`Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   123,589
Positions
    23,047     15,276        353     13,679      8,552        213     32,506     60,770      6,442     17,797      2,721        492     29,060     28,770
 
Changes from:       April 22, 2014                                   Total Change is:     4,882
      -447      2,885       -143       -463        745         37      1,939     -1,318      1,535        581        218        382      1,461        541
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       12.4        0.3       11.1        6.9        0.2       26.3       49.2        5.2       14.4        2.2        0.4       23.5       23.3
 
Number of Traders in Each Category                                    Total Traders:        83
         7          7          4          4          6          .         19         21         12         13          6          5
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,424
Positions
     6,343     16,457        176        900      2,013          0     21,359     15,347        794        613      1,174          0     17,239     11,463
 
Changes from:       April 22, 2014                                   Total Change is:       536
      -239        451         61          0          0          0        240        380        451          0         80          0         23       -887
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       34.7        0.4        1.9        4.2        0.0       45.0       32.4        1.7        1.3        2.5        0.0       36.4       24.2
 
Number of Traders in Each Category                                    Total Traders:        46
         5          6          .          .          .          0         15         13          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 29, 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   236,030
Positions
     7,645    118,040      1,077     22,713     29,777      1,658    156,816     33,623      2,526      2,330     29,146         20     41,245     20,163
 
Changes from:       April 22, 2014                                   Total Change is:    -1,025
       417         17        522        531         94        287     -5,577     -1,081        173        974       -880         20      1,628       -177
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       50.0        0.5        9.6       12.6        0.7       66.4       14.2        1.1        1.0       12.3        0.0       17.5        8.5
 
Number of Traders in Each Category                                    Total Traders:       117
         5         12          7          9         14          7         46         19          8          4          8          .
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Traders in Financial Futures - Futures Only Positions as of April 29, 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   168,820
Positions
    99,672     15,985      1,237     18,870     18,409      4,191     20,892     76,299      2,988      3,765      4,480      1,212     15,993     44,019
 
Changes from:       April 22, 2014                                   Total Change is:     3,146
     5,676     -1,032        589        513        145        189     -4,344      1,281        -97      1,215     -1,228        -20       -575      3,319
 
Percent of Open Interest Represented by Each Category of Trader
      59.0        9.5        0.7       11.2       10.9        2.5       12.4       45.2        1.8        2.2        2.7        0.7        9.5       26.1
 
Number of Traders in Each Category                                    Total Traders:       113
         9         10          6          7         17          7         15         43         11          4          8          .
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   271,515
Positions
    50,893     29,344      2,782     42,116     82,335      5,934     88,206     48,473      5,707     31,094     31,870        820     43,963     64,250
 
Changes from:       April 22, 2014                                   Total Change is:     5,256
       313      3,052        459        777     -4,674       -150       -303      3,929      1,855      1,783       -661         33        489      1,413
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       10.8        1.0       15.5       30.3        2.2       32.5       17.9        2.1       11.5       11.7        0.3       16.2       23.7
 
Number of Traders in Each Category                                    Total Traders:       204
        17         16         10         14         30         14         32         48         14         18         29          7
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   109,934
Positions
    22,228     44,291        283      5,423      3,746         75     51,973     28,927      2,075      1,850      7,128        323     25,704     23,086
 
Changes from:       April 22, 2014                                   Total Change is:     2,238
     3,729     -3,520       -101        -75         58          0      1,497      5,629        746     -1,555        437          0     -2,003     -1,011
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       40.3        0.3        4.9        3.4        0.1       47.3       26.3        1.9        1.7        6.5        0.3       23.4       21.0
 
Number of Traders in Each Category                                    Total Traders:        80
         6         11          .          4          6          .         25         18          9          .          8          .
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,800
Positions
    17,366     21,035      6,129      1,867          0          0      4,478      3,614      2,209      1,095          0      2,184        472        629
 
Changes from:       April 22, 2014                                   Total Change is:     1,502
       835         29          0         -5          0          0        719      1,404        -12          0          0          0        -35         81
 
Percent of Open Interest Represented by Each Category of Trader
      48.5       58.8       17.1        5.2        0.0        0.0       12.5       10.1        6.2        3.1        0.0        6.1        1.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8          7          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   128,100
Positions
    45,818     36,258         36        228      2,595        136     69,444     81,534      2,001      2,629      3,622          0      7,808      1,918
 
