`Traders in Financial Futures - Futures Only Positions as of March 25, 2014                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   133,246
Positions
    29,163      3,838        572     14,509      8,756        225     43,634     71,904      6,301     16,336      2,380        147     22,359     39,123
 
Changes from:       March 18, 2014                                   Total Change is:   -53,536
   -45,225    -12,852     -3,305         26        632         33     24,005    -16,765    -22,909       -305     -2,746       -322     -5,534      4,698
 
Percent of Open Interest Represented by Each Category of Trader
      21.9        2.9        0.4       10.9        6.6        0.2       32.7       54.0        4.7       12.3        1.8        0.1       16.8       29.4
 
Number of Traders in Each Category                                    Total Traders:        87
        11          5          5          .          8          .         21         22         11         11          6          4
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Traders in Financial Futures - Futures Only Positions as of March 25, 2014                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,353
Positions
       660     16,703         82        934      1,965          0     24,405     15,594        491        632        532          0     20,149     11,986
 
Changes from:       March 18, 2014                                   Total Change is:    -2,038
      -153     -3,238        -71          0          0          0       -274          8        164          0        532          0     -1,704        567
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       35.3        0.2        2.0        4.1        0.0       51.5       32.9        1.0        1.3        1.1        0.0       42.6       25.3
 
Number of Traders in Each Category                                    Total Traders:        40
         .          7          .          .          .          0         13         12          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of March 25, 2014                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   202,115
Positions
     9,965     94,041      1,236     23,568     28,315      1,971    130,224     26,035      2,748      1,993     30,050         13     30,397     17,706
 
Changes from:       March 18, 2014                                   Total Change is:    -6,846
     2,546     -6,449      1,157       -359        231         35     -4,254     -2,549       -388     -2,305      3,239       -604     -2,674     -1,518
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       46.5        0.6       11.7       14.0        1.0       64.4       12.9        1.4        1.0       14.9        0.0       15.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       107
         7          9          .         10         14          7         37         19          8          4          7          .
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Traders in Financial Futures - Futures Only Positions as of March 25, 2014                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   158,280
Positions
    93,589      9,721         81     19,806     19,334      4,299     22,065     75,868      2,325      2,758      5,277          1     13,356     41,374
 
Changes from:       March 18, 2014                                   Total Change is:     1,358
    13,756     -1,263       -189       -474      1,197       -256     -4,456        499         64       -684        223          0     -6,403      1,083
 
Percent of Open Interest Represented by Each Category of Trader
      59.1        6.1        0.1       12.5       12.2        2.7       13.9       47.9        1.5        1.7        3.3        0.0        8.4       26.1
 
Number of Traders in Each Category                                    Total Traders:       111
         7         10          4          7         17          7         20         40         10          .          7          .
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Traders in Financial Futures - Futures Only Positions as of March 25, 2014                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   262,179
Positions
    42,530     26,612      1,647     42,337     92,523      5,851     95,313     35,310      3,734     23,186     32,320      1,049     46,532     63,133
 
Changes from:       March 18, 2014                                   Total Change is:    -2,264
     7,641     -5,264        511        240        264        -68     -8,373      1,911        228      1,076      1,620         71     -3,590     -1,537
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       10.2        0.6       16.1       35.3        2.2       36.4       13.5        1.4        8.8       12.3        0.4       17.7       24.1
 
Number of Traders in Each Category                                    Total Traders:       179
        12         17          8         15         29         15         32         36         12         14         24          9
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Traders in Financial Futures - Futures Only Positions as of March 25, 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    84,232
Positions
    25,149      9,343         19      6,242      4,333        100     25,739     35,731        826      4,332      6,547        147     21,678     27,186
 
Changes from:       March 18, 2014                                   Total Change is:     2,495
    -4,592      4,041         19      1,154       -434         25      4,291     -1,360        141         68       -664        141      1,248        586
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       11.1        0.0        7.4        5.1        0.1       30.6       42.4        1.0        5.1        7.8        0.2       25.7       32.3
 
Number of Traders in Each Category                                    Total Traders:        72
         5         10          .          4          7          .         16         21          6          .          7          .
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Traders in Financial Futures - Futures Only Positions as of March 25, 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   115,858
Positions
    44,478     32,664          0     39,816      2,007        155     21,740     73,759        153      3,167      3,543          0      6,349      3,577
 
