```
Traders in Financial Futures - Futures Only Positions as of July 15, 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   129,787
Positions
    14,739     48,192        325     14,025      2,061      3,003     44,633     42,955      4,226     14,613      3,205         53     34,170     25,767
 
Changes from:       July 8, 2014                                     Total Change is:     1,232
       605      4,795        -42          5        -91         92      1,565     -2,960       -140        515     -1,054          0     -1,368        632
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       37.1        0.3       10.8        1.6        2.3       34.4       33.1        3.3       11.3        2.5        0.0       26.3       19.9
 
Number of Traders in Each Category                                    Total Traders:        77
         4          8          .          5          .          .         16         23          8         11          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    35,007
Positions
    12,027        992         23        900      2,189          0      9,194     15,061        685        613          0          0     11,565     16,057
 
Changes from:       July 8, 2014                                     Total Change is:       -46
        27       -778        -54          0          0          0       -252       -925        453          0          0          0       -220      1,258
 
Percent of Open Interest Represented by Each Category of Trader
      34.4        2.8        0.1        2.6        6.3        0.0       26.3       43.0        2.0        1.8        0.0        0.0       33.0       45.9
 
Number of Traders in Each Category                                    Total Traders:        36
         4          .          .          .          .          0         11         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   255,115
Positions
     9,926    109,054        861     28,193     30,250      1,713    166,733     52,798      2,426      1,840     36,111        447     42,976     21,455
 
Changes from:       July 8, 2014                                     Total Change is:       327
     1,396        217       -785         47         22          0       -724      2,149        -38       -619     -1,437        199        851          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       42.7        0.3       11.1       11.9        0.7       65.4       20.7        1.0        0.7       14.2        0.2       16.8        8.4
 
Number of Traders in Each Category                                    Total Traders:       115
         .         11          6         11         13          4         45         20          7          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   155,127
Positions
    84,732     27,713        321     32,470     17,046        162     13,647     68,318      2,020      3,364      2,148         16     18,395     37,383
 
Changes from:       July 8, 2014                                     Total Change is:    -2,583
       570      5,122         77        704       -290        138     -2,453     -6,243       -333        478        277         16     -1,780     -1,347
 
Percent of Open Interest Represented by Each Category of Trader
      54.6       17.9        0.2       20.9       11.0        0.1        8.8       44.0        1.3        2.2        1.4        0.0       11.9       24.1
 
Number of Traders in Each Category                                    Total Traders:       102
         6         12          6          8         14          4         11         42          8          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   310,661
Positions
   134,432     15,670      1,771     47,600     75,119      6,526     52,941    102,424      5,653     27,763     28,960        836     33,139     73,702
 
Changes from:       July 8, 2014                                     Total Change is:    16,280
     3,031       -929       -573       -104      3,320        118     13,039     11,413       -174        950        194         46        -53      2,865
 
Percent of Open Interest Represented by Each Category of Trader
      43.3        5.0        0.6       15.3       24.2        2.1       17.0       33.0        1.8        8.9        9.3        0.3       10.7       23.7
 
Number of Traders in Each Category                                    Total Traders:       191
        21          8          7         14         29         16         22         51         14         22         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   105,209
Positions
     1,428     40,282        431      2,688      3,361        736     69,942     25,978      1,020        135      8,579      1,416     27,413     23,406
 
Changes from:       July 8, 2014                                     Total Change is:     3,349
      -287      1,616        229         12        105          0      4,147        861        332         17       -718        287     -1,388        637
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       38.3        0.4        2.6        3.2        0.7       66.5       24.7        1.0        0.1        8.2        1.3       26.1       22.2
 
Number of Traders in Each Category                                    Total Traders:        81
         .         13          4          .          7          .         23         21          4          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,578
Positions
    16,681     27,140      3,713      2,906          0          0      6,406        503      2,012      1,386          0      1,802        672        408
 
Changes from:       July 8, 2014                                     Total Change is:       866
        23        474          0        404          0          0        437        352          1          0          0          0          1         39
 
Percent of Open Interest Represented by Each Category of Trader
