```
Traders in Financial Futures - Futures Only Positions as of October 14, 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   104,060
Positions
    16,316      1,963      2,624     20,680      3,905          0     21,753     50,355      6,229     13,017      1,917        359     23,082     36,708
 
Changes from:       October 7, 2014                                  Total Change is:     3,160
     5,958     -3,350        463        934        -79         -2     -4,015      5,295        105       -962       -398        297        382        829
 
Percent of Open Interest Represented by Each Category of Trader
      15.7        1.9        2.5       19.9        3.8        0.0       20.9       48.4        6.0       12.5        1.8        0.3       22.2       35.3
 
Number of Traders in Each Category                                    Total Traders:        79
         8          .          6          6          5          0         19         22         11         10          5          4
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Traders in Financial Futures - Futures Only Positions as of October 14, 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    60,968
Positions
    41,370      3,812        138      1,199      3,430        443     12,054     28,921        178        503          0          0      5,083     24,046
 
Changes from:       October 7, 2014                                  Total Change is:       452
     5,393        257        -24          0         99          0     -4,254        723          8          0          0          0       -671       -611
 
Percent of Open Interest Represented by Each Category of Trader
      67.9        6.3        0.2        2.0        5.6        0.7       19.8       47.4        0.3        0.8        0.0        0.0        8.3       39.4
 
Number of Traders in Each Category                                    Total Traders:        47
         7          .          .          .          5          .         12         18          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   138,471
Positions
    38,987     16,869        425      8,678     42,199      3,426     58,279     24,035      2,992      5,240     15,567      1,907     18,537     31,051
 
Changes from:       October 7, 2014                                  Total Change is:     8,805
    19,518      2,285        382     -3,617      5,777       -573     -7,555     -2,060        360        512        143        366       -588      2,125
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       12.2        0.3        6.3       30.5        2.5       42.1       17.4        2.2        3.8       11.2        1.4       13.4       22.4
 
Number of Traders in Each Category                                    Total Traders:       108
         7          9          .          4         19          6         26         27         12          6         10          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   212,420
Positions
   120,134      8,161        583     32,797     33,533        408     22,986    106,146      3,735     14,830      4,892      1,452     15,495     53,510
 
Changes from:       October 7, 2014                                  Total Change is:   -10,835
    -3,548      3,800        -99        717      1,536       -171     -4,891    -11,297        449      1,804     -2,081         11     -5,107     -2,983
 
Percent of Open Interest Represented by Each Category of Trader
      56.6        3.8        0.3       15.4       15.8        0.2       10.8       50.0        1.8        7.0        2.3        0.7        7.3       25.2
 
Number of Traders in Each Category                                    Total Traders:       117
        15          6          .          8         17          6         13         44         11          8          6          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   434,873
Positions
   234,639     34,969      9,285     40,596     87,702     10,802     56,164    176,761      5,352     43,872     26,415      3,486     30,677     80,101
 
Changes from:       October 7, 2014                                  Total Change is:     9,217
    14,691      5,258      1,704     -1,367      1,225       -217     -3,958     10,560     -1,018      2,027     -1,972       -823     -1,822     -5,500
 
Percent of Open Interest Represented by Each Category of Trader
      54.0        8.0        2.1        9.3       20.2        2.5       12.9       40.6        1.2       10.1        6.1        0.8        7.1       18.4
 
Number of Traders in Each Category                                    Total Traders:       228
        21         12         10         14         35         17         27         63         15         22         34          9
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   115,941
Positions
    69,036     14,548         14      1,415     13,099        972     24,986     35,471        523        772     16,142        120     18,103     35,052
 
Changes from:       October 7, 2014                                  Total Change is:   -13,620
     4,877       -225         14        -25      1,274        -14    -14,527     -7,064         63     -4,268     -6,256          1        259     -1,413
 
Percent of Open Interest Represented by Each Category of Trader
      59.5       12.5        0.0        1.2       11.3        0.8       21.6       30.6        0.5        0.7       13.9        0.1       15.6       30.2
 
Number of Traders in Each Category                                    Total Traders:        79
         9          5          .          .          9          .         16         29          8          .          7          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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    39,197
Positions
    25,586     20,887      2,998          0      2,381          0      7,139      9,167      1,228        771        871        973        502        692
 
Changes from:       October 7, 2014                                  Total Change is:     2,676
     3,452        727       -184          0        -97          0       -910      2,034          0        256          0          0         62        196
 
Percent of Open Interest Represented by Each Category of Trader
      65.3       53.3        7.6        0.0        6.1        0.0       18.2       23.4        3.1        2.0        2.2        2.5        1.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        30