Changes from:       March 18, 2014                                   Total Change is:     4,801
       148         88          0        615        301        -15      3,132      5,408        -28        384       -952          0        565         -1
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       28.2        0.0       34.4        1.7        0.1       18.8       63.7        0.1        2.7        3.1        0.0        5.5        3.1
 
Number of Traders in Each Category                                    Total Traders:        92
         4          9          0          .          4          .         24         30          .         14          4          0
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Traders in Financial Futures - Futures Only Positions as of March 25, 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    24,298
Positions
     4,403     12,732      3,060          0        394          0     13,372      3,718        369      2,000      3,055          0      1,094        970
 
Changes from:       March 18, 2014                                   Total Change is:     4,881
       -44      5,157          0          0       -152          0      4,625        645       -786      1,000          0          0         86         17
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       52.4       12.6        0.0        1.6        0.0       55.0       15.3        1.5        8.2       12.6        0.0        4.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          7          .          0          .          0          4          6          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of March 25, 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    32,748
Positions
       884     20,030          0      1,327        189          0     24,745      9,025        266        521        878          0      5,005      2,360
 
Changes from:       March 18, 2014                                   Total Change is:     1,285
       -92      2,198          0        470          0          0      1,411       -917         62       -200        202          0       -366       -260
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       61.2        0.0        4.1        0.6        0.0       75.6       27.6        0.8        1.6        2.7        0.0       15.3        7.2
 
Number of Traders in Each Category                                    Total Traders:        56
         .          9          0          4          .          0         23         10          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of March 25, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,777
Positions
    20,346     42,690         25      6,995      4,467        214     22,649      7,085          6      4,707      1,793          3      8,834      7,496
 
Changes from:       March 18, 2014                                   Total Change is:   -28,119
    -2,116     -7,242    -16,666     -1,457         45        -61     -2,610      1,016     -4,171       -255        127       -214       -572       -955
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       66.9        0.0       11.0        7.0        0.3       35.5       11.1        0.0        7.4        2.8        0.0       13.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       102
        19         14          .          9          .          4         23         16          .          8         10          .
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Traders in Financial Futures - Futures Only Positions as of March 25, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   127,553
Positions
    40,691     85,380         50     13,990      8,933        427     45,298     14,170         11      9,413      3,586          5     17,668     14,991
 
Changes from:       March 18, 2014                                   Total Change is:   -28,008
     5,828      2,744    -25,668       -984         90       -121     -6,307     -1,978     -2,103        491        254       -427      1,283       -799
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       66.9        0.0       11.0        7.0        0.3       35.5       11.1        0.0        7.4        2.8        0.0       13.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       102
        19         14          .          9          .          4         23         16          .          8         10          .
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Traders in Financial Futures - Futures Only Positions as of March 25, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   683,526
Positions
    45,014    218,933      9,464    322,290     95,446     41,357     90,698    180,300     19,531     54,654     49,067      3,138     97,380     66,290
 
Changes from:       March 18, 2014                                   Total Change is:  -346,067
    -6,767     35,810   -166,837      6,586     -8,379    -31,908    -15,362    -25,458    -58,898      4,273    -14,009    -11,945    -65,208    -64,442
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       32.0        1.4       47.2       14.0        6.1       13.3       26.4        2.9        8.0        7.2        0.5       14.2        9.7
 
Number of Traders in Each Category                                    Total Traders:       553
        35         32         20        117         54         59         84        127         78         48         55         16
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Traders in Financial Futures - Futures Only Positions as of March 25, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   123,300
Positions
     8,442     62,306        309     53,170     21,373      1,632      3,593      7,514        409      9,412      6,507        310     46,023     22,940
 
Changes from:       March 18, 2014                                   Total Change is:  -130,622
   -68,944    -11,458    -24,569    -12,014       -448     -1,302    -12,578    -27,316     -2,479        229       -959     -3,933     -5,032    -58,158
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       50.5        0.3       43.1       17.3        1.3        2.9        6.1        0.3        7.6        5.3        0.3       37.3       18.6
 
Number of Traders in Each Category                                    Total Traders:        77
         4         12          .         15          7          7         12         16          7          7          .          .
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Traders in Financial Futures - Futures Only Positions as of March 25, 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 2,801,131
Positions
   218,619    818,898     10,016  1,351,769    376,532    192,458    446,653    875,058     84,480    226,942    213,530     13,411    256,783    216,748
 
