`Traders in Financial Futures - Futures Only Positions as of May 13, 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   121,632
Positions
    25,514     20,885        723     13,816      7,187        180     28,502     52,814      6,333     17,541      1,738         18     29,005     31,754
 
Changes from:       May 6, 2014                                      Total Change is:      -655
       822      5,701        337        -64     -1,466         -1       -337     -5,596        155       -882     -1,733       -100       -585      2,048
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       17.2        0.6       11.4        5.9        0.1       23.4       43.4        5.2       14.4        1.4        0.0       23.8       26.1
 
Number of Traders in Each Category                                    Total Traders:        77
         5          8          4          4          6          .         15         22         11         12          5          .
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Traders in Financial Futures - Futures Only Positions as of May 13, 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    45,282
Positions
     9,217      8,862         26        900      2,229          0     16,395     19,811        848      1,079      1,312          0     16,817     12,194
 
Changes from:       May 6, 2014                                      Total Change is:   -10,256
     3,663    -11,581       -132          0        216          0     -8,094        357        155        466       -211          0     -6,314        940
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       19.6        0.1        2.0        4.9        0.0       36.2       43.8        1.9        2.4        2.9        0.0       37.1       26.9
 
Number of Traders in Each Category                                    Total Traders:        39
         7          4          .          .          .          0          9         12          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 13, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   230,333
Positions
    12,986    119,711      3,463     24,767     30,227      1,870    140,876     29,298      3,091      1,591     23,557          4     41,685     19,112
 
Changes from:       May 6, 2014                                      Total Change is:   -10,931
     5,334     -6,035      1,838        991        879        173    -15,157     -2,886        248        290     -1,576        -16     -4,632     -3,556
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       52.0        1.5       10.8       13.1        0.8       61.2       12.7        1.3        0.7       10.2        0.0       18.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       119
         7         12          8         10         14          7         44         21         13          .          8          .
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Traders in Financial Futures - Futures Only Positions as of May 13, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   164,707
Positions
    90,982     15,570      1,184     19,754     17,274      3,498     24,568     74,476      2,174      2,906      5,611      1,222     18,419     43,698
 
Changes from:       May 6, 2014                                      Total Change is:    -2,386
     3,413     -2,403       -161        513       -390       -233     -1,231         15     -1,276     -1,609        769          0     -1,802      1,293
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        9.5        0.7       12.0       10.5        2.1       14.9       45.2        1.3        1.8        3.4        0.7       11.2       26.5
 
Number of Traders in Each Category                                    Total Traders:       116
        10          9          4          9         14          7         20         40         12          4         10          .
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Traders in Financial Futures - Futures Only Positions as of May 13, 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   268,142
Positions
    60,718     25,592      7,377     44,044     67,355      6,367     67,940     59,727      6,370     29,510     31,842        671     45,145     62,841
 
Changes from:       May 6, 2014                                      Total Change is:    -8,871
    19,659     -9,543      4,542      1,104     -7,012        430    -27,087      9,680       -617     -1,690     -1,900       -175     -5,037     -4,276
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        9.5        2.8       16.4       25.1        2.4       25.3       22.3        2.4       11.0       11.9        0.3       16.8       23.4
 
Number of Traders in Each Category                                    Total Traders:       197
        17         15         11         15         32         17         27         47         15         19         25          8
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Traders in Financial Futures - Futures Only Positions as of May 13, 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   107,302
Positions
    20,267     49,482        472      5,094      3,281         76     51,927     22,254      1,578      1,213      6,775        515     26,160     22,869
 
Changes from:       May 6, 2014                                      Total Change is:     2,366
    -1,627      9,281         30       -428       -676          1      6,139     -4,865       -280       -933     -1,244         52       -588         67
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       46.1        0.4        4.7        3.1        0.1       48.4       20.7        1.5        1.1        6.3        0.5       24.4       21.3
 
Number of Traders in Each Category                                    Total Traders:        74
         .         13          .          4          5          .         21         19          9          .          6          .
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Traders in Financial Futures - Futures Only Positions as of May 13, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,769
Positions
    16,809     21,333      6,116      2,008          0          0      4,861      3,878      2,209      1,095          0      2,184        487         49
 
Changes from:       May 6, 2014                                      Total Change is:      -567
      -927        293        -13        126          0          0        244       -244          0          0          0          0          3       -603
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       59.6       17.1        5.6        0.0        0.0       13.6       10.8        6.2        3.1        0.0        6.1        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          8          7          .          0          0          .          4          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 13, 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   149,209
Positions
    32,015     37,519      4,142      1,019      1,190        181     86,714     88,093     11,692      2,512      4,235        364     10,570      1,793
 