         7          9          5          0          .          0          .          6          .          4          .          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   139,036
Positions
    42,483     56,545         72     53,561        612          0     35,150     71,198      1,576      2,416      3,830          0      3,778      5,203
 
Changes from:       October 7, 2014                                  Total Change is:    -8,103
    -1,509     -1,534          2      1,160          0          0     -6,946     -6,405        -84       -340        -85          0       -386          3
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       40.7        0.1       38.5        0.4        0.0       25.3       51.2        1.1        1.7        2.8        0.0        2.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       109
         4         12          .          5          .          0         23         43          6         12          7          0
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Traders in Financial Futures - Futures Only Positions as of October 14, 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    44,378
Positions
     5,822     27,306      6,063      1,983          0          0        631      2,255      1,905     21,264          0      6,025        685        824
 
Changes from:       October 7, 2014                                  Total Change is:    -1,103
     1,035      2,189        -89       -254          0          0       -939     -3,014       -190       -520          0          0       -146          1
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       61.5       13.7        4.5        0.0        0.0        1.4        5.1        4.3       47.9        0.0       13.6        1.5        1.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          7          .          .          0          0          .          6          4          4          0          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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    21,317
Positions
     8,640      3,986          4      1,260        118          0      8,851     10,333        401        365      1,578          0      1,796      4,897
 
Changes from:       October 7, 2014                                  Total Change is:     2,103
     3,409        109         -1       -202          2          0       -671      1,106        -22       -157        324          0       -253        585
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       18.7        0.0        5.9        0.6        0.0       41.5       48.5        1.9        1.7        7.4        0.0        8.4       23.0
 
Number of Traders in Each Category                                    Total Traders:        60
         5          7          .          4          .          0         13         19          .          .          8          0
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Traders in Financial Futures - Futures Only Positions as of October 14, 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    59,234
Positions
    22,795     35,198        295      4,498      3,100        195     17,867      6,416      2,552      3,107      4,045         43      7,884      7,392
 
Changes from:       October 7, 2014                                  Total Change is:    -6,903
      -159     -6,327         15        -21        277        -18     -6,395       -284       -131         51        748         -3       -244     -1,181
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       59.4        0.5        7.6        5.2        0.3       30.2       10.8        4.3        5.2        6.8        0.1       13.3       12.5
 
Number of Traders in Each Category                                    Total Traders:       101
        16         14          .          9          .          4         25         14          6          8         12          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   118,467
Positions
    45,590     70,395        589      8,995      6,199        390     35,733     12,832      5,103      6,214      8,090         86     15,767     14,783
 
Changes from:       October 7, 2014                                  Total Change is:   -13,805
      -317    -12,653         30        -41        553        -35    -12,789       -568       -262        101      1,496         -5       -487     -2,361
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       59.4        0.5        7.6        5.2        0.3       30.2       10.8        4.3        5.2        6.8        0.1       13.3       12.5
 
Number of Traders in Each Category                                    Total Traders:       101
        16         14          .          9          .          4         25         14          6          8         12          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   695,436
Positions
    39,797    175,315     15,269    309,176    133,747     51,721    110,243    183,212     23,324     43,078     43,937      4,466     98,362     64,446
 
Changes from:       October 7, 2014                                  Total Change is:    12,248
      -235      7,931        361     -3,535      9,013     -2,327     10,252     -4,078     -5,379      1,123      1,652        715     11,274      4,360
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       25.2        2.2       44.5       19.2        7.4       15.9       26.3        3.4        6.2        6.3        0.6       14.1        9.3
 
Number of Traders in Each Category                                    Total Traders:       591
        34         40         21        120         65         72         97        121         78         50         64         18
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   129,557
Positions
    10,639     56,425        812     56,093     30,781      2,193      5,988     10,481        275     11,334      6,416        819     41,404     21,355
 
Changes from:       October 7, 2014                                  Total Change is:     1,519
       836       -359         19     -1,400      1,050       -332        792     -5,960        -34        276       -902        639        723      7,398
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       43.6        0.6       43.3       23.8        1.7        4.6        8.1        0.2        8.7        5.0        0.6       32.0       16.5
 
Number of Traders in Each Category                                    Total Traders:        82