Changes from:       March 18, 2014                                   Total Change is:-1,077,226
   -75,972   -150,519   -324,485     50,461    -82,193   -110,493   -185,860   -162,651   -110,154     20,116    -65,354    -39,958   -300,881    -31,419
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       29.2        0.4       48.3       13.4        6.9       15.9       31.2        3.0        8.1        7.6        0.5        9.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       537
        34         32         16        112         50         55         82        127         65         44         55         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    93,444
Positions
     4,130     44,023         41     49,900     34,878      2,094     25,579      5,812        733        705      2,809          0     10,262      3,054
 
Changes from:       March 18, 2014                                   Total Change is:   -24,295
    -2,595     -4,801    -16,439     -2,567         19         52     -1,427       -950       -209          0         74        -75     -1,035     -1,966
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       47.1        0.0       53.4       37.3        2.2       27.4        6.2        0.8        0.8        3.0        0.0       11.0        3.3
 
Number of Traders in Each Category                                    Total Traders:        95
         6         13          .         37         10         14         17          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    75,742
Positions
     5,348     55,839        381     37,513      4,053        408     22,784      8,959        937      1,691      2,020         70      6,610      3,075
 
Changes from:       March 18, 2014                                   Total Change is:   -56,272
    -8,622    -12,962    -27,973       -480        -35     -3,341     -3,470       -149     -4,684       -825       -875     -1,767     -5,109     -4,485
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       73.7        0.5       49.5        5.4        0.5       30.1       11.8        1.2        2.2        2.7        0.1        8.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       211
        18         22          4         34         12          7         58         33         10         12         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   378,710
Positions
    26,742    279,197      1,904    187,565     20,263      2,041    113,920     44,795      4,683      8,455     10,100        351     33,049     15,376
 
Changes from:       March 18, 2014                                   Total Change is:  -166,449
   -42,239    -65,435    -62,696      3,268       -175     -7,342    -29,468     -1,465     -9,188     -1,562     -9,445     -3,763    -13,459     -6,940
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       73.7        0.5       49.5        5.4        0.5       30.1       11.8        1.2        2.2        2.7        0.1        8.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       211
        18         22          4         34         12          7         58         33         10         12         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   316,083
Positions
    52,862     65,667      5,890    140,644    123,687     12,561     63,483     78,636      9,119      8,210      5,930         13     23,301     14,580
 
Changes from:       March 18, 2014                                   Total Change is:   -41,579
       562     -2,520    -22,917     -4,073        801     -1,144    -12,550    -11,435        625     -1,333     -2,428       -630       -119     -1,931
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       20.8        1.9       44.5       39.1        4.0       20.1       24.9        2.9        2.6        1.9        0.0        7.4        4.6
 
Number of Traders in Each Category                                    Total Traders:       235
        21         14          4         53         35         26         38         52         12         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    62,554
Positions
     3,618     15,698        119     31,191        216        165     11,891     14,499          0      6,429     19,560          0      9,141     12,297
 
Changes from:       March 18, 2014                                   Total Change is:     1,611
     1,650       -147        100       -366          0        -23       -910        243          0      1,335        376          0       -175      1,062
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       25.1        0.2       49.9        0.3        0.3       19.0       23.2        0.0       10.3       31.3        0.0       14.6       19.7
 
Number of Traders in Each Category                                    Total Traders:        74
         7          7          .         19          .          .         13         11          0          8          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   102,756
Positions
    18,231      5,817        179     18,730      1,239         35     34,377      5,151        329     20,938      2,810          0      9,937     87,196
 
Changes from:       March 18, 2014                                   Total Change is:     6,632
     1,218        132        -51      1,734         15          0      2,619     -3,918       -773      1,070      1,749          0        815      9,478
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        5.7        0.2       18.2        1.2        0.0       33.5        5.0        0.3       20.4        2.7        0.0        9.7       84.9
 
Number of Traders in Each Category                                    Total Traders:        79
        16          6          .          6          .          .         27          9          5         13          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   102,634
Positions
     3,984     67,429      2,140     60,135     15,007      4,325     20,377      6,334      4,108      1,462        279          0      6,103      3,012
 