      46.9       76.3       10.4        8.2        0.0        0.0       18.0        1.4        5.7        3.9        0.0        5.1        1.9        1.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          9          7          .          0          0          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   131,108
Positions
    30,511     79,367        268      5,546      1,319          0     83,799     42,970        436      3,175      4,180          0      7,373      2,568
 
Changes from:       July 8, 2014                                     Total Change is:     4,877
       -49        745         -6         21          0          0      4,114      3,611         50        462         78          0        285        399
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       60.5        0.2        4.2        1.0        0.0       63.9       32.8        0.3        2.4        3.2        0.0        5.6        2.0
 
Number of Traders in Each Category                                    Total Traders:       123
         8         14          .          6          .          0         45         25          4         12          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    35,431
Positions
     3,345     15,751      6,030      1,662        201         95     19,797      6,615        133        375      3,275      2,750      1,244        581
 
Changes from:       July 8, 2014                                     Total Change is:      -320
         0         88          0         11          0          0       -243       -280         -8          0          0          0        -80       -120
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       44.5       17.0        4.7        0.6        0.3       55.9       18.7        0.4        1.1        9.2        7.8        3.5        1.6
 
Number of Traders in Each Category                                    Total Traders:        26
         .          8          .          .          .          .          5          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    32,879
Positions
       762     11,352          0      1,860        509          0     25,571     12,609        200        517      4,061          0      3,969      4,148
 
Changes from:       July 8, 2014                                     Total Change is:    -3,244
       126        249          0        -57          0          0        -66       -351     -3,000         -2       -527          0       -245        385
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       34.5        0.0        5.7        1.5        0.0       77.8       38.3        0.6        1.6       12.4        0.0       12.1       12.6
 
Number of Traders in Each Category                                    Total Traders:        69
         .         10          0          5          .          0         27         11          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    62,186
Positions
    17,610     33,320        180      6,832      4,618        256     24,811     12,518          3      4,091      4,183          0      8,405      7,111
 
Changes from:       July 8, 2014                                     Total Change is:     3,698
      -358        496        -11        -28         11        -38      2,883      2,926       -150        335        622          0      1,064       -159
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       53.6        0.3       11.0        7.4        0.4       39.9       20.1        0.0        6.6        6.7        0.0       13.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       115
        20         13          .         10          .          4         32         15          .          9         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   124,372
Positions
    35,220     66,639        359     13,663      9,236        512     49,621     25,035          5      8,182      8,365          0     16,810     14,221
 
Changes from:       July 8, 2014                                     Total Change is:     7,395
      -716        992        -22        -55         22        -75      5,766      5,852       -299        669      1,243          0      2,127       -318
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       53.6        0.3       11.0        7.4        0.4       39.9       20.1        0.0        6.6        6.7        0.0       13.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       115
        20         13          .         10          .          4         32         15          .          9         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   726,972
Positions
    47,237    196,454     26,312    324,395    103,115     50,407     97,219    196,878     24,992     52,750     49,315      3,766     99,896     75,733
 
Changes from:       July 8, 2014                                     Total Change is:      -124
   -10,144      3,873      6,490       -515       -342      3,978      5,500     -6,298     -1,811       -215      1,308      1,079     -4,486     -8,401
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       27.0        3.6       44.6       14.2        6.9       13.4       27.1        3.4        7.3        6.8        0.5       13.7       10.4
 
Number of Traders in Each Category                                    Total Traders:       569
        34         44         29        123         52         67         86        124         71         62         44         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   139,389
Positions
    19,004     55,240      3,633     58,673     25,028      1,763      5,109     11,050        844      9,455     12,362          8     40,900     29,461
 
Changes from:       July 8, 2014                                     Total Change is:    -1,488
      -433      1,580      1,571        238        759        -22     -5,283       -314        319        109      2,635          8      2,005     -8,024
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       39.6        2.6       42.1       18.0        1.3        3.7        7.9        0.6        6.8        8.9        0.0       29.3       21.1
 
Number of Traders in Each Category                                    Total Traders:        88