         6         10          5         16          8          8         16         13          .          8          5          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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 2,829,396
Positions
   198,048    646,707     20,026  1,282,618    532,029    230,440    548,439    890,818     88,082    159,398    188,285     17,553    284,792    215,456
 
Changes from:       October 7, 2014                                  Total Change is:    53,646
   -10,692     36,116      7,045     -8,988     41,503    -11,663     22,837    -15,052     -2,262      4,869     13,404       -254     52,754    -15,191
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       22.9        0.7       45.3       18.8        8.1       19.4       31.5        3.1        5.6        6.7        0.6       10.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       578
        37         37         16        115         63         68         96        120         66         47         63         16
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   107,742
Positions
    23,151     35,317        133     38,137     52,408      2,635     20,544     12,227      1,014        490        686          0     21,638      3,322
 
Changes from:       October 7, 2014                                  Total Change is:     8,696
     6,190      2,615          1     -3,383      5,925        533        249       -156        121       -257        285          0      5,242       -628
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       32.8        0.1       35.4       48.6        2.4       19.1       11.3        0.9        0.5        0.6        0.0       20.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        90
         9         10          .         31         13         12         15          8          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 14, 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    80,222
Positions
     4,903     48,291      3,625     35,772      6,484      1,129     23,390     10,443      1,413      2,583      4,077         45      7,362      4,715
 
Changes from:       October 7, 2014                                  Total Change is:     5,208
     1,441       -804      2,996        245       -507        276     -2,685      2,519        795      1,013       -133        -18      1,145         84
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       60.2        4.5       44.6        8.1        1.4       29.2       13.0        1.8        3.2        5.1        0.1        9.2        5.9
 
Number of Traders in Each Category                                    Total Traders:       237
        19         21          6         33         18         13         56         36         14         17         37          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 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   365,555
Positions
    20,539    228,798      2,490    174,435     32,419      5,646    119,195     53,214      3,821      8,943     20,387        226     30,260     18,554
 
Changes from:       October 7, 2014                                  Total Change is:    -9,516
     3,230    -16,678       -655     -3,198     -2,537      1,381    -11,181     13,596        731      1,094       -665        -91       -827     -4,598
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       62.6        0.7       47.7        8.9        1.5       32.6       14.6        1.0        2.4        5.6        0.1        8.3        5.1
 
Number of Traders in Each Category                                    Total Traders:       234
        17         22          .         33         18         13         56         36         12         15         37          .
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Traders in Financial Futures - Futures Only Positions as of October 14, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   418,584
Positions
   141,167     29,636     26,487    113,143    184,704     27,931     76,533    107,432     10,058      7,010     13,575          4     16,251     18,757
 
Changes from:       October 7, 2014                                  Total Change is:    -2,756
      -704     11,998        -17     -1,771     10,383      2,303      2,127    -24,498     -1,476       -410        315         -1     -2,807     -1,763
 
Percent of Open Interest Represented by Each Category of Trader
      33.7        7.1        6.3       27.0       44.1        6.7       18.3       25.7        2.4        1.7        3.2        0.0        3.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       263
        21         11          .         49         47         27         33         65         15         10         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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    53,919
Positions
     1,837     23,898          0     29,280          0        162      6,169     11,234          0      6,012        495          0     10,459     18,130
 
Changes from:       October 7, 2014                                  Total Change is:    -1,718
       109         70       -186       -815          0         74     -1,244       -832          0      1,121       -398          0       -777       -446
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       44.3        0.0       54.3        0.0        0.3       11.4       20.8        0.0       11.2        0.9        0.0       19.4       33.6
 
Number of Traders in Each Category                                    Total Traders:        59
         .          6          0         20          0          .         11          9          0          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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    93,285
Positions
    36,927     18,485      2,118      8,934      1,629      1,343     25,438      9,634      1,961      6,848      2,133          0      9,716     55,982
 
Changes from:       October 7, 2014                                  Total Change is:    -4,757
    -6,445      2,364        317       -254         53        258        -34        -84        -28      1,300      1,057        -40        169     -8,654
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       19.8        2.3        9.6        1.7        1.4       27.3       10.3        2.1        7.3        2.3        0.0       10.4       60.0
 