Changes from:       April 22, 2014                                   Total Change is:      -832
       847     -3,378        -68          0        304          2         93      2,904       -189     -1,402       -236          0       -115       -171
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       28.3        0.0        0.2        2.0        0.1       54.2       63.6        1.6        2.1        2.8        0.0        6.1        1.5
 
Number of Traders in Each Category                                    Total Traders:       108
         8          9          .          .          5          .         44         24          9         10          5          0
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    22,059
Positions
     3,457     11,509      3,061        854        209         31     11,473      1,578      2,018        100      3,055          0      1,065        598
 
Changes from:       April 22, 2014                                   Total Change is:     1,104
         0         90          0         22        -16        -22        127        125        951        100          0          0        -74        -24
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       52.2       13.9        3.9        0.9        0.1       52.0        7.2        9.1        0.5       13.8        0.0        4.8        2.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          .          .          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,858
Positions
     1,341     20,984         41      1,468        189          0     21,399      4,761        212        521        888          0      4,876      2,783
 
Changes from:       April 22, 2014                                   Total Change is:    -2,721
       238     -1,830         26       -152          0          0       -432     -1,248        -10     -2,498         16          0        107        325
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       70.3        0.1        4.9        0.6        0.0       71.7       15.9        0.7        1.7        3.0        0.0       16.3        9.3
 
Number of Traders in Each Category                                    Total Traders:        60
         4          9          .          4          .          0         23         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,839
Positions
     3,211      1,589          0        228        100        181      1,714      3,023          0          0          0          0        505        946
 
Changes from:       April 22, 2014                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      55.0       27.2        0.0        3.9        1.7        3.1       29.4       51.8        0.0        0.0        0.0        0.0        8.6       16.2
 
Number of Traders in Each Category                                    Total Traders:        20
         5          .          0          .          .          .          4          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    60,892
Positions
    20,843     37,645        202      6,401      4,385        408     20,829      7,933         74      4,339      1,948          2      7,797      8,297
 
Changes from:       April 22, 2014                                   Total Change is:       899
       390        409        -71       -832         69         79      1,818       -496         42          4        170          0       -531        698
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       61.8        0.3       10.5        7.2        0.7       34.2       13.0        0.1        7.1        3.2        0.0       12.8       13.6
 
Number of Traders in Each Category                                    Total Traders:       109
        18         15          .          8          .          .         29         17          5          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   121,784
Positions
    41,685     75,290        404     12,802      8,770        815     41,657     15,865        147      8,677      3,896          4     15,593     16,593
 
Changes from:       April 22, 2014                                   Total Change is:     1,798
       779        817       -141     -1,663        137        157      3,635       -991         84          8        339          0     -1,061      1,396
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       61.8        0.3       10.5        7.2        0.7       34.2       13.0        0.1        7.1        3.2        0.0       12.8       13.6
 
Number of Traders in Each Category                                    Total Traders:       109
        18         15          .          8          .          .         29         17          5          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   702,673
Positions
    43,209    220,228     16,114    296,518     96,468     49,156    101,578    165,198     29,845     54,689     45,615      4,269    107,296     75,781
 
Changes from:       April 22, 2014                                   Total Change is:    15,923
       931     12,271        863     -3,147       -280      4,724      1,702     -5,765      5,004      2,412      2,065       -253      3,687     -2,706
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       31.3        2.3       42.2       13.7        7.0       14.5       23.5        4.2        7.8        6.5        0.6       15.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       562
        38         38         26        124         51         61         85        118         74         54         54         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   132,228
Positions
     9,304     58,052      1,257     44,935     22,277      1,623     13,268      9,746        523     13,521      5,722          0     47,797     33,028
 
Changes from:       April 22, 2014                                   Total Change is:     4,135
    -1,699      4,800        197     -1,074      1,030         42      4,714     -1,245          6         18         -5          0      1,931       -690
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       43.9        1.0       34.0       16.8        1.2       10.0        7.4        0.4       10.2        4.3        0.0       36.1       25.0
 
Number of Traders in Each Category                                    Total Traders:        84
         5         10          4         15          7          7         21         14         10          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 2,852,227
Positions
   228,751    870,105     15,057  1,265,628    378,667    229,952    501,794    837,504     86,366    213,917    207,543     13,267    297,495    213,766
 
