    -33,807     17,520     -4,247      3,569     12,406      2,388
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        6.5        0.9       32.4       41.0       11.9       27.1       11.8        1.3        5.7        8.1        1.2       11.3       17.4
 
Number of Traders in Each Category                                    Total Traders:       285
        14         30          8         31         59         46         50         52         28         17         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   415,535
Positions
   180,372     98,858     83,456          0      7,839      8,057     31,361     81,024     55,945      5,678     10,875     23,723     26,943     45,758
 
Changes from:       July 1, 2014                                     Total Change is:     3,736
     1,166        895      4,271          0       -254        -13       -222      1,575     -3,191      1,653      1,649        398       -326     -1,594
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       23.8       20.1        0.0        1.9        1.9        7.5       19.5       13.5        1.4        2.6        5.7        6.5       11.0
 
Number of Traders in Each Category                                    Total Traders:        84
        15         23         31          0          4          .         14         15         16          4          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,096,904
Positions
 2,479,396  2,286,444  2,136,849  2,668,899    835,957    222,641    952,296  2,232,596  2,156,676    359,978    702,582    356,891    763,278  1,166,268
 
Changes from:       July 1, 2014                                     Total Change is:   298,803
    60,836     14,951     44,025    142,029     12,131    -15,259    112,771    148,192    -28,535    -64,625     63,780     59,425    -11,864         93
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       18.9       17.7       22.1        6.9        1.8        7.9       18.5       17.8        3.0        5.8        3.0        6.3        9.6
 
Number of Traders in Each Category                                    Total Traders:       311
        29         56         74         11         27         23         34         88         95         13         38         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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    52,063
Positions
    31,971      1,532          0      7,000     15,219      4,863      7,801     20,686        315          0      9,273          0        113        175
 
Changes from:       July 1, 2014                                     Total Change is:       479
       347         84          0          0        161          0        126        225        -16          0          0          0         22         25
 
Percent of Open Interest Represented by Each Category of Trader
      61.4        2.9        0.0       13.4       29.2        9.3       15.0       39.7        0.6        0.0       17.8        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        45
         7          6          0          4          8          .          5          9          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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    33,792
Positions
    26,860        555         40          0     11,304      1,445      3,826      6,449      1,200        343     12,617          0         78        182
 
Changes from:       July 1, 2014                                     Total Change is:       377
       497         54         40          0         71          0       -153        154        -23         38         71          0        -22         10
 
Percent of Open Interest Represented by Each Category of Trader
      79.5        1.6        0.1        0.0       33.5        4.3       11.3       19.1        3.6        1.0       37.3        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        45
         6          4          .          0         14          .          4          8          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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    54,011
Positions
    10,574     28,477        678      6,836      1,463        141     13,794     17,995      2,482     11,712        611          0      7,794      2,164
 
Changes from:       July 1, 2014                                     Total Change is:    -4,264
         0       -309          0       -154        -31          0     -3,804     -3,684        374       -219       -545          0       -461        -69
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       52.7        1.3       12.7        2.7        0.3       25.5       33.3        4.6       21.7        1.1        0.0       14.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       137
         6          .          .         13          4          .         26         23         11         56          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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   457,197
Positions
   104,640     22,021     42,936     48,533     29,528     25,420     88,100    187,222     70,134     12,131     12,800     33,591     31,712     33,545
 
Changes from:       July 1, 2014                                     Total Change is:     7,361
     3,227      1,864       -517     -1,814      1,062     -1,181      2,464        -51      3,446        202      1,130       -190      1,724      1,798
 
Percent of Open Interest Represented by Each Category of Trader
      22.9        4.8        9.4       10.6        6.5        5.6       19.3       40.9       15.3        2.7        2.8        7.3        6.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       211
        27          8         20          7         17         12         44         55         50         22         21         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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    14,949
Positions
       960      2,900          0      7,338          0        255      6,005     11,132        307         29        350          0         55          5
 
Changes from:       July 1, 2014                                     Total Change is:      -121
       -26          0          0        190          0          7         56       -146       -331          0        350          0        -17         -1
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       19.4        0.0       49.1        0.0        1.7       40.2       74.5        2.1        0.2        2.3        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        25
         4          .          0          7          0          .          9          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated July 11, 2014