```
Traders in Financial Futures - Futures Only Positions as of August 26, 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   108,441
Positions
    19,363     34,899      1,929     15,850      4,024        231     22,450     30,446      5,153     15,891      1,976        588     26,986     29,195
 
Changes from:       August 19, 2014                                  Total Change is:    -4,860
       675     -1,808       -128       -140        694          2     -2,761     -1,519        140     -2,138         -1        325       -835     -2,565
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       32.2        1.8       14.6        3.7        0.2       20.7       28.1        4.8       14.7        1.8        0.5       24.9       26.9
 
Number of Traders in Each Category                                    Total Traders:        72
         6          5          4          4          5          .         15         20          9         13          4          5
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Traders in Financial Futures - Futures Only Positions as of August 26, 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    53,761
Positions
    30,591      1,628        525      1,599      2,747          0      9,435     20,706      4,812        593          0          0      6,206     23,343
 
Changes from:       August 19, 2014                                  Total Change is:     3,347
    -1,367        -52        129          0         27         -3        952     -1,286      4,259        -20          0          0       -603        273
 
Percent of Open Interest Represented by Each Category of Trader
      56.9        3.0        1.0        3.0        5.1        0.0       17.5       38.5        9.0        1.1        0.0        0.0       11.5       43.4
 
Number of Traders in Each Category                                    Total Traders:        49
         8          .          .          .          4          0         12         19          9          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   233,435
Positions
    61,761     72,832      2,312     20,088     31,033      1,874    109,013     56,015      4,853      5,458     38,386        190     27,886     25,940
 
Changes from:       August 19, 2014                                  Total Change is:    -3,856
    15,043       -194        129     -2,359         32        -35    -17,166     -5,198        537      1,009      1,119          0     -1,014       -246
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       31.2        1.0        8.6       13.3        0.8       46.7       24.0        2.1        2.3       16.4        0.1       11.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       114
         6         10          5          8         14          5         31         30         15          8          7          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   218,009
Positions
   128,155      7,250      2,591     34,314     19,586        269     31,770    122,202      4,241      3,091      2,069        482     13,096     59,319
 
Changes from:       August 19, 2014                                  Total Change is:    14,829
    14,846    -10,822        446        -19        220          3         45     16,832      1,152     -1,801        689        213        -56      6,096
 
Percent of Open Interest Represented by Each Category of Trader
      58.8        3.3        1.2       15.7        9.0        0.1       14.6       56.1        1.9        1.4        0.9        0.2        6.0       27.2
 
Number of Traders in Each Category                                    Total Traders:       116
        12          6          .          8         17          5         16         49         12          .          5          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   402,709
Positions
   217,173     18,511      7,378     46,667     67,654      8,501     52,160    178,320      8,611     24,299     30,373      1,302     36,618     82,059
 
Changes from:       August 19, 2014                                  Total Change is:     6,249
     8,900        334      1,534        558      3,147        385     -7,269      1,601        487       -773      1,714       -270      2,697     -2,683
 
Percent of Open Interest Represented by Each Category of Trader
      53.9        4.6        1.8       11.6       16.8        2.1       13.0       44.3        2.1        6.0        7.5        0.3        9.1       20.4
 
Number of Traders in Each Category                                    Total Traders:       208
        20         10         11         15         30         17         23         63         18         20         27          9
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   107,819
Positions
     2,526     38,253      1,374      2,030      7,295        985     72,762     23,349      1,777        222     11,309      1,661     24,482     21,816
 
Changes from:       August 19, 2014                                  Total Change is:     4,387
      -732      4,650       -166         59          7         11      6,314       -566         97         28      1,637          0     -1,224     -1,283
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       35.5        1.3        1.9        6.8        0.9       67.5       21.7        1.6        0.2       10.5        1.5       22.7       20.2
 
Number of Traders in Each Category                                    Total Traders:        88
         5         12          4          .          6          .         28         21         10          .         11          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,453
Positions
    21,620     28,674      3,719        777          0          0      8,541      4,167      1,635      1,736          0      1,802        623        456
 
Changes from:       August 19, 2014                                  Total Change is:      -459
       574       -200          0       -730          0          0       -795       -241          0        247          0          0        245        -18
 
Percent of Open Interest Represented by Each Category of Trader
      53.4       70.9        9.2        1.9        0.0        0.0       21.1       10.3        4.0        4.3        0.0        4.5        1.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        24
