```
Traders in Financial Futures - Futures Only Positions as of August 19, 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   113,301
Positions
    18,688     36,707      2,057     15,990      3,330        229     25,211     31,965      5,013     18,029      1,977        263     27,821     31,760
 
Changes from:       August 12, 2014                                  Total Change is:     4,322
     3,908     -5,351        145       -101       -427        113        -95      9,053       -275       -819         17       -324      1,770      1,371
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       32.4        1.8       14.1        2.9        0.2       22.3       28.2        4.4       15.9        1.7        0.2       24.6       28.0
 
Number of Traders in Each Category                                    Total Traders:        76
         6          5          4          4          4          .         13         26          9         13          5          5
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Traders in Financial Futures - Futures Only Positions as of August 19, 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    50,414
Positions
    31,958      1,680        396      1,599      2,720          3      8,483     21,992        553        613          0          0      6,809     23,070
 
Changes from:       August 12, 2014                                  Total Change is:    -1,567
    -2,258        223        -10          0        433          3        543     -1,260        307          0          0          0       -152     -1,263
 
Percent of Open Interest Represented by Each Category of Trader
      63.4        3.3        0.8        3.2        5.4        0.0       16.8       43.6        1.1        1.2        0.0        0.0       13.5       45.8
 
Number of Traders in Each Category                                    Total Traders:        46
         8          .          .          .          4          .         10         19          5          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 19, 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   237,291
Positions
    46,718     73,026      2,183     22,447     31,001      1,909    126,179     61,213      4,316      4,449     37,267        190     28,900     26,186
 
Changes from:       August 12, 2014                                  Total Change is:    13,572
    20,268        271        450     -2,240         66        -47     -6,463      8,456      2,035        403      1,222        115       -949      1,004
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       30.8        0.9        9.5       13.1        0.8       53.2       25.8        1.8        1.9       15.7        0.1       12.2       11.0
 
Number of Traders in Each Category                                    Total Traders:       112
         6         10          5          8         14          5         35         25         14          7          7          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 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   203,180
Positions
   113,309     18,072      2,145     34,333     19,366        266     31,725    105,370      3,089      4,892      1,380        269     13,152     53,223
 
Changes from:       August 12, 2014                                  Total Change is:    11,040
     4,405     -9,968        403        292      1,768       -186      6,612     10,462        192        321        128        173     -1,172      8,068
 
Percent of Open Interest Represented by Each Category of Trader
      55.8        8.9        1.1       16.9        9.5        0.1       15.6       51.9        1.5        2.4        0.7        0.1        6.5       26.2
 
Number of Traders in Each Category                                    Total Traders:       110
        10          8          .          8         17          5         14         45         10          4          4          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 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   396,460
Positions
   208,273     18,177      5,844     46,109     64,507      8,116     59,429    176,719      8,124     25,072     28,659      1,572     33,921     84,742
 
Changes from:       August 12, 2014                                  Total Change is:    20,036
     8,293      1,861      3,533      5,112       -337        118      4,648     17,472        632       -512     -2,939        255     -2,043       -559
 
Percent of Open Interest Represented by Each Category of Trader
      52.5        4.6        1.5       11.6       16.3        2.0       15.0       44.6        2.0        6.3        7.2        0.4        8.6       21.4
 
Number of Traders in Each Category                                    Total Traders:       208
        20         10         10         14         29         16         23         64         20         22         26          9
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   103,432
Positions
     3,258     33,603      1,540      1,971      7,288        974     66,448     23,915      1,680        194      9,672      1,661     25,706     23,099
 
Changes from:       August 12, 2014                                  Total Change is:     9,402
    -6,404      3,404        724        -32       -181          1     11,172      3,506        345        -13        700       -104      3,713      1,007
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       32.5        1.5        1.9        7.0        0.9       64.2       23.1        1.6        0.2        9.4        1.6       24.9       22.3
 
Number of Traders in Each Category                                    Total Traders:        81
         6         11          4          .          7          .         25         19          8          .          9          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 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    40,912
Positions
    21,046     28,874      3,719      1,507          0          0      9,336      4,408      1,635      1,489          0      1,802        378        474
 
Changes from:       August 12, 2014                                  Total Change is:     1,075
      -225          0          0       -924          0          0      2,300      1,011         -1          0          0          0        -75         65
 