Changes from:       May 6, 2014                                      Total Change is:     2,754
   -14,013        572      3,841        791     -1,051         45     16,989      5,196     -7,185        335        831        364      1,587        141
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       25.1        2.8        0.7        0.8        0.1       58.1       59.0        7.8        1.7        2.8        0.2        7.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       120
        11         10          .          5          .          .         50         21          9         12          8          .
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Traders in Financial Futures - Futures Only Positions as of May 13, 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    20,617
Positions
     4,046     11,270      3,060      1,361        209          0     10,699      2,395          0        100      3,055          0      1,351        628
 
Changes from:       May 6, 2014                                      Total Change is:       345
       589        349          0        313          0          0       -734        -21          0          0          0          0        177         17
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       54.7       14.8        6.6        1.0        0.0       51.9       11.6        0.0        0.5       14.8        0.0        6.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          5          .          .          .          0          4          5          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 13, 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    30,932
Positions
     1,552     22,236         52      2,111        509          0     22,012      4,228        242        518        875          0      4,445      2,790
 
Changes from:       May 6, 2014                                      Total Change is:    -2,093
      -522       -642          9        426          0          0     -1,378       -240         38         -3        232          0       -663     -1,490
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       71.9        0.2        6.8        1.6        0.0       71.2       13.7        0.8        1.7        2.8        0.0       14.4        9.0
 
Number of Traders in Each Category                                    Total Traders:        61
         4          8          .          6          .          0         23         10          .          .          6          0
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Traders in Financial Futures - Futures Only Positions as of May 13, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    68,067
Positions
    21,204     36,552        325      6,645      4,290        431     26,871     12,036          8      3,925      3,627          2      8,658     10,798
 
Changes from:       May 6, 2014                                      Total Change is:     8,708
       910        750         71        277       -213         35      6,744      4,173        -88       -494      1,438          0      1,253      2,542
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       53.7        0.5        9.8        6.3        0.6       39.5       17.7        0.0        5.8        5.3        0.0       12.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       120
        20         16          .          9          .          .         30         19          .          8         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   136,134
Positions
    42,407     73,103        650     13,290      8,579        861     53,742     24,072         15      7,849      7,254          4     17,316     21,596
 
Changes from:       May 6, 2014                                      Total Change is:    17,415
     1,819      1,500        141        554       -425         69     13,488      8,346       -175       -987      2,876          0      2,506      5,083
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       53.7        0.5        9.8        6.3        0.6       39.5       17.7        0.0        5.8        5.3        0.0       12.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       120
        20         16          .          9          .          .         30         19          .          8         16          .
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Traders in Financial Futures - Futures Only Positions as of May 13, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   729,317
Positions
    43,380    203,565     24,291    305,537     96,193     51,245     98,148    181,172     36,320     52,744     47,909      4,802    112,851     83,820
 
Changes from:       May 6, 2014                                      Total Change is:    25,605
      -878      8,781       -514      5,284     -3,216      2,371      7,873      5,962      1,680       -520      1,759       -124     10,433      8,906
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       27.9        3.3       41.9       13.2        7.0       13.5       24.8        5.0        7.2        6.6        0.7       15.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       582
        35         44         25        123         51         60         92        128         81         53         56         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   138,748
Positions
    18,110     56,268      1,133     47,557     21,711      2,104      9,655     14,319        996     12,483      5,622          0     46,710     36,595
 
Changes from:       May 6, 2014                                      Total Change is:     5,241
       168        407       -385      2,452       -803        532      2,619       -842        226     -1,341        -92          0        970      6,198
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       40.6        0.8       34.3       15.6        1.5        7.0       10.3        0.7        9.0        4.1        0.0       33.7       26.4
 
Number of Traders in Each Category                                    Total Traders:        87
         6         10          4         17          7          8         18         17         13          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 2,952,843
Positions
   230,187    840,324     11,951  1,297,456    379,967    238,146    508,172    899,972    110,911    210,109    220,239     15,206    330,705    236,127
 