Changes from:       March 18, 2014                                   Total Change is:   -25,375
     1,673     -2,889    -23,330      2,300      3,491     -2,783       -873      1,573       -879       -574          0          0       -909       -558
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       65.7        2.1       58.6       14.6        4.2       19.9        6.2        4.0        1.4        0.3        0.0        5.9        2.9
 
Number of Traders in Each Category                                    Total Traders:        92
         6          9          .         36         14         13         16          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   237,889
Positions
    28,135     56,744      2,555     77,623     73,882     49,103     47,116     36,533      2,058     20,532      7,870        147     10,620      8,997
 
Changes from:       March 18, 2014                                   Total Change is:   -49,749
    -5,486     -8,325    -32,028     -3,040        272     -1,841        572       -182     -1,697        709      1,319       -212     -6,726     -7,055
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       23.9        1.1       32.6       31.1       20.6       19.8       15.4        0.9        8.6        3.3        0.1        4.5        3.8
 
Number of Traders in Each Category                                    Total Traders:       184
        20         20          .         44         28         23         25         20          7         21          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   710,477
Positions
     5,120    116,312      3,148    307,058    142,131    126,632     77,750    108,118     17,059     14,236     30,128        677    158,797    166,272
 
Changes from:       March 18, 2014                                   Total Change is:    -9,372
     2,129    -21,549     -2,999      3,892     -3,016      2,259    -10,033     21,633     -5,922     -4,363     -1,628        518      5,147      1,332
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       16.4        0.4       43.2       20.0       17.8       10.9       15.2        2.4        2.0        4.2        0.1       22.4       23.4
 
Number of Traders in Each Category                                    Total Traders:       167
         5         21          5         36         33         39         30         28         14          4         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   479,346
Positions
    23,503     69,273      2,337    263,471     34,814     76,074     16,904    192,461      1,512      7,801     21,431          0     87,744     81,444
 
Changes from:       March 18, 2014                                   Total Change is:    -7,435
    -8,416     -9,771      1,906        -14     -1,273       -917      2,676     17,328     -7,351        145        139          0      4,536     -7,496
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       14.5        0.5       55.0        7.3       15.9        3.5       40.2        0.3        1.6        4.5        0.0       18.3       17.0
 
Number of Traders in Each Category                                    Total Traders:        82
         .          7          .         35         11         23          .         17          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   992,558
Positions
    77,943    166,841      3,616    164,727    316,989     79,616    438,867    133,163     71,806     37,097     74,234     25,912     92,974    120,381
 
Changes from:       March 18, 2014                                   Total Change is:    80,562
    23,900     28,684    -12,897    -39,293     30,573     14,541    117,880     19,319    -19,609      6,851     10,300        299    -11,110      9,352
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       16.8        0.4       16.6       31.9        8.0       44.2       13.4        7.2        3.7        7.5        2.6        9.4       12.1
 
Number of Traders in Each Category                                    Total Traders:       232
        15         30          6         32         41         30         46         28         28         15         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    77,485
Positions
     6,856     20,512     18,774          0          0        500     32,452     18,585     18,873          0          0          0         30        241
 
Changes from:       March 18, 2014                                   Total Change is:    10,707
       -61      2,644      3,146          0          0          0      5,497      2,792      2,125          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       26.5       24.2        0.0        0.0        0.6       41.9       24.0       24.4        0.0        0.0        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        38
         8         10         11          0          0          .          6         12          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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 2,490,662
Positions
   202,710     82,835     46,709    645,144  1,195,430    181,674    742,833    263,526     85,890    281,901    153,106     31,885    271,916    449,607
 
Changes from:       March 18, 2014                                   Total Change is:    49,468
    19,322    -26,414     -7,511     11,893    118,375    -17,637     17,667    -12,075     -7,234     35,099     -2,804      6,858     -8,989     -2,090
 
Percent of Open Interest Represented by Each Category of Trader
       8.1        3.3        1.9       25.9       48.0        7.3       29.8       10.6        3.4       11.3        6.1        1.3       10.9       18.1
 
Number of Traders in Each Category                                    Total Traders:       340
        27         26          9         37         78         53         50         61         38         19         42         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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 2,014,031
Positions
   140,467    137,978     33,718    793,530    559,218    206,094    464,380    464,687     27,744    158,203    179,183      8,766    181,129    396,643
 