Percent of Open Interest Represented by Each Category of Trader
      51.4       70.6        9.1        3.7        0.0        0.0       22.8       10.8        4.0        3.6        0.0        4.4        0.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        23
         6          8          7          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   141,175
Positions
    68,735     63,011        297      6,512        545          0     54,160     64,020      3,788      1,452      4,414      1,179      5,052      3,921
 
Changes from:       August 12, 2014                                  Total Change is:   -13,519
    -7,102         54        241     -3,301          0          0      3,059     -7,981     -6,123     -1,146        240        319        534       -269
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       44.6        0.2        4.6        0.4        0.0       38.4       45.3        2.7        1.0        3.1        0.8        3.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       117
        13         10          4          7          .          0         28         39          9          7          9          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    47,781
Positions
     7,212     30,064      6,030      2,930          0        296     15,199      4,567         70      8,766          0      6,025      1,253        729
 
Changes from:       August 12, 2014                                  Total Change is:    12,992
    -1,287     11,926          0        483        -13         13      2,096        935         -5      8,437     -3,277      3,277        -22        136
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       62.9       12.6        6.1        0.0        0.6       31.8        9.6        0.1       18.3        0.0       12.6        2.6        1.5
 
Number of Traders in Each Category                                    Total Traders:        26
         .          8          .          .          0          .          4          6          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,048
Positions
     2,384      9,956        183      1,514        189          0     15,546      6,824        211        769      3,654          0      3,441      3,031
 
Changes from:       August 12, 2014                                  Total Change is:    -1,166
       227     -1,758         20       -348          0          0       -596        330        -11       -195          0          0       -263        253
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       41.4        0.8        6.3        0.8        0.0       64.6       28.4        0.9        3.2       15.2        0.0       14.3       12.6
 
Number of Traders in Each Category                                    Total Traders:        65
         6          8          .          .          .          0         21         15          .          .          8          0
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,644
Positions
    21,619     27,914        188      4,408      4,540        300     16,420     11,540        213      3,256      2,885        184      9,059      7,882
 
Changes from:       August 12, 2014                                  Total Change is:       685
       298        110         61        162       -301         61      1,674        452     -2,304       -377      1,057        182        930      1,369
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       50.2        0.3        7.9        8.2        0.5       29.5       20.7        0.4        5.9        5.2        0.3       16.3       14.2
 
Number of Traders in Each Category                                    Total Traders:       111
        22         10          .          9          .          4         24         20          7         12         11          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   111,288
Positions
    43,237     55,828        376      8,816      9,079        600     32,839     23,080        425      6,511      5,769        367     18,117     15,764
 
Changes from:       August 12, 2014                                  Total Change is:     1,370
       596        219        121        323       -602        122      3,347        904     -4,608       -753      2,114        363      1,859      2,737
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       50.2        0.3        7.9        8.2        0.5       29.5       20.7        0.4        5.9        5.2        0.3       16.3       14.2
 
Number of Traders in Each Category                                    Total Traders:       111
        22         10          .          9          .          4         24         20          7         12         11          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   764,463
Positions
    41,578    176,931     40,507    321,460    108,749     54,991    100,338    200,641     36,506     48,519     45,581      3,907    116,657     96,651
 
Changes from:       August 12, 2014                                  Total Change is:    12,337
    -1,040        595      3,474      6,929     -1,680       -854     -2,337       -587      3,015      2,175      2,267        156        819      5,951
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       23.1        5.3       42.1       14.2        7.2       13.1       26.2        4.8        6.3        6.0        0.5       15.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       581
        33         39         25        128         57         70         87        130         75         58         49         17
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   163,550
Positions
    24,406     53,379      6,014     66,227     24,182      1,805     10,955     17,477      1,878     11,178     10,542          0     41,087     48,273
 
Changes from:       August 12, 2014                                  Total Change is:     3,311
    -1,058      1,637        402      1,579     -1,583         16        -62        487        -69      1,990        285         -3        516      2,139
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       32.6        3.7       40.5       14.8        1.1        6.7       10.7        1.1        6.8        6.4        0.0       25.1       29.5
 