         7          8          7          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   141,665
Positions
    54,066     68,729      1,018      7,382        545          0     68,091     60,356      2,611      1,804      4,085        634      6,059      3,687
 
Changes from:       August 19, 2014                                  Total Change is:       490
   -14,669      5,718        721        870          0          0     13,931     -3,664     -1,177        352       -329       -545      1,007       -234
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       48.5        0.7        5.2        0.4        0.0       48.1       42.6        1.8        1.3        2.9        0.4        4.3        2.6
 
Number of Traders in Each Category                                    Total Traders:       111
        13         11          5          7          .          0         28         32          7          8          7          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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    63,964
Positions
     6,559     42,651      6,646      3,355          0        296     18,404      6,485        984     20,471          0      6,025      1,224        877
 
Changes from:       August 19, 2014                                  Total Change is:    16,183
      -653     12,587        616        425          0          0      3,205      1,918        914     11,705          0          0        -29        148
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       66.7       10.4        5.2        0.0        0.5       28.8       10.1        1.5       32.0        0.0        9.4        1.9        1.4
 
Number of Traders in Each Category                                    Total Traders:        27
         .          8          .          .          0          .          4          6          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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    23,619
Positions
     2,377      9,364        236      1,514        189          0     15,090      7,151        229        671      3,644          0      3,502      2,806
 
Changes from:       August 19, 2014                                  Total Change is:      -429
        -7       -592         53          0          0          0       -456        327         18        -98        -10          0         61       -225
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       39.6        1.0        6.4        0.8        0.0       63.9       30.3        1.0        2.8       15.4        0.0       14.8       11.9
 
Number of Traders in Each Category                                    Total Traders:        65
         6          8          .          .          .          0         20         16          .          .          8          0
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Traders in Financial Futures - Futures Only Positions as of August 26, 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    60,918
Positions
    19,843     30,951        218      4,695      4,422        309     23,948     10,966          7      2,855      4,780        586      8,458      8,681
 
Changes from:       August 19, 2014                                  Total Change is:     5,274
    -1,776      3,037         30        287       -118          9      7,529       -574       -206       -401      1,895        403       -601        799
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       50.8        0.4        7.7        7.3        0.5       39.3       18.0        0.0        4.7        7.8        1.0       13.9       14.3
 
Number of Traders in Each Category                                    Total Traders:       114
        19         15          .          9          .          4         25         19          .          9         15          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   121,836
Positions
    39,686     61,901        435      9,390      8,843        618     47,896     21,932         14      5,709      9,559      1,172     16,916     17,362
 
Changes from:       August 19, 2014                                  Total Change is:    10,548
    -3,551      6,073         59        574       -236         18     15,057     -1,148       -411       -802      3,790        805     -1,201      1,598
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       50.8        0.4        7.7        7.3        0.5       39.3       18.0        0.0        4.7        7.8        1.0       13.9       14.3
 
Number of Traders in Each Category                                    Total Traders:       114
        19         15          .          9          .          4         25         19          .          9         15          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   769,648
Positions
    42,714    179,897     43,185    321,379    107,780     57,780     98,406    193,424     38,671     48,056     48,341      3,501    115,957     97,071
 
Changes from:       August 19, 2014                                  Total Change is:     5,185
     1,136      2,965      2,678        -81       -970      2,789     -1,933     -7,217      2,165       -463      2,760       -406       -700        420
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.4        5.6       41.8       14.0        7.5       12.8       25.1        5.0        6.2        6.3        0.5       15.1       12.6
 
Number of Traders in Each Category                                    Total Traders:       592
        33         41         28        132         56         73         90        132         75         55         53         18
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   164,128
Positions
    26,297     52,855      5,839     66,322     24,290      1,780      9,619     17,656      2,053     11,171     10,712          0     41,047     48,943
 
Changes from:       August 19, 2014                                  Total Change is:       578
     1,891       -524       -175         95        108        -25     -1,336        179        175         -7        170          0        -40        670
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       32.2        3.6       40.4       14.8        1.1        5.9       10.8        1.3        6.8        6.5        0.0       25.0       29.8
 
Number of Traders in Each Category                                    Total Traders:        88
