`Traders in Financial Futures - Futures Only Positions as of May 6, 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   122,287
Positions
    24,692     15,184        386     13,880      8,653        181     28,839     58,410      6,178     18,423      3,471        118     29,590     29,706
 
Changes from:       April 29, 2014                                   Total Change is:    -1,302
     1,645        -92         33        201        101        -32     -3,667     -2,360       -264        626        750       -374        530        936
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       12.4        0.3       11.4        7.1        0.1       23.6       47.8        5.1       15.1        2.8        0.1       24.2       24.3
 
Number of Traders in Each Category                                    Total Traders:        80
         6          7          5          4          6          .         17         21         11         13          6          4
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Traders in Financial Futures - Futures Only Positions as of May 6, 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    55,538
Positions
     5,554     20,443        158        900      2,013          0     24,489     19,454        693        613      1,523          0     23,131     11,254
 
Changes from:       April 29, 2014                                   Total Change is:     8,114
      -789      3,986        -18          0          0          0      3,130      4,107       -101          0        349          0      5,892       -209
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       36.8        0.3        1.6        3.6        0.0       44.1       35.0        1.2        1.1        2.7        0.0       41.6       20.3
 
Number of Traders in Each Category                                    Total Traders:        48
         6          6          .          .          .          0         15         14          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   241,264
Positions
     7,652    125,746      1,625     23,776     29,348      1,697    156,033     32,184      2,843      1,301     25,133         20     46,317     22,668
 
Changes from:       April 29, 2014                                   Total Change is:     5,234
         7      7,706        548      1,063       -429         39       -783     -1,439        317     -1,029     -4,013          0      5,072      2,505
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       52.1        0.7        9.9       12.2        0.7       64.7       13.3        1.2        0.5       10.4        0.0       19.2        9.4
 
Number of Traders in Each Category                                    Total Traders:       124
         5         14          7         10         13          7         47         22          6          .         10          .
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Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   167,093
Positions
    87,569     17,973      1,345     19,241     17,664      3,731     25,799     74,461      3,450      4,515      4,842      1,222     20,221     42,405
 
Changes from:       April 29, 2014                                   Total Change is:    -1,727
   -12,103      1,988        108        371       -745       -460      4,907     -1,838        462        750        362         10      4,228     -1,614
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       10.8        0.8       11.5       10.6        2.2       15.4       44.6        2.1        2.7        2.9        0.7       12.1       25.4
 
Number of Traders in Each Category                                    Total Traders:       120
         9         12          5          7         16          6         19         45         16          4          8          .
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Traders in Financial Futures - Futures Only Positions as of May 6, 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   277,013
Positions
    41,059     35,135      2,835     42,940     74,367      5,937     95,027     50,047      6,987     31,200     33,742        846     50,182     67,117
 
Changes from:       April 29, 2014                                   Total Change is:     5,498
    -9,834      5,791         53        824     -7,968          3      6,821      1,574      1,280        106      1,872         26      6,219      2,867
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       12.7        1.0       15.5       26.8        2.1       34.3       18.1        2.5       11.3       12.2        0.3       18.1       24.2
 
Number of Traders in Each Category                                    Total Traders:       214
        12         21          9         15         30         14         41         46         15         19         30          6
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Traders in Financial Futures - Futures Only Positions as of May 6, 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   104,936
Positions
    21,894     40,201        442      5,522      3,957         75     45,788     27,119      1,858      2,146      8,019        463     26,748     22,802
 
Changes from:       April 29, 2014                                   Total Change is:    -4,998
      -334     -4,090        159         99        211          0     -6,185     -1,808       -217        296        891        140      1,044       -284
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       38.3        0.4        5.3        3.8        0.1       43.6       25.8        1.8        2.0        7.6        0.4       25.5       21.7
 