Number of Traders in Each Category                                    Total Traders:        86
         5         12          6         17          8          7         13         18          6          7          6          0
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,004,564
Positions
   223,217    755,120     35,108  1,317,425    464,094    224,670    524,561    993,462     95,495    192,122    180,608     14,118    377,848    241,889
 
Changes from:       August 12, 2014                                  Total Change is:    45,131
    15,577     10,276       -127     28,490      1,254     -6,089        646      6,653      3,398        940      9,927        780      1,516     19,059
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       25.1        1.2       43.8       15.4        7.5       17.5       33.1        3.2        6.4        6.0        0.5       12.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       565
        36         35         19        122         55         65         86        129         65         54         48         15
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    90,294
Positions
     5,769     35,175         55     46,700     37,828      1,547     22,642     10,410        727        515        626          0     12,339      3,926
 
Changes from:       August 12, 2014                                  Total Change is:       397
    -4,999        253        -13      2,340     -2,003       -150      1,523      1,796        176          0        225          0      1,520        113
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       39.0        0.1       51.7       41.9        1.7       25.1       11.5        0.8        0.6        0.7        0.0       13.7        4.3
 
Number of Traders in Each Category                                    Total Traders:        91
         6         11          .         36         11         12         15          9          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    71,774
Positions
     7,694     40,307        345     33,134      6,032        794     18,530     13,584      1,012      1,866      3,988         50      8,349      5,662
 
Changes from:       August 12, 2014                                  Total Change is:     2,908
     1,024       -351        -39        -53       -749        135       -450      3,478         10        208       -284         -4      2,076        712
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       56.2        0.5       46.2        8.4        1.1       25.8       18.9        1.4        2.6        5.6        0.1       11.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       246
        21         21          5         33         16         13         62         50         14         17         26          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   358,871
Positions
    38,470    201,533      1,724    165,671     30,160      3,969     92,649     67,922      5,062      9,330     19,938        252     41,744     28,311
 
Changes from:       August 12, 2014                                  Total Change is:    14,539
     5,120     -1,757       -195       -263     -3,746        677     -2,248     17,388         51      1,039     -1,418        -20     10,378      3,559
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       56.2        0.5       46.2        8.4        1.1       25.8       18.9        1.4        2.6        5.6        0.1       11.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       246
        21         21          5         33         16         13         62         50         14         17         26          .
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Traders in Financial Futures - Futures Only Positions as of August 19, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   363,912
Positions
    80,516     24,636     39,391    133,430    138,253     13,198     63,301    115,372      6,461     10,288      8,585          0     17,327     18,016
 
Changes from:       August 12, 2014                                  Total Change is:     7,795
    -2,084      1,210       -351      5,092     -3,123       -418      2,674     11,750        810      1,103         65        -37      1,006     -2,111
 
Percent of Open Interest Represented by Each Category of Trader
      22.1        6.8       10.8       36.7       38.0        3.6       17.4       31.7        1.8        2.8        2.4        0.0        4.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       259
        22          6          4         58         45         28         38         59         13         14         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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    59,592
Positions
     1,646     26,620          0     31,256        204        151     10,737     15,543        222      5,883      1,049          0      9,697     15,803
 
Changes from:       August 12, 2014                                  Total Change is:       445
      -183        -92          0        495        204        -27        -38       -110        201        341       -321          0       -344        590
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       44.7        0.0       52.4        0.3        0.3       18.0       26.1        0.4        9.9        1.8        0.0       16.3       26.5
 
Number of Traders in Each Category                                    Total Traders:        60
         4          8          0         20          .          .         12          6          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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    87,346
Positions
    24,103      8,556      2,969     12,004      1,260      1,780     28,112      6,454      2,062      4,127        300        227     11,962     63,738
 
Changes from:       August 12, 2014                                  Total Change is:     6,567
        85         46        631       -185        181         73      2,635     -1,037        644         67       -226       -108      2,725      6,363
 
Percent of Open Interest Represented by Each Category of Trader
      27.6        9.8        3.4       13.7        1.4        2.0       32.2        7.4        2.4        4.7        0.3        0.3       13.7       73.0
 