         6         14          .         17          8          7         14         15          5          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 2,937,915
Positions
   225,784    790,689     28,774  1,341,807    403,634    230,023    470,996    939,589    110,291    221,570    189,861     13,692    294,978    231,362
 
Changes from:       July 8, 2014                                     Total Change is:     6,820
   -31,627     28,396      7,665       -950     -2,690     17,184     28,730    -55,109     14,535      3,468     -1,546        268    -32,453     -1,883
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       26.9        1.0       45.7       13.7        7.8       16.0       32.0        3.8        7.5        6.5        0.5       10.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       550
        33         44         22        117         48         63         86        121         64         58         43         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    91,397
Positions
     2,707     41,545         39     49,875     35,259      2,069     25,264      7,666        787        742        740          0      9,914      3,292
 
Changes from:       July 8, 2014                                     Total Change is:     1,655
      -324        -31         34      2,546        403       -111        953      1,141       -175          3        339          0     -1,271         55
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       45.5        0.0       54.6       38.6        2.3       27.6        8.4        0.9        0.8        0.8        0.0       10.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        94
         4         13          .         38         10         14         15         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    71,645
Positions
     5,113     42,395        372     38,702      5,267        672     17,577     12,161        959      2,015      4,439         66      6,168      5,313
 
Changes from:       July 8, 2014                                     Total Change is:      -549
       161       -659        -19        700       -391        -37       -596        269        190        133       -130         -8     -1,071        237
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       59.2        0.5       54.0        7.4        0.9       24.5       17.0        1.3        2.8        6.2        0.1        8.6        7.4
 
Number of Traders in Each Category                                    Total Traders:       251
        19         26          5         33         15         11         59         53         10         22         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   358,224
Positions
    25,563    211,973      1,860    193,512     26,336      3,358     87,887     60,807      4,796     10,076     22,195        332     30,840     26,567
 
Changes from:       July 8, 2014                                     Total Change is:    -2,745
       803     -3,295        -95      3,500     -1,955       -187     -2,981      1,346        949        665       -649        -42     -5,357      1,183
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       59.2        0.5       54.0        7.4        0.9       24.5       17.0        1.3        2.8        6.2        0.1        8.6        7.4
 
Number of Traders in Each Category                                    Total Traders:       251
        19         26          5         33         15         11         59         53         10         22         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   342,467
Positions
    79,773     38,845     14,690    130,904    135,862     18,996     61,287    100,333      6,851      9,598      9,120         41     20,327     17,729
 
Changes from:       July 8, 2014                                     Total Change is:    10,022
     3,159     -2,214      3,154      5,378      6,445        112     -1,996        935        143        176       -106         41       -145      1,512
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       11.3        4.3       38.2       39.7        5.5       17.9       29.3        2.0        2.8        2.7        0.0        5.9        5.2
 
Number of Traders in Each Category                                    Total Traders:       257
        21          7          .         57         42         27         43         57         17         12         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    61,457
Positions
     2,383     26,519          0     32,386          0        156     12,727     17,077         21      5,004      1,754          0      8,780     15,930
 
Changes from:       July 8, 2014                                     Total Change is:       261
      -268         75          0      1,833          0         13     -1,518      1,332          6         39         74          0        156     -1,239
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       43.2        0.0       52.7        0.0        0.3       20.7       27.8        0.0        8.1        2.9        0.0       14.3       25.9
 
Number of Traders in Each Category                                    Total Traders:        67
         6          8          0         22          0          .         12          9          .          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    91,998
Positions
    27,873      7,714      2,574     12,656      1,085        955     32,248      5,151      1,302      4,505      1,650         49      9,836     71,518
 
Changes from:       July 8, 2014                                     Total Change is:      -443
       273       -134        177       -298         36        171      2,037        -91       -199       -352       -193          0     -2,252       -210
 
Percent of Open Interest Represented by Each Category of Trader
      30.3        8.4        2.8       13.8        1.2        1.0       35.1        5.6        1.4        4.9        1.8        0.1       10.7       77.7
 
Number of Traders in Each Category                                    Total Traders:        79