Changes from:       April 22, 2014                                   Total Change is:    58,938
     9,990     34,193      6,492     -9,851     -6,036     22,895        384     -7,154      9,546     11,201      9,578       -497      8,778    -10,079
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       30.5        0.5       44.4       13.3        8.1       17.6       29.4        3.0        7.5        7.3        0.5       10.4        7.5
 
Number of Traders in Each Category                                    Total Traders:       545
        39         36         20        119         48         56         85        115         63         50         53         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    87,449
Positions
     7,819     35,970          5     46,970     37,105      2,992     17,817      4,579      1,038        973      2,585          0      9,835      3,175
 
Changes from:       April 22, 2014                                   Total Change is:      -254
      -655        478          5        471        354        -70        -96       -672       -338        268          0          0        161        -11
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       41.1        0.0       53.7       42.4        3.4       20.4        5.2        1.2        1.1        3.0        0.0       11.2        3.6
 
Number of Traders in Each Category                                    Total Traders:        85
         6         10          .         38         10         14         12          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    69,784
Positions
     6,310     37,320        289     29,016      8,305        843     18,810     15,877        823      2,091      1,792         35     11,566      4,501
 
Changes from:       April 22, 2014                                   Total Change is:     4,000
        23      1,178         55       -582      1,448        208      2,856      1,400          5        422       -123         33        978       -205
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       53.5        0.4       41.6       11.9        1.2       27.0       22.8        1.2        3.0        2.6        0.1       16.6        6.4
 
Number of Traders in Each Category                                    Total Traders:       219
        18         20          4         34         17          9         45         50         17         15         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   348,922
Positions
    31,548    186,600      1,446    145,082     41,523      4,217     94,052     79,383      4,114     10,456      8,959        176     57,831     22,504
 
Changes from:       April 22, 2014                                   Total Change is:    20,001
       117      5,889        276     -2,909      7,241      1,040     14,280      7,001         27      2,112       -613        167      4,891     -1,027
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       53.5        0.4       41.6       11.9        1.2       27.0       22.8        1.2        3.0        2.6        0.1       16.6        6.4
 
Number of Traders in Each Category                                    Total Traders:       219
        18         20          4         34         17          9         45         50         17         15         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   324,889
Positions
    77,075     50,475      7,595    140,658    130,965     16,452     47,970     87,992      6,306      8,151     10,266          0     20,682     14,838
 
Changes from:       April 22, 2014                                   Total Change is:    11,430
     3,780     -2,559        821     -7,763      4,281      5,676      6,135      3,445        291      1,991        866          0        499     -1,391
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       15.5        2.3       43.3       40.3        5.1       14.8       27.1        1.9        2.5        3.2        0.0        6.4        4.6
 
Number of Traders in Each Category                                    Total Traders:       259
        21         16          4         55         40         28         39         57         16         13         18          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    61,062
Positions
     2,398     16,351        119     32,127        216        135     10,733     14,510          0      5,605     20,084          0      9,945      9,647
 
Changes from:       April 22, 2014                                   Total Change is:      -816
      -814        -81          0       -455          0          1        -46        -25          0         96        707          0        402     -1,418
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       26.8        0.2       52.6        0.4        0.2       17.6       23.8        0.0        9.2       32.9        0.0       16.3       15.8
 
Number of Traders in Each Category                                    Total Traders:        70
         5          8          .         22          .          .         12          7          0          7          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   105,592
Positions
    18,985      2,430        689     21,051      1,159         99     31,020      3,907      1,615     20,902      3,766        150     11,081     91,777
 
Changes from:       April 22, 2014                                   Total Change is:     3,588
     2,583        -57       -592      1,371        -15         64        850        745        335        298       -225         88     -1,409      3,245
 
Percent of Open Interest Represented by Each Category of Trader
      18.0        2.3        0.7       19.9        1.1        0.1       29.4        3.7        1.5       19.8        3.6        0.1       10.5       86.9
 
Number of Traders in Each Category                                    Total Traders:        80
        16          5          4          8          .          .         23         12          6         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   106,597
Positions
     5,669     68,258      3,147     61,833     17,507      4,794     19,092      5,470      4,564      1,280        279          0      6,218      2,578
 