Number of Traders in Each Category                                    Total Traders:        84
        12          8          5         11          .          .         27         12          8         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   114,690
Positions
     5,000     74,076      1,088     69,825     21,115      5,307     22,866      5,057      3,681      2,842        907          0      4,081      3,459
 
Changes from:       August 12, 2014                                  Total Change is:       968
      -437        589         -7      1,774       -648         -8       -220        248        253         10        -11          0       -397        552
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       64.6        0.9       60.9       18.4        4.6       19.9        4.4        3.2        2.5        0.8        0.0        3.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        96
         6         12          .         38         13         15         17          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   344,629
Positions
    33,864    198,501      2,644    118,870     38,924     44,406    102,463     43,168      2,600     16,074      5,061      2,995     20,713      6,330
 
Changes from:       August 12, 2014                                  Total Change is:    -3,494
    -4,742      6,258     -1,139        -16       -225         96        922     -9,127        513        161       -723       -174        885      1,027
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       57.6        0.8       34.5       11.3       12.9       29.7       12.5        0.8        4.7        1.5        0.9        6.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       217
        20         24          4         64         19         27         40         18          9         24          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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   870,530
Positions
    14,881    113,900      9,287    398,693    160,084    113,854    109,854    222,304     21,141     31,320     40,476      1,368    170,132    188,116
 
Changes from:       August 12, 2014                                  Total Change is:    34,922
   -10,894     19,130      7,964     28,998    -22,168      3,928      9,311     14,956        954     -3,191      1,417        517     -2,665      8,224
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       13.1        1.1       45.8       18.4       13.1       12.6       25.5        2.4        3.6        4.6        0.2       19.5       21.6
 
Number of Traders in Each Category                                    Total Traders:       181
         8         21          .         34         34         36         34         28         23          9         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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   518,335
Positions
    25,127     70,720      6,697    242,549     46,566     80,656     21,512    178,249     21,246     10,954     16,746        639    108,955     96,816
 
Changes from:       August 12, 2014                                  Total Change is:    23,720
    -6,286      1,569      5,558     -2,066     -2,897      2,660      1,348      3,943     13,044        369      4,092        579      8,514     -4,828
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       13.6        1.3       46.8        9.0       15.6        4.2       34.4        4.1        2.1        3.2        0.1       21.0       18.7
 
Number of Traders in Each Category                                    Total Traders:        84
         .          9          4         34         10         23          6         12         10          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 1,449,941
Positions
    57,900    251,098     23,841    246,029    462,455     83,711    679,312    214,175     75,407    142,480    168,306     29,343    111,918    141,605
 
Changes from:       August 12, 2014                                  Total Change is:   112,994
     2,162      9,028     19,240        283     -3,535     10,939     49,120     24,050     17,499     12,365     21,205        470        916     14,098
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       17.3        1.6       17.0       31.9        5.8       46.9       14.8        5.2        9.8       11.6        2.0        7.7        9.8
 
Number of Traders in Each Category                                    Total Traders:       267
        13         38          9         37         49         35         49         28         33         15         38          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 2,892,767
Positions
   118,667    218,528     86,931    977,359    934,545    289,316    658,293    523,820     99,500    296,540    217,223     49,153    317,008    473,751
 
Changes from:       August 12, 2014                                  Total Change is:    48,324
      -587      5,758     32,438      9,390   -107,371     33,441    -32,082     74,026     11,395     -9,355     11,987      8,961     -5,277    -22,311
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        7.6        3.0       33.8       32.3       10.0       22.8       18.1        3.4       10.3        7.5        1.7       11.0       16.4
 
Number of Traders in Each Category                                    Total Traders:       395
        23         43         19         37         82         60         55         80         46         21         54         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 2,170,252
Positions
   219,754    125,666     28,046    558,312    842,950    258,709    661,660    265,308     50,818    106,664    184,906     36,513    249,776    377,336
 
Changes from:       August 12, 2014                                  Total Change is:      -618
     5,470    -17,383       -870    -14,007     28,216    -20,918     53,029      7,817      9,025    -33,451       -339         29      1,075     -6,195
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        5.8        1.3       25.7       38.8       11.9       30.5       12.2        2.3        4.9        8.5        1.7       11.5       17.4
 
Number of Traders in Each Category                                    Total Traders:       287