        15          7          4          8          .          .         25         10          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   109,050
Positions
     5,831     71,177        951     62,669     19,618      5,206     22,469      4,964      3,763      2,632        541          0      5,529      2,830
 
Changes from:       July 8, 2014                                     Total Change is:     1,107
      -122       -743        136         47      1,863         97        477         45       -241        194          0          0        519        -50
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       65.3        0.9       57.5       18.0        4.8       20.6        4.6        3.5        2.4        0.5        0.0        5.1        2.6
 
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 15, 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   333,544
Positions
    27,833    180,964      2,023    108,083     38,113     57,725     95,183     41,381      1,935     22,986      5,146      1,585     16,191      4,672
 
Changes from:       July 8, 2014                                     Total Change is:    11,298
     1,920      4,488       -231      4,695     -8,210      9,302        183      5,096          5       -842       -348        990     -4,724        206
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       54.3        0.6       32.4       11.4       17.3       28.5       12.4        0.6        6.9        1.5        0.5        4.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       219
        21         22          5         57         24         27         36         21          8         31          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   749,043
Positions
     4,340     93,631      6,500    304,967    173,238    119,926    105,735    140,757     16,584     32,160     33,963         30    158,801    164,414
 
Changes from:       July 8, 2014                                     Total Change is:    32,123
    -5,402      8,677        726     28,932     -7,306         88      3,645     38,752      2,253      3,326        112     -1,451          6     -9,728
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       12.5        0.9       40.7       23.1       16.0       14.1       18.8        2.2        4.3        4.5        0.0       21.2       21.9
 
Number of Traders in Each Category                                    Total Traders:       174
         4         16          .         33         42         40         33         23         14         13         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   491,937
Positions
    24,573     77,014        649    251,042     48,515     73,478     21,000    178,240      6,412      7,594     13,247         60    107,129     94,322
 
Changes from:       July 8, 2014                                     Total Change is:     2,206
      -148      6,564       -288      4,551      2,512     -1,770        790     -2,054       -252       -325      1,271       -539        187     -3,238
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.7        0.1       51.0        9.9       14.9        4.3       36.2        1.3        1.5        2.7        0.0       21.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        82
         .         10          .         32         10         22          5         15         10          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 1,151,056
Positions
    54,016    144,151      3,779    211,356    385,320     81,087    586,846    197,273     32,904     62,525    135,427     26,029     92,514    145,086
 
Changes from:       July 8, 2014                                     Total Change is:    51,640
     6,126      2,473      2,347      7,226     12,131       -436     26,960     17,046      1,899      9,043     16,518        315     -1,840       -653
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       12.5        0.3       18.4       33.5        7.0       51.0       17.1        2.9        5.4       11.8        2.3        8.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       256
        14         32          7         38         50         33         45         29         25         15         33          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 2,625,979
Positions
   102,067    166,476     35,567    884,190  1,031,280    240,482    681,508    388,956     70,768    312,514    187,778     29,217    269,666    475,455
 
Changes from:       July 8, 2014                                     Total Change is:   -60,251
    -1,699    -24,722        391    -24,178    -52,646     11,583    -49,168     11,480      7,134     14,236     19,114    -16,803     -1,747    -15,782
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        6.3        1.4       33.7       39.3        9.2       26.0       14.8        2.7       11.9        7.2        1.1       10.3       18.1
 
Number of Traders in Each Category                                    Total Traders:       396
        22         45         11         36         84         59         58         71         54         22         58         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 2,151,041
Positions
   183,816    119,195     19,539    692,446    862,589    237,725    579,865    263,882     53,502    115,301    202,424     22,125    246,722    370,060
 
Changes from:       July 8, 2014                                     Total Change is:    62,225
     9,170    -15,709      1,481     16,642      6,398    -11,211     14,297     17,565     26,480     -3,516     32,676     -2,559     11,441      7,104
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        5.5        0.9       32.2       40.1       11.1       27.0       12.3        2.5        5.4        9.4        1.0       11.5       17.2
 
Number of Traders in Each Category                                    Total Traders:       295
        14         27          9         30         64         48         51         57         29         18         34         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   444,459
Positions