         7         11          6         17          8          7         13         19          5          7          6          0
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Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,027,601
Positions
   233,699    786,822     35,119  1,322,772    464,934    232,512    517,469    952,373    109,553    189,840    193,558     12,089    374,548    240,641
 
Changes from:       August 19, 2014                                  Total Change is:    23,037
    10,482     31,702         11      5,347        840      7,842     -7,092    -41,089     14,058     -2,282     12,950     -2,029     -3,300     -1,248
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       26.0        1.2       43.7       15.4        7.7       17.1       31.5        3.6        6.3        6.4        0.4       12.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       576
        36         37         21        126         54         68         89        131         68         51         52         16
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Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    90,048
Positions
     5,179     36,711         98     44,587     37,267      1,870     25,766      9,229        544        515        401          0     11,489      3,928
 
Changes from:       August 19, 2014                                  Total Change is:      -246
      -590      1,536         43     -2,113       -561        323      3,124     -1,181       -183          0       -225          0       -850          2
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       40.8        0.1       49.5       41.4        2.1       28.6       10.2        0.6        0.6        0.4        0.0       12.8        4.4
 
Number of Traders in Each Category                                    Total Traders:        90
         5         12          .         36         11         12         16          8          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 26, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    72,077
Positions
     6,926     39,048        282     31,760      5,920        640     20,876     13,913        927      1,871      5,267         42      8,753      6,037
 
Changes from:       August 19, 2014                                  Total Change is:       303
      -768     -1,258        -63     -1,374       -112       -153      2,346        329        -85          5      1,280         -8        404        375
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       54.2        0.4       44.1        8.2        0.9       29.0       19.3        1.3        2.6        7.3        0.1       12.1        8.4
 
Number of Traders in Each Category                                    Total Traders:       253
        22         23          5         32         16         12         64         48         10         19         29          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   360,386
Positions
    34,630    195,242      1,408    158,799     29,602      3,202    104,380     69,566      4,635      9,356     26,336        211     43,765     30,184
 
Changes from:       August 19, 2014                                  Total Change is:     1,515
    -3,840     -6,291       -316     -6,872       -558       -767     11,731      1,644       -427         26      6,398        -41      2,021      1,873
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       54.2        0.4       44.1        8.2        0.9       29.0       19.3        1.3        2.6        7.3        0.1       12.1        8.4
 
Number of Traders in Each Category                                    Total Traders:       253
        22         23          5         32         16         12         64         48         10         19         29          .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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   372,435
Positions
    86,367     24,941     39,615    129,966    139,404     13,433     70,012    121,204      5,496      8,130      8,678         40     19,376     19,624
 
Changes from:       August 19, 2014                                  Total Change is:     8,523
     5,851        305        224     -3,464      1,151        235      6,711      5,832       -965     -2,158         93         40      2,049      1,608
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        6.7       10.6       34.9       37.4        3.6       18.8       32.5        1.5        2.2        2.3        0.0        5.2        5.3
 
Number of Traders in Each Category                                    Total Traders:       254
        21          7          5         54         43         28         42         57         12         12         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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    64,458
Positions
     2,290     25,202          0     32,243          0        149     13,989     18,181         15      6,035      1,216        122      9,615     19,573
 
Changes from:       August 19, 2014                                  Total Change is:     4,866
       644     -1,418          0        987       -204         -2      3,252      2,638       -207        152        167        122        -82      3,770
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       39.1        0.0       50.0        0.0        0.2       21.7       28.2        0.0        9.4        1.9        0.2       14.9       30.4
 
Number of Traders in Each Category                                    Total Traders:        64
         5          7          0         21          0          .         11         10          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    87,788
Positions
    24,861     12,556      2,670     11,861      1,312      1,157     29,617      6,053      1,007      4,222        300         91     12,302     62,642
 
Changes from:       August 19, 2014                                  Total Change is:       442
       758      4,000       -299       -143         52       -623      1,505       -401     -1,055         95          0       -136        340     -1,096
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       14.3        3.0       13.5        1.5        1.3       33.7        6.9        1.1        4.8        0.3        0.1       14.0       71.4
 