        17         25         11         33         60         46         55         52         25         15         30         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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   528,137
Positions
   194,159    102,004    149,215          0      9,459      8,398     17,148     76,585     79,922     10,390     13,130     38,370     30,535     51,054
 
Changes from:       August 12, 2014                                  Total Change is:    36,054
     1,525       -658     14,694          0          0      1,376     -1,496      6,526      9,230        770        381      9,422        533     -4,917
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       19.3       28.3        0.0        1.8        1.6        3.2       14.5       15.1        2.0        2.5        7.3        5.8        9.7
 
Number of Traders in Each Category                                    Total Traders:        91
        14         25         33          0          4          .          8         26         21          .          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,802,196
Positions
 2,457,784  2,192,658  2,533,430  2,577,935  1,031,473    299,306    971,031  2,221,453  2,297,801    406,776    571,367    431,900    826,233  1,222,808
 
Changes from:       August 12, 2014                                  Total Change is:    56,862
    72,155     89,665      3,342    -96,223     48,053     -3,431     -9,647     -8,413      4,702      2,286    -36,686     23,214     60,464    -63,584
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       17.1       19.8       20.1        8.1        2.3        7.6       17.4       17.9        3.2        4.5        3.4        6.5        9.6
 
Number of Traders in Each Category                                    Total Traders:       334
        27         66         85         11         28         22         35         97        100         12         40         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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    54,282
Positions
    35,322      2,630          0      7,034     15,670      4,915      6,232     21,483        333        370      9,070          0         76        181
 
Changes from:       August 12, 2014                                  Total Change is:    -1,116
        20        -50          0          3        150          0     -1,161     -1,174        -10          0        -38          0         32          6
 
Percent of Open Interest Represented by Each Category of Trader
      65.1        4.8        0.0       13.0       28.9        9.1       11.5       39.6        0.6        0.7       16.7        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          6          0          .         10          .          .          9          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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    42,363
Positions
    37,101      6,465         13          0     10,688      1,378      1,183      8,675      2,515         60     12,383          0        113        246
 
Changes from:       August 12, 2014                                  Total Change is:     2,608
     2,312      2,040         13          0        116          0        214        123         48         15        282          0          6        -14
 
Percent of Open Interest Represented by Each Category of Trader
      87.6       15.3        0.0        0.0       25.2        3.3        2.8       20.5        5.9        0.1       29.2        0.0        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        48
         6          5          .          0         14          .          4          8          .          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    89,417
Positions
    13,350     33,228        678     12,272          0        140     38,269     49,755      2,214     12,927      1,160        100      9,467      2,142
 
Changes from:       August 12, 2014                                  Total Change is:     5,203
       412        -12          0        607          0         71      3,344      4,763         31      1,505        540        100       -867       -290
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       37.2        0.8       13.7        0.0        0.2       42.8       55.6        2.5       14.5        1.3        0.1       10.6        2.4
 
Number of Traders in Each Category                                    Total Traders:       155
         7          .          .         15          0          .         52         10          7         62          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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   418,454
Positions
    66,487     61,609     48,734     33,742     28,986     34,088     89,697     95,750     73,342     10,309      8,326     38,079     23,976     29,540
 
Changes from:       August 12, 2014                                  Total Change is:    27,613
    -5,138      3,645      6,484     10,160      5,136     -3,275     14,213     12,582      3,628     -1,176     -1,383      3,239       -522     -2,443
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       14.7       11.6        8.1        6.9        8.1       21.4       22.9       17.5        2.5        2.0        9.1        5.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       195
        17         19         24          5         18         11         43         48         57         15         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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    13,556
Positions
       660      2,900          0      4,991          0        833      6,348      9,445        376        280          0          0         68          2
 
Changes from:       August 12, 2014                                  Total Change is:     1,088
         7          0          0     -1,045          0        -55      2,681      1,152          0       -500          0          0          0         -9
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       21.4        0.0       36.8        0.0        6.1       46.8       69.7        2.8        2.1        0.0        0.0        0.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          6          0          .          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 22, 2014