   195,537    107,730     88,581          0      9,944      6,751     19,665     74,022     67,162      7,623     11,672     26,064     33,076     52,533
 
Changes from:       July 8, 2014                                     Total Change is:    28,924
    15,165      8,872      5,125          0      2,105     -1,306    -11,696     -7,002     11,217      1,945        797      2,341      6,133      6,775
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       24.2       19.9        0.0        2.2        1.5        4.4       16.7       15.1        1.7        2.6        5.9        7.4       11.8
 
Number of Traders in Each Category                                    Total Traders:        87
        14         24         30          0          4          .         11         19         17          5          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,939,736
Positions
 2,171,665  2,380,978  2,190,194  2,776,914    864,950    235,819    982,211  2,098,701  2,069,691    361,893    548,018    369,066    782,283  1,182,319
 
Changes from:       July 8, 2014                                     Total Change is:  -157,168
  -307,731     94,534     53,345    108,015     28,993     13,178     29,915   -133,895    -86,985      1,915   -154,564     12,175     19,005     16,051
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       19.9       18.3       23.3        7.2        2.0        8.2       17.6       17.3        3.0        4.6        3.1        6.6        9.9
 
Number of Traders in Each Category                                    Total Traders:       311
        25         64         79         11         27         22         31         90         92         13         36         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    52,301
Positions
    31,935      1,522          0      7,056     14,728      4,863      7,953     21,396        312         94      9,330          0         88        150
 
Changes from:       July 8, 2014                                     Total Change is:       238
       -36        -10          0         56       -491          0        152        710         -3         94         57          0        -25        -25
 
Percent of Open Interest Represented by Each Category of Trader
      61.1        2.9        0.0       13.5       28.2        9.3       15.2       40.9        0.6        0.2       17.8        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          6          0          4          8          .          5          9          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    33,282
Positions
    25,132        296          0          0     11,503      1,445      5,035      6,541      1,265        322     12,065          0         83        167
 
Changes from:       July 8, 2014                                     Total Change is:      -510
    -1,728       -259        -40          0        199          0      1,209         92         65        -21       -552          0          5        -15
 
Percent of Open Interest Represented by Each Category of Trader
      75.5        0.9        0.0        0.0       34.6        4.3       15.1       19.7        3.8        1.0       36.3        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        44
         8          .          0          0         14          .          4          6          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    53,919
Positions
    10,937     28,474        678      7,165      1,190        132     12,696     18,463      2,295     11,558        577          0      8,458      2,110
 
Changes from:       July 8, 2014                                     Total Change is:       -92
       363         -3          0        329       -273         -9     -1,098        468       -187       -154        -34          0        664        -54
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       52.8        1.3       13.3        2.2        0.2       23.5       34.2        4.3       21.4        1.1        0.0       15.7        3.9
 
Number of Traders in Each Category                                    Total Traders:       137
         7          .          .         13          4          .         30         19         10         55          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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   435,001
Positions
   103,979     28,088     43,356     41,792     29,049     25,734     79,750    163,173     65,839     10,426     15,086     36,935     27,190     27,741
 
Changes from:       July 8, 2014                                     Total Change is:   -22,196
      -661      6,067        420     -6,741       -479        314     -8,350    -24,049     -4,295     -1,705      2,286      3,344     -4,522     -5,804
 
Percent of Open Interest Represented by Each Category of Trader
      23.9        6.5       10.0        9.6        6.7        5.9       18.3       37.5       15.1        2.4        3.5        8.5        6.3        6.4
 
Number of Traders in Each Category                                    Total Traders:       217
        23         13         22          7         18         11         44         60         55         21         19         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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    13,759
Positions
       680      2,900          0      5,826          0        186      6,656     10,011        307         29        350          0         75          5
 
Changes from:       July 8, 2014                                     Total Change is:    -1,190
      -280          0          0     -1,512          0        -69        651     -1,121          0          0          0          0         20          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       21.1        0.0       42.3        0.0        1.4       48.4       72.8        2.2        0.2        2.5        0.0        0.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         4          .          0          6          0          .          9          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated July 18, 2014