Number of Traders in Each Category                                    Total Traders:        87
        14          9          5         11          .          .         27         12          9         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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   115,527
Positions
     4,459     73,469      1,088     68,865     22,916      5,240     24,229      4,954      3,683      2,668        904          0      5,295      3,273
 
Changes from:       August 19, 2014                                  Total Change is:       837
      -541       -607          0       -960      1,801        -67      1,363       -103          2       -174         -3          0      1,214       -186
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       63.6        0.9       59.6       19.8        4.5       21.0        4.3        3.2        2.3        0.8        0.0        4.6        2.8
 
Number of Traders in Each Category                                    Total Traders:        94
         7         11          .         36         13         14         18          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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   346,167
Positions
    35,317    207,534      2,469    120,113     42,070     43,843    103,764     35,751      2,589     16,277      4,959      3,076     18,719      3,876
 
Changes from:       August 19, 2014                                  Total Change is:     1,538
     1,453      9,033       -175      1,243      3,146       -563      1,301     -7,417        -11        203       -102         81     -1,994     -2,454
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       60.0        0.7       34.7       12.2       12.7       30.0       10.3        0.7        4.7        1.4        0.9        5.4        1.1
 
Number of Traders in Each Category                                    Total Traders:       217
        19         24          5         64         22         27         39         17         10         24          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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   941,955
Positions
     5,706    105,826     12,499    407,777    153,167    110,650    126,405    237,812     69,187     22,680     44,666      4,202    182,849    203,946
 
Changes from:       August 19, 2014                                  Total Change is:    71,425
    -9,175     -8,074      3,212      9,084     -6,917     -3,204     16,551     15,508     48,046     -8,640      4,190      2,834     12,717     15,830
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       11.2        1.3       43.3       16.3       11.7       13.4       25.2        7.3        2.4        4.7        0.4       19.4       21.7
 
Number of Traders in Each Category                                    Total Traders:       174
         4         17          6         35         31         35         39         26         25          9         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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   536,608
Positions
    24,924     68,839     10,639    236,152     41,091     84,419     22,304    181,238     23,782      7,830     16,345         60    126,498    110,195
 
Changes from:       August 19, 2014                                  Total Change is:    18,273
      -203     -1,881      3,942     -6,397     -5,475      3,763        792      2,989      2,536     -3,124       -401       -579     17,543     13,379
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       12.8        2.0       44.0        7.7       15.7        4.2       33.8        4.4        1.5        3.0        0.0       23.6       20.5
 
Number of Traders in Each Category                                    Total Traders:        79
         .          8          .         32         10         21          6         11         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 1,516,062
Positions
    58,124    234,551     48,829    239,400    455,726     73,066    721,125    306,984     92,960    139,062    114,967     27,076    116,420    161,903
 
Changes from:       August 19, 2014                                  Total Change is:    66,121
       224    -16,547     24,988     -6,629     -6,729    -10,645     41,813     92,809     17,553     -3,418    -53,339     -2,267      4,502     20,298
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       15.5        3.2       15.8       30.1        4.8       47.6       20.2        6.1        9.2        7.6        1.8        7.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       272
        15         32         17         38         47         36         51         35         40         18         35         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 2,854,257
Positions
    84,297    226,895     98,468  1,017,928    930,031    280,564    594,152    459,353    153,376    263,213    179,928     30,256    332,003    495,386
 
Changes from:       August 19, 2014                                  Total Change is:   -38,510
   -34,370      8,367     11,537     40,569     -4,514     -8,752    -64,141    -64,467     53,876    -33,327    -37,295    -18,897     14,995     21,635
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        7.9        3.4       35.7       32.6        9.8       20.8       16.1        5.4        9.2        6.3        1.1       11.6       17.4
 
Number of Traders in Each Category                                    Total Traders:       353
        16         36         20         31         82         60         50         71         56         18         49         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 2,293,617
Positions
   192,999    140,650     44,675    524,462    840,894    292,467    690,262    243,416     82,165    109,478    177,970     64,367    292,742    407,013
 
Changes from:       August 19, 2014                                  Total Change is:   123,365
   -26,755     14,984     16,629    -33,850     -2,056     33,758     28,602    -21,892     31,347      2,814     -6,936     27,854     42,966     29,677
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        6.1        1.9       22.9       36.7       12.8       30.1       10.6        3.6        4.8        7.8        2.8       12.8       17.7
 
Number of Traders in Each Category                                    Total Traders:       276