Number of Traders in Each Category                                    Total Traders:        87
        16         11          .          8          .          .         25         12          8          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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   121,161
Positions
     7,693     69,836      1,035     67,833     33,014      5,255     29,760      4,034      3,665        733      1,681          0      5,187      2,641
 
Changes from:       October 7, 2014                                  Total Change is:     3,017
       751     -4,375        282      1,013      6,527       -238      1,415        173         44        244        951          0       -494       -347
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       57.6        0.9       56.0       27.2        4.3       24.6        3.3        3.0        0.6        1.4        0.0        4.3        2.2
 
Number of Traders in Each Category                                    Total Traders:       103
         8         11          .         40         17         14         18          .          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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   334,182
Positions
    45,142    171,429      4,225    100,868     49,076     53,635     97,359     38,322      2,060     15,124     12,351        785     14,984      2,299
 
Changes from:       October 7, 2014                                  Total Change is:    -4,975
    13,385     -8,357         66    -14,880     19,593     -2,461      3,142    -13,232        -15     -2,865      2,464        247     -1,594     -3,280
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       51.3        1.3       30.2       14.7       16.0       29.1       11.5        0.6        4.5        3.7        0.2        4.5        0.7
 
Number of Traders in Each Category                                    Total Traders:       208
        21         20          6         54         25         32         43         13          9         21         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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   901,517
Positions
    13,007     93,900      1,206    406,864    165,085    134,457    124,463    201,864     16,324     21,263    102,979          9    183,924    185,693
 
Changes from:       October 7, 2014                                  Total Change is:     2,623
     1,087      5,498     -2,245     14,113    -22,074      3,115    -23,713     -1,180        712       -326     11,607       -919     10,799      8,109
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       10.4        0.1       45.1       18.3       14.9       13.8       22.4        1.8        2.4       11.4        0.0       20.4       20.6
 
Number of Traders in Each Category                                    Total Traders:       176
         6         19          .         32         34         35         29         33         21          7         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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   515,126
Positions
    25,322     62,471        356    251,194     41,040     86,754     25,554    210,479      7,747      5,560     12,859         60    112,579     93,360
 
Changes from:       October 7, 2014                                  Total Change is:    -1,939
    -4,367     -2,727         94      2,160      2,547      2,680     -1,030       -173     -1,339        150     -2,306          0       -287       -715
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       12.1        0.1       48.8        8.0       16.8        5.0       40.9        1.5        1.1        2.5        0.0       21.9       18.1
 
Number of Traders in Each Category                                    Total Traders:        83
         .          6          .         38         12         24          7         13          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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 1,432,246
Positions
    91,449    231,457     12,212    272,366    482,208     71,174    719,262    280,131     24,697    125,464    171,437      4,254    111,368    154,676
 
Changes from:       October 7, 2014                                  Total Change is:   -81,911
    -9,984      7,878     -3,399     -6,140      3,397      3,575    -41,114    -70,516      1,196    -12,316      8,646     -9,610     -4,119    -23,078
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       16.2        0.9       19.0       33.7        5.0       50.2       19.6        1.7        8.8       12.0        0.3        7.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       265
        12         32          4         37         47         33         42         40         22         19         36          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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 2,801,826
Positions
    95,002    204,857     34,623  1,135,288    703,199    364,499    466,883    687,293     67,721    309,272    202,258     40,012    288,526    497,364
 
Changes from:       October 7, 2014                                  Total Change is:    93,198
     4,748     22,755     12,639     93,133   -108,095     16,517    -14,500    173,394     -3,120     -6,110    -24,528        504    -10,613      3,132
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        7.3        1.2       40.5       25.1       13.0       16.7       24.5        2.4       11.0        7.2        1.4       10.3       17.8
 
Number of Traders in Each Category                                    Total Traders:       385
        21         41         11         41         77         62         42         80         56         26         57         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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 2,087,055
Positions
   173,276    151,282      5,131    471,205    594,897    348,322    627,996    270,381     71,653    117,424    245,615     24,659    247,389    375,115
 
Changes from:       October 7, 2014                                  Total Change is:     7,209
   -14,125     -7,313     -7,861      9,303     -6,362      8,132     20,323      5,023      8,201    -18,262     27,813     -7,165      8,663    -13,259
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        7.2        0.2       22.6       28.5       16.7       30.1       13.0        3.4        5.6       11.8        1.2       11.9       18.0
 