Changes from:       May 6, 2014                                      Total Change is:   101,819
    -6,903     40,198      1,026     14,475    -11,751      8,882     19,802     27,551     13,736      2,937      8,088        548     47,316     13,541
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       28.5        0.4       43.9       12.9        8.1       17.2       30.5        3.8        7.1        7.5        0.5       11.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       562
        37         40         16        116         49         56         88        128         69         50         54         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    91,602
Positions
     8,139     38,979         16     47,552     37,481      2,313     21,055      5,957        876        721      2,571          0     10,930      3,409
 
Changes from:       May 6, 2014                                      Total Change is:     3,340
    -1,574      3,812          0      1,310     -1,164        226      1,372      1,142        -10         14         -7          0      2,002       -659
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       42.6        0.0       51.9       40.9        2.5       23.0        6.5        1.0        0.8        2.8        0.0       11.9        3.7
 
Number of Traders in Each Category                                    Total Traders:        87
         7         11          .         35         10         15         13          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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    93,266
Positions
     6,789     34,142     10,118     31,267      8,136        938     16,899     15,371      8,926      2,181      2,366         56     16,093     13,214
 
Changes from:       May 6, 2014                                      Total Change is:     5,467
       559        283      1,028        181       -381         23        531      1,118      1,310        -31        564         -6      1,871      1,528
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       36.6       10.8       33.5        8.7        1.0       18.1       16.5        9.6        2.3        2.5        0.1       17.3       14.2
 
Number of Traders in Each Category                                    Total Traders:       232
        18         24         11         33         18         11         55         49         18         15         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    20,989
Positions
    10,109      8,527          0      3,635          0          0      4,598      3,792          0        513          0          0      2,134      8,670
 
Changes from:       May 6, 2014                                      Total Change is:     2,725
       882      1,248          0         -1          0          0      1,788       -241          0          0          0          0         56      1,718
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       40.6        0.0       17.3        0.0        0.0       21.9       18.1        0.0        2.4        0.0        0.0       10.2       41.3
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          0          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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   361,384
Positions
    32,622    177,300      1,365    139,004     41,524      3,845    102,228     98,618      3,904      8,342     11,828        278     69,796     22,722
 
Changes from:       May 6, 2014                                      Total Change is:    13,708
     3,303         96        219      1,357     -1,462       -331      1,227     14,305       -958       -155      2,818        -28      9,074       -951
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       49.1        0.4       38.5       11.5        1.1       28.3       27.3        1.1        2.3        3.3        0.1       19.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       231
        18         24          5         32         19         11         57         47         15         14         20          4
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Traders in Financial Futures - Futures Only Positions as of May 13, 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   316,592
Positions
   100,111     36,660      6,310    103,108    132,472     27,101     41,022     83,805      7,621     10,060      9,064          0     21,259     13,559
 
Changes from:       May 6, 2014                                      Total Change is:     2,559
     9,438     -1,613      1,613    -17,294        203      9,079     -1,090     -1,918     -1,833      1,384     -1,107          0      1,262     -1,865
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       11.6        2.0       32.6       41.8        8.6       13.0       26.5        2.4        3.2        2.9        0.0        6.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       250
        23         13          4         48         44         27         32         57         16         16         17          0
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Traders in Financial Futures - Futures Only Positions as of May 13, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    60,157
Positions
     2,982     16,586        119     32,441        216        165      6,464     14,676        356      6,810     19,234          0     10,820      8,805
 
Changes from:       May 6, 2014                                      Total Change is:      -531
       697         39          0        886          0         21     -4,584        -73        249      1,427         84          0        773       -851
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       27.6        0.2       53.9        0.4        0.3       10.7       24.4        0.6       11.3       32.0        0.0       18.0       14.6
 
Number of Traders in Each Category                                    Total Traders:        73
         7          8          .         20          .          .         13          7          .         10          7          0
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Traders in Financial Futures - Futures Only Positions as of May 13, 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   111,042
Positions
    16,953      5,104      1,532     21,634      1,119         35     36,087      4,480      3,399     20,296      6,068          0     11,106     89,305
 
Changes from:       May 6, 2014                                      Total Change is:     2,347
    -3,136      1,907        244        405        -60        -13      3,785        106      1,630       -322      1,489          0       -246     -2,956
 
Percent of Open Interest Represented by Each Category of Trader
      15.3        4.6        1.4       19.5        1.0        0.0       32.5        4.0        3.1       18.3        5.5        0.0       10.0       80.4
 
Number of Traders in Each Category                                    Total Traders:        86
        16          7          4          9          .          .         24         12          9         10          7          0
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Traders in Financial Futures - Futures Only Positions as of May 13, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   110,469
Positions
     7,587     69,854      2,717     65,672     17,387      4,802     15,759      5,777      6,515        867        279          0      6,550      3,138
 