        13         26         13         30         59         49         48         57         38         13         30         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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   541,629
Positions
   209,443    112,670    140,712          0      9,469      6,635     20,145     86,977     86,644     11,878     11,915     36,013     30,159     50,594
 
Changes from:       August 19, 2014                                  Total Change is:    13,492
    15,284     10,666     -8,503          0         10     -1,763      2,997     10,392      6,722      1,488     -1,215     -2,357       -376       -460
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       20.8       26.0        0.0        1.7        1.2        3.7       16.1       16.0        2.2        2.2        6.6        5.6        9.3
 
Number of Traders in Each Category                                    Total Traders:        95
        15         27         34          0          4          .          8         27         20          .          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,885,795
Positions
 2,623,474  2,128,368  2,484,161  2,536,410  1,039,270    345,907    950,107  2,285,552  2,307,272    429,277    704,163    419,916    789,271  1,171,186
 
Changes from:       August 19, 2014                                  Total Change is:    83,599
   165,690    -64,290    -49,269    -41,525      7,797     46,601    -20,924     64,099      9,471     22,501    132,796    -11,984    -36,962    -51,622
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       16.5       19.3       19.7        8.1        2.7        7.4       17.7       17.9        3.3        5.5        3.3        6.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       342
        31         64         86         13         28         24         35         93        101         14         45         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    54,469
Positions
    35,512      2,815          0      6,951     15,812      4,915      6,322     21,603        292        423      8,843          0         54        189
 
Changes from:       August 19, 2014                                  Total Change is:       187
       190        185          0        -83        142          0         90        120        -41         53       -227          0        -22          8
 
Percent of Open Interest Represented by Each Category of Trader
      65.2        5.2        0.0       12.8       29.0        9.0       11.6       39.7        0.5        0.8       16.2        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         7          8          0          .         10          .          .         10          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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    44,234
Positions
    37,842      7,278          0          0     11,922      1,378      1,111      8,836      2,542      1,238     12,028          0        123        250
 
Changes from:       August 19, 2014                                  Total Change is:     1,871
       741        813        -13          0      1,234          0        -72        161         27      1,178       -355          0         10          4
 
Percent of Open Interest Represented by Each Category of Trader
      85.5       16.5        0.0        0.0       27.0        3.1        2.5       20.0        5.7        2.8       27.2        0.0        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        49
         5          6          0          0         14          .          .         10          .          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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    90,807
Positions
    13,783     33,328        678     12,300          0        173     38,130     50,256      2,670     13,259      2,158        100      9,714      1,444
 
Changes from:       August 19, 2014                                  Total Change is:     1,390
       433        100          0         28          0         33       -139        501        456        332        998          0        247       -698
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       36.7        0.7       13.5        0.0        0.2       42.0       55.3        2.9       14.6        2.4        0.1       10.7        1.6
 
Number of Traders in Each Category                                    Total Traders:       160
         8          .          .         17          0          .         53         11          8         63          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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   414,365
Positions
    64,951     45,640     48,147     49,869     29,437     34,558     82,445    112,742     61,488     12,570     11,335     36,723     23,614     34,295
 
Changes from:       August 19, 2014                                  Total Change is:    -4,089
    -1,536    -15,969       -587     16,127        451        470     -7,252     16,992    -11,854      2,261      3,009     -1,356       -362      4,755
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       11.0       11.6       12.0        7.1        8.3       19.9       27.2       14.8        3.0        2.7        8.9        5.7        8.3
 
Number of Traders in Each Category                                    Total Traders:       202
        21         15         24          9         18         12         46         45         54         18         20         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    13,104
Positions
       658      2,900          0      4,151          0        778      6,769      9,018        406        280          0          0         62          2
 
Changes from:       August 19, 2014                                  Total Change is:      -452
        -2          0          0       -840          0        -55        421       -427         30          0          0          0         -6          0
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       22.1        0.0       31.7        0.0        5.9       51.7       68.8        3.1        2.1        0.0        0.0        0.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          6          0          .          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 29, 2014