Number of Traders in Each Category                                    Total Traders:        82
         6         11          .          4          6          .         22         21          7          .          9          .
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Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    36,336
Positions
    17,736     21,040      6,129      1,882          0          0      4,617      4,122      2,209      1,095          0      2,184        484        652
 
Changes from:       April 29, 2014                                   Total Change is:       536
       370          5          0         15          0          0        139        508          0          0          0          0         12         23
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       57.9       16.9        5.2        0.0        0.0       12.7       11.3        6.1        3.0        0.0        6.0        1.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        22
         6          8          7          .          0          0          .          4          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   146,455
Positions
    46,028     36,947        301        228      2,241        136     69,725     82,897     18,877      2,177      3,404          0      8,983      1,652
 
Changes from:       April 29, 2014                                   Total Change is:    18,355
       210        689        265          0       -354          0        281      1,363     16,876       -452       -218          0      1,175       -266
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       25.2        0.2        0.2        1.5        0.1       47.6       56.6       12.9        1.5        2.3        0.0        6.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       105
         7          9          .          .          4          .         45         22         10          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,272
Positions
     3,457     10,921      3,060      1,048        209          0     11,433      2,416          0        100      3,055          0      1,174        611
 
Changes from:       April 29, 2014                                   Total Change is:    -1,787
         0       -588         -1        194          0        -31        -40        838     -2,018          0          0          0        109         13
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       53.9       15.1        5.2        1.0        0.0       56.4       11.9        0.0        0.5       15.1        0.0        5.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          .          .          .          0          4          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    33,025
Positions
     2,074     22,878         43      1,685        509          0     23,390      4,468        204        521        643          0      5,108      4,280
 
Changes from:       April 29, 2014                                   Total Change is:     3,167
       733      1,894          2        217        320          0      1,991       -293         -8          0       -245          0        232      1,497
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       69.3        0.1        5.1        1.5        0.0       70.8       13.5        0.6        1.6        1.9        0.0       15.5       13.0
 
Number of Traders in Each Category                                    Total Traders:        60
         4         10          .          5          .          0         22         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,906
Positions
     3,228      1,718          0        229        100        180      1,599      3,091          0          0          0          0        670        817
 
Changes from:       April 29, 2014                                   Total Change is:        67
        17        129          0          1          0         -1       -115         68          0          0          0          0        165       -129
 
Percent of Open Interest Represented by Each Category of Trader
      54.7       29.1        0.0        3.9        1.7        3.0       27.1       52.3        0.0        0.0        0.0        0.0       11.3       13.8
 
Number of Traders in Each Category                                    Total Traders:        21
         5          4          0          .          .          .          4          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,360
Positions
    20,294     35,802        255      6,368      4,502        396     20,127      7,863         95      4,418      2,189          2      7,405      8,257
 
Changes from:       April 29, 2014                                   Total Change is:    -1,533
      -549     -1,844         53        -33        117        -12       -702        -70         22         80        241          0       -392        -40
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       60.3        0.4       10.7        7.6        0.7       33.9       13.2        0.2        7.4        3.7        0.0       12.5       13.9
 
Number of Traders in Each Category                                    Total Traders:       105
        19         15          .          8          .          .         23         17          4          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   118,719
Positions
    40,588     71,603        509     12,736      9,004        792     40,254     15,726        190      8,836      4,378          4     14,810     16,513
 
Changes from:       April 29, 2014                                   Total Change is:    -3,065
    -1,097     -3,687        105        -66        234        -23     -1,403       -139         43        159        482          0       -783        -80
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       60.3        0.4       10.7        7.6        0.7       33.9       13.2        0.2        7.4        3.7        0.0       12.5       13.9
 
Number of Traders in Each Category                                    Total Traders:       105
        19         15          .          8          .          .         23         17          4          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   703,712
Positions
    44,258    194,784     24,805    300,252     99,409     48,874     90,275    175,210     34,640     53,264     46,150      4,926    102,418     74,914
 