Changes from:       May 6, 2014                                      Total Change is:     1,482
      -579      2,015       -430      3,137       -641       -202       -457        170         43       -369          0          0        339        527
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       63.2        2.5       59.4       15.7        4.3       14.3        5.2        5.9        0.8        0.3        0.0        5.9        2.8
 
Number of Traders in Each Category                                    Total Traders:        93
         7          9          .         33         19         14         15          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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   289,408
Positions
    21,540    113,805      4,451    107,399     43,687     49,398     67,681     55,345      2,937     15,159      9,558        226     20,617     10,001
 
Changes from:       May 6, 2014                                      Total Change is:    17,406
     1,505      9,304        516      5,988    -13,573      2,970      4,155     15,655       -527        121        536         18      2,660      2,507
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       39.3        1.5       37.1       15.1       17.1       23.4       19.1        1.0        5.2        3.3        0.1        7.1        3.5
 
Number of Traders in Each Category                                    Total Traders:       203
        20         21          6         56         24         26         32         22         11         21          7          4
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Traders in Financial Futures - Futures Only Positions as of May 13, 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   755,104
Positions
     6,385    119,613      2,026    288,184    163,137    128,404    114,334    107,968     17,606     19,231     33,012        479    178,455    182,859
 
Changes from:       May 6, 2014                                      Total Change is:     9,058
      -646     20,289       -426     -1,792    -10,573      1,896      4,811      2,854        754        853       -963       -313      3,921     -4,460
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       15.8        0.3       38.2       21.6       17.0       15.1       14.3        2.3        2.5        4.4        0.1       23.6       24.2
 
Number of Traders in Each Category                                    Total Traders:       169
         4         22          7         33         35         37         30         28         21          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   489,923
Positions
    21,726     81,874      1,484    262,946     27,488     76,193     19,371    196,106      2,540      7,389     18,133          0     98,274     86,105
 
Changes from:       May 6, 2014                                      Total Change is:     6,125
         6      7,783        857       -712    -10,181      4,074     -1,148     14,831      1,729         32     -7,723          0      1,287     -5,245
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       16.7        0.3       53.7        5.6       15.6        4.0       40.0        0.5        1.5        3.7        0.0       20.1       17.6
 
Number of Traders in Each Category                                    Total Traders:        82
         .         10          5         34         13         23          .         14          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,133,955
Positions
    43,862    138,038     18,003    236,954    365,006     75,621    509,146    190,018     75,004     32,788    106,501     32,778    109,799    132,986
 
Changes from:       May 6, 2014                                      Total Change is:    11,735
    -2,936      5,342      9,235    -39,114     -7,394     -2,101     29,642     -1,271      8,250     10,077      3,601        -66     -1,252     -3,861
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       12.2        1.6       20.9       32.2        6.7       44.9       16.8        6.6        2.9        9.4        2.9        9.7       11.7
 
Number of Traders in Each Category                                    Total Traders:       246
        11         32         12         38         48         29         50         30         32         10         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    70,261
Positions
     6,663     22,145     12,797          0      1,188      1,746     36,053     19,205     13,002          0          0          0          0        178
 
Changes from:       May 6, 2014                                      Total Change is:     4,085
      -348      2,140        445          0       -242        550      3,217        853        321          0          0          0       -100         18
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       31.5       18.2        0.0        1.7        2.5       51.3       27.3       18.5        0.0        0.0        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         5          9          9          0          .          .          4         14          9          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 2,735,107
Positions
   108,069    171,696     53,055    864,076  1,152,985    214,321    832,151    362,583     80,968    256,881    177,718     36,013    289,573    485,768
 
Changes from:       May 6, 2014                                      Total Change is:   116,622
   -29,635      9,584      7,891     95,514     48,483      9,510     11,528     16,330     17,702      4,204      6,267      2,021     -2,113     -1,166
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        6.3        1.9       31.6       42.2        7.8       30.4       13.3        3.0        9.4        6.5        1.3       10.6       17.8
 
Number of Traders in Each Category                                    Total Traders:       379
        21         44         14         43         80         59         59         63         51         17         52         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 2,152,185
Positions
   142,374    136,280     23,905    870,892    830,565    207,561    517,051    311,699     46,199    109,590    195,716     19,246    215,367    381,014
 