Changes from:       March 18, 2014                                   Total Change is:    92,877
   -23,431    -28,288     19,502     85,980      2,699      7,041     41,900     32,230    -18,362     26,787     11,053        -61    -46,479     67,063
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        6.9        1.7       39.4       27.8       10.2       23.1       23.1        1.4        7.9        8.9        0.4        9.0       19.7
 
Number of Traders in Each Category                                    Total Traders:       276
        18         32          7         26         59         44         29         71         24         10         31          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   335,742
Positions
   149,036    103,301     69,719        708      2,848      3,501     26,045     28,747     44,393      1,091     20,391     10,382     30,867     52,460
 
Changes from:       March 18, 2014                                   Total Change is:    17,718
       150        664      4,599          0       -500          0      4,734      1,109      1,834       -408      2,782      2,555      4,254      4,675
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       30.8       20.8        0.2        0.8        1.0        7.8        8.6       13.2        0.3        6.1        3.1        9.2       15.6
 
Number of Traders in Each Category                                    Total Traders:        79
        18         21         31          .          .          .         13          9         18          .          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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 is10,382,396
Positions
 1,420,477  1,960,250  2,058,401  2,794,550    591,288    258,229    544,902  1,399,847  1,973,024    201,671    524,417    287,185    843,957  1,329,755
 
Changes from:       March 18, 2014                                   Total Change is:   335,420
   202,164    -99,325     87,731    -78,881    -69,196     29,987     -5,872    243,527    118,204     93,090     41,738   -102,526     -8,477     85,280
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       18.9       19.8       26.9        5.7        2.5        5.2       13.5       19.0        1.9        5.1        2.8        8.1       12.8
 
Number of Traders in Each Category                                    Total Traders:       264
        26         57         76         11         19         20         29         77         84         11         25         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    38,805
Positions
    27,571      1,008          0      4,799      7,899      4,835      1,325     17,201        197          0      7,518          0         78        147
 
Changes from:       March 18, 2014                                   Total Change is:       187
       375          0          0         42        -98         -1       -190        415         -2          0       -133          0        -37          6
 
Percent of Open Interest Represented by Each Category of Trader
      71.1        2.6        0.0       12.4       20.4       12.5        3.4       44.3        0.5        0.0       19.4        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          0          5          9          .          5         10          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    31,338
Positions
    28,031        563          0        776     11,188      1,919        437      5,293        155          0     12,126          0         20         94
 
Changes from:       March 18, 2014                                   Total Change is:       784
     1,517        137          0       -852        116         97       -102         93        155          0        219          0        -31        -33
 
Percent of Open Interest Represented by Each Category of Trader
      89.4        1.8        0.0        2.5       35.7        6.1        1.4       16.9        0.5        0.0       38.7        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        37
         5          4          0          .         11          .          .          9          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    50,393
Positions
    12,455        526        767      7,830      5,575        153      5,122     37,812      2,148     13,801      1,068          0      8,117      2,344
 
Changes from:       March 18, 2014                                   Total Change is:    -1,305
      -667        373          0        739     -1,100        -89     -3,261        976       -108      2,048       -768          0         33       -589
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        1.0        1.5       15.5       11.1        0.3       10.2       75.0        4.3       27.4        2.1        0.0       16.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       142
         7          .          .         10          6          .         19         35         10         57          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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   335,826
Positions
    45,565     48,625     34,258     47,887     19,254     20,653     58,466     80,183     62,909     11,125      8,498     33,346     21,617     28,100
 
Changes from:       March 18, 2014                                   Total Change is:      -799
    -4,359       -368     -5,738      5,004      2,832        248      4,053      7,680      4,795      2,030         -9     -3,569     -3,263     -6,670
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       14.5       10.2       14.3        5.7        6.1       17.4       23.9       18.7        3.3        2.5        9.9        6.4        8.4
 
Number of Traders in Each Category                                    Total Traders:       178
        17         15         26          8         12         10         44         41         53         16         11         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 25, 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    13,594
Positions
        86      4,650          0      5,240         77        348      6,085      7,608        749      1,059        159          0         27          3
 
Changes from:       March 18, 2014                                   Total Change is:    -5,837
      -132      3,818     -4,329       -859         77        -97        -13     -4,813       -487         96          0          0        -16         -6
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       34.2        0.0       38.5        0.6        2.6       44.8       56.0        5.5        7.8        1.2        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          5          .          .          8          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated March 28, 2014