Changes from:       April 22, 2014                                   Total Change is:       802
        45       -969        -16        661        261        571       -707      1,206         14          0          0          0        234       -265
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       64.0        3.0       58.0       16.4        4.5       17.9        5.1        4.3        1.2        0.3        0.0        5.8        2.4
 
Number of Traders in Each Category                                    Total Traders:        96
         7          9          .         33         19         15         16          7          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   267,259
Positions
    18,875    100,205      3,969    100,506     60,749     43,608     59,288     40,019      3,170     21,833      9,048        208     15,802      6,283
 
Changes from:       April 22, 2014                                   Total Change is:     2,634
    -2,647      1,344        309      3,914        399       -669      3,963       -376        330     -1,823        902          0       -743        395
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       37.5        1.5       37.6       22.7       16.3       22.2       15.0        1.2        8.2        3.4        0.1        5.9        2.4
 
Number of Traders in Each Category                                    Total Traders:       196
        20         19          7         51         26         26         28         22          9         23          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   734,939
Positions
     3,996     91,383      2,605    295,379    184,012    126,988    111,897    112,286     12,820     14,542     28,470        327    166,385    176,048
 
Changes from:       April 22, 2014                                   Total Change is:    13,915
    -1,346      1,399     -5,119      5,090     26,448     -5,697     20,228       -874       -520      2,007     -2,433       -537       -191      1,248
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       12.4        0.4       40.2       25.0       17.3       15.2       15.3        1.7        2.0        3.9        0.0       22.6       24.0
 
Number of Traders in Each Category                                    Total Traders:       164
         .         18          5         35         35         38         34         24         19          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   482,393
Positions
    21,559     74,989        546    265,936     34,856     74,142     19,109    196,049      1,290      6,947     16,428          0     92,864     84,093
 
Changes from:       April 22, 2014                                   Total Change is:    -6,336
       212     -1,018       -265    -11,225     -1,205      2,716      2,557     -7,385        411        -95     -2,934          0       -647      3,344
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       15.5        0.1       55.1        7.2       15.4        4.0       40.6        0.3        1.4        3.4        0.0       19.3       17.4
 
Number of Traders in Each Category                                    Total Traders:        82
         .          9          .         35         11         21          5         14          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 1,113,788
Positions
    59,365    129,480      6,433    288,886    379,601     71,055    462,370    192,455     50,126     34,690    128,904     31,715    109,148    124,019
 
Changes from:       April 22, 2014                                   Total Change is:    34,645
    16,488      1,273     -4,895      1,402     27,030       -332     18,419     18,627    -10,550      7,816       -407        336      5,961      3,563
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       11.6        0.6       25.9       34.1        6.4       41.5       17.3        4.5        3.1       11.6        2.8        9.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       250
        11         32         10         39         48         35         46         29         28         13         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    79,330
Positions
    18,905     16,390     15,984          0        734        892     15,723     17,324     27,826          0          0          0          0        180
 
Changes from:       April 22, 2014                                   Total Change is:     5,925
       -26      1,505      2,966          0        -21         21        -15     -1,725      3,229          0          0          0       -250        -50
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       20.7       20.1        0.0        0.9        1.1       19.8       21.8       35.1        0.0        0.0        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         9          6          9          0          .          .          4         14          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 2,528,687
Positions
   131,050    160,993     41,458    730,421  1,053,310    218,955    768,787    331,632     67,436    258,550    158,387     35,564    276,466    460,952
 
Changes from:       April 22, 2014                                   Total Change is:    35,143
   -13,552     25,087      2,545     40,532     -8,975     36,629      7,059    -26,788      6,705    -42,892    -16,426      5,428     -7,311     10,938
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        6.4        1.6       28.9       41.7        8.7       30.4       13.1        2.7       10.2        6.3        1.4       10.9       18.2
 
Number of Traders in Each Category                                    Total Traders:       350
        21         37         11         40         76         53         52         62         49         16         46         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 2,097,086
Positions
   162,394    115,387     35,743    817,913    763,074    207,289    498,524    377,680     24,503    129,333    189,111     20,547    200,840    363,752
 