Number of Traders in Each Category                                    Total Traders:       284
        17         31          5         35         52         43         42         50         33         16         41         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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   618,670
Positions
   243,692    139,743    170,885          0      6,289     10,160     15,587     93,711     87,127     11,953      9,311     42,316     36,950     59,128
 
Changes from:       October 7, 2014                                  Total Change is:    29,793
    11,102     15,269      4,198          0      1,677        633      1,148      3,870      4,707      2,276     -4,762      2,636      3,093      1,565
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       22.6       27.6        0.0        1.0        1.6        2.5       15.1       14.1        1.9        1.5        6.8        6.0        9.6
 
Number of Traders in Each Category                                    Total Traders:        95
        12         28         29          0          .          .         12         27         23          .          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,968,839
Positions
 2,633,428  1,329,704  2,731,040    596,944    815,367    453,420  1,652,930  2,175,689  2,296,668    455,861    557,849    377,735    770,813  1,231,367
 
Changes from:       October 7, 2014                                  Total Change is:  -541,926
  -322,603     71,920     41,527     73,910    -33,243    -36,777     39,232   -277,261   -154,979    -77,711    -74,968    -77,773    -26,752       -372
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       11.1       22.8        5.0        6.8        3.8       13.8       18.2       19.2        3.8        4.7        3.2        6.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       313
        25         60         80         11         28         28         43         86         95         14         39         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    51,450
Positions
    35,294      4,804          0      7,410     13,764      4,915      2,805     19,388        155        744      8,132          0        127        292
 
Changes from:       October 7, 2014                                  Total Change is:     1,398
       746        103          0          5        237          0        377        730        -43        319        291          0         -6         80
 
Percent of Open Interest Represented by Each Category of Trader
      68.6        9.3        0.0       14.4       26.8        9.6        5.5       37.7        0.3        1.4       15.8        0.0        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        48
         6          8          0          .         10          .          .          9          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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    50,206
Positions
    38,662     13,739          0          0     12,029      1,321      5,729      9,497      3,348        947      9,927          0        199        345
 
Changes from:       October 7, 2014                                  Total Change is:     3,583
       861      4,234          0          0       -182         -2      2,021        -98         15        707       -419          0        -19         35
 
Percent of Open Interest Represented by Each Category of Trader
      77.0       27.4        0.0        0.0       24.0        2.6       11.4       18.9        6.7        1.9       19.8        0.0        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        49
         .          8          0          0         14          .          5          8          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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    92,018
Positions
    15,012     56,428        807     11,335        100         83     33,629     30,865      2,126     17,882         63          0     11,144      1,546
 
Changes from:       October 7, 2014                                  Total Change is:    -2,268
       793        343         62         39        100         15       -547     -2,509         -9     -2,173        -87          0       -448       -183
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       61.3        0.9       12.3        0.1        0.1       36.5       33.5        2.3       19.4        0.1        0.0       12.1        1.7
 
Number of Traders in Each Category                                    Total Traders:       160
         7          .          .         15          .          .         51         17          4         66          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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   407,816
Positions
    82,256     93,997     40,262     33,668     19,602     42,073     76,149     78,937     54,489     16,288     12,496     33,989     28,642     31,971
 
Changes from:       October 7, 2014                                  Total Change is:    42,575
     9,566     45,353     -2,529     -4,579     -6,933     11,512     22,613       -155     -4,643      7,027        482     -1,491      5,099        979
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       23.0        9.9        8.3        4.8       10.3       18.7       19.4       13.4        4.0        3.1        8.3        7.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       187
        14         18         24         11         14         11         46         39         56         15         14         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 14, 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    11,245
Positions
        76      3,138          0      3,391        628        705      6,493      5,574        307         25        881          0        248         12
 
Changes from:       October 7, 2014                                  Total Change is:       674
      -147          0          0      1,278          0        120       -587       -327          0          0        881          0         10          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       27.9        0.0       30.2        5.6        6.3       57.7       49.6        2.7        0.2        7.8        0.0        2.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          .          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated October 17, 2014