Changes from:       May 6, 2014                                      Total Change is:    90,075
   -28,392      7,168      5,330    -20,813     62,912      6,273     97,169    -28,816     23,218     -6,395     -5,851      3,584     10,101     16,257
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        6.3        1.1       40.5       38.6        9.6       24.0       14.5        2.1        5.1        9.1        0.9       10.0       17.7
 
Number of Traders in Each Category                                    Total Traders:       281
        11         34          9         29         64         46         41         57         40         10         34          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   339,695
Positions
   146,552     96,461     73,530          0      3,393      7,476     21,444     31,094     47,977      1,061     14,034     12,428     29,227     53,302
 
Changes from:       May 6, 2014                                      Total Change is:    15,432
     6,247      8,631      1,733          0         10      1,208      3,737      4,317       -758        134       -805      2,560        571     -1,464
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       28.4       21.6        0.0        1.0        2.2        6.3        9.2       14.1        0.3        4.1        3.7        8.6       15.7
 
Number of Traders in Each Category                                    Total Traders:        77
        13         27         31          0          .          .         10         13         13          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,560,228
Positions
 2,089,937  2,324,082  2,166,608  2,838,891    679,168    302,404    618,746  1,749,203  2,169,378    324,271    639,383    250,364    799,629  1,279,638
 
Changes from:       May 6, 2014                                      Total Change is:   158,666
   110,205     27,170     45,962     29,712    -30,113    -13,410    -36,579     97,015     11,888     19,673      7,347    -37,993     29,208     50,800
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       20.1       18.7       24.6        5.9        2.6        5.4       15.1       18.8        2.8        5.5        2.2        6.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       293
        31         56         82         11         21         19         40         85         92          9         29         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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    56,344
Positions
    41,745        898          0      4,921     18,562      4,872      4,345     23,057        375          0      8,463          0         86        117
 
Changes from:       May 6, 2014                                      Total Change is:     3,418
     1,208         -4          0        -75      3,339          0      2,253        143          0          0        -30          0         32        -30
 
Percent of Open Interest Represented by Each Category of Trader
      74.1        1.6        0.0        8.7       32.9        8.6        7.7       40.9        0.7        0.0       15.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
         9          .          0          4          8          .          .          7          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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    44,771
Positions
    42,108      1,603          0        150     17,001      2,054        341     10,839          0          0     12,915          0        118        359
 
Changes from:       May 6, 2014                                      Total Change is:    -1,080
    -1,279     -1,539          0         -7          0          0        129        481          0          0         73          0         77        -95
 
Percent of Open Interest Represented by Each Category of Trader
      94.1        3.6        0.0        0.3       38.0        4.6        0.8       24.2        0.0        0.0       28.8        0.0        0.3        0.8
 
Number of Traders in Each Category                                    Total Traders:        39
         7          .          0          .         12          .          .          8          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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    50,532
Positions
    10,389      6,506        917      6,269      2,389        369      8,386     33,234      2,593     13,387      1,201          1      8,221      3,322
 
Changes from:       May 6, 2014                                      Total Change is:    -9,318
       527       -141          0       -268     -2,191        -21     -4,825     -5,423       -747     -2,232     -1,156          1     -1,753        360
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       12.9        1.8       12.4        4.7        0.7       16.6       65.8        5.1       26.5        2.4        0.0       16.3        6.6
 
Number of Traders in Each Category                                    Total Traders:       136
         7          .          .          9          6          .         20         24         10         59          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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   419,669
Positions
   100,991     28,608     39,828     61,151     27,539     25,299     71,833    174,652     53,000     10,001     11,920     29,130     28,436     29,693
 
Changes from:       May 6, 2014                                      Total Change is:    27,821
     7,134      1,846      2,152      4,296      2,747     -1,447     21,619     24,807      3,132     -3,689        399         15     -5,391     -5,830
 
Percent of Open Interest Represented by Each Category of Trader
      24.1        6.8        9.5       14.6        6.6        6.0       17.1       41.6       12.6        2.4        2.8        6.9        6.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       195
        21         10         22          8         16         12         38         55         56         18         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,363
Positions
       781      7,550          0      6,883         77        310      6,805      7,653        756        762          0          0         66         17
 
Changes from:       May 6, 2014                                      Total Change is:      -540
        11          0          0        317          0        -39       -202       -501          0       -625          0          0         -2          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       46.1        0.0       42.1        0.5        1.9       41.6       46.8        4.6        4.7        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          8          .          .          .          0          0
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Updated May 16, 2014