Changes from:       April 22, 2014                                   Total Change is:    74,693
    13,125     -6,929     10,819     58,735     16,291     11,146    -46,612      8,179      2,836     -5,412     10,828     13,930     16,126      7,593
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        5.5        1.7       39.0       36.4        9.9       23.8       18.0        1.2        6.2        9.0        1.0        9.6       17.3
 
Number of Traders in Each Category                                    Total Traders:       270
        16         28          8         28         61         44         34         58         28         12         33          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   358,404
Positions
   149,073    100,760     75,694        682      2,858      5,039     41,969     44,668     46,567        778     16,683      9,829     28,773     56,306
 
Changes from:       April 22, 2014                                   Total Change is:    17,927
       639      8,369        -85        -16       -911        250     14,218      2,909      3,002         13      2,868     -1,477      1,383      3,002
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       28.1       21.1        0.2        0.8        1.4       11.7       12.5       13.0        0.2        4.7        2.7        8.0       15.7
 
Number of Traders in Each Category                                    Total Traders:        82
        15         25         34          .          .          .         10         15         17          .          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 is11,168,071
Positions
 1,800,594  2,363,077  2,148,343  2,802,173    649,886    291,481    731,261  1,522,845  2,078,608    298,835    641,717    274,341    742,435  1,197,773
 
Changes from:       April 22, 2014                                   Total Change is:   147,163
    82,164     84,014     53,354    -16,792    -30,294     14,179     28,954     58,041     -1,017     35,309      8,180    -15,798    -33,190    -23,496
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       21.2       19.2       25.1        5.8        2.6        6.5       13.6       18.6        2.7        5.7        2.5        6.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       289
        29         58         80         11         22         18         38         82         92          9         28         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    51,386
Positions
    39,905      1,002          0      4,990     14,991      4,859      1,205     21,533        379          0      8,458          0         48        164
 
Changes from:       April 22, 2014                                   Total Change is:       -10
     1,092       -156          0          0       -320         15     -1,056        244        -50        -38        235          0         27         22
 
Percent of Open Interest Represented by Each Category of Trader
      77.7        1.9        0.0        9.7       29.2        9.5        2.3       41.9        0.7        0.0       16.5        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        45
         9          5          0          4          9          .          .          9          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    46,689
Positions
    43,946      5,576          0        164     15,683      2,071        215      9,870        246          0     12,842          0         47        401
 
Changes from:       April 22, 2014                                   Total Change is:      -584
      -719      5,092          0          0     -5,959          0          0        -19        160          0         18          0        -25        124
 
Percent of Open Interest Represented by Each Category of Trader
      94.1       11.9        0.0        0.4       33.6        4.4        0.5       21.1        0.5        0.0       27.5        0.0        0.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        36
         6          4          0          .         10          .          .          8          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    52,985
Positions
     9,851      7,696        987      7,907      4,278        185      9,297     34,057      1,950     14,107      1,485          0      8,701      2,347
 
Changes from:       April 22, 2014                                   Total Change is:     2,725
         0        -51          0        245       -189        -38        -43      2,724        183      2,464         99          0        -86         -3
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       14.5        1.9       14.9        8.1        0.3       17.5       64.3        3.7       26.6        2.8        0.0       16.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       146
         6          .          .         10          5          .         21         29          8         70          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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   365,215
Positions
    84,172     31,153     34,336     47,694     21,125     27,205     60,954    136,976     46,960     13,739     11,885     28,171     21,984     27,404
 
Changes from:       April 22, 2014                                   Total Change is:     3,085
     9,603       -914      4,241      5,093        713     -1,254     -3,110     15,806     -6,669      2,624        122     -8,951      1,508         -9
 
Percent of Open Interest Represented by Each Category of Trader
      23.0        8.5        9.4       13.1        5.8        7.4       16.7       37.5       12.9        3.8        3.3        7.7        6.0        7.5
 
Number of Traders in Each Category                                    Total Traders:       192
        19         11         22         10         11         11         41         55         56         17         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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    16,408
Positions
       779      4,650          0      6,858        102        344      6,004     10,374        756      1,612        165          0         55         17
 
Changes from:       April 22, 2014                                   Total Change is:       -71
        -4          0          0        231       -400         -3      2,967        336          0     -3,284         -4          0         22          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       28.3        0.0       41.8        0.6        2.1       36.6       63.2        4.6        9.8        1.0        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          5          .          .          6          .          .          .          .          0
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Updated May 2, 2014