Changes from:       April 29, 2014                                   Total Change is:     1,038
     1,049    -25,444      8,691      3,734      2,941       -282    -11,303     10,012      4,795     -1,425        535        657     -4,878       -867
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       27.7        3.5       42.7       14.1        6.9       12.8       24.9        4.9        7.6        6.6        0.7       14.6       10.6
 
Number of Traders in Each Category                                    Total Traders:       570
        39         39         25        119         53         61         86        128         82         50         56         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   133,507
Positions
    17,942     55,861      1,518     45,105     22,514      1,572      7,036     15,161        770     13,824      5,714          0     45,740     30,397
 
Changes from:       April 29, 2014                                   Total Change is:     1,279
     8,638     -2,191        261        170        237        -51     -6,232      5,415        247        303         -8          0     -2,057     -2,631
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       41.8        1.1       33.8       16.9        1.2        5.3       11.4        0.6       10.4        4.3        0.0       34.3       22.8
 
Number of Traders in Each Category                                    Total Traders:        84
         7         10          5         15          7          7         17         16         14         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,851,024
Positions
   237,090    800,126     10,925  1,282,981    391,718    229,264    488,370    872,421     97,175    207,172    212,151     14,658    283,389    222,586
 
Changes from:       April 29, 2014                                   Total Change is:    -1,203
     8,339    -69,979     -4,132     17,353     13,051       -688    -13,424     34,917     10,809     -6,745      4,608      1,391    -14,106      8,820
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       28.1        0.4       45.0       13.7        8.0       17.1       30.6        3.4        7.3        7.4        0.5        9.9        7.8
 
Number of Traders in Each Category                                    Total Traders:       554
        39         38         16        114         50         56         83        129         71         45         56         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,262
Positions
     9,713     35,167         16     46,242     38,645      2,087     19,683      4,815        886        707      2,578          0      8,928      4,068
 
Changes from:       April 29, 2014                                   Total Change is:       813
     1,894       -803         11       -728      1,540       -905      1,866        236       -152       -266         -7          0       -907        893
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       39.8        0.0       52.4       43.8        2.4       22.3        5.5        1.0        0.8        2.9        0.0       10.1        4.6
 
Number of Traders in Each Category                                    Total Traders:        84
         7         10          .         36         10         14         13          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    87,799
Positions
     6,230     33,859      9,090     31,085      8,517        915     16,367     14,253      7,615      2,212      1,802         61     14,222     11,687
 
Changes from:       April 29, 2014                                   Total Change is:    18,015
       -80     -3,461      8,801      2,069        213         72     -2,443     -1,624      6,793        121         10         26      2,656      7,186
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       38.6       10.4       35.4        9.7        1.0       18.6       16.2        8.7        2.5        2.1        0.1       16.2       13.3
 
Number of Traders in Each Category                                    Total Traders:       208
        13         25         11         31         18         12         48         43         21         12         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,264
Positions
     9,227      7,279          0      3,636          0          0      2,810      4,033          0        513          0          0      2,078      6,952
 
Changes from:       April 29, 2014                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       39.9        0.0       19.9        0.0        0.0       15.4       22.1        0.0        2.8        0.0        0.0       11.4       38.1
 
Number of Traders in Each Category                                    Total Traders:        21
         9          .          0          .          0          0          .          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   347,676
Positions
    29,319    177,204      1,146    137,647     42,986      4,176    101,001     84,313      4,862      8,497      9,010        306     60,722     23,673
 
Changes from:       April 29, 2014                                   Total Change is:    -1,246
    -2,229     -9,396       -300     -7,435      1,463        -41      6,949      4,930        748     -1,959         51        130      2,891      1,169
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       51.0        0.3       39.6       12.4        1.2       29.1       24.3        1.4        2.4        2.6        0.1       17.5        6.8
 
Number of Traders in Each Category                                    Total Traders:       205
        13         24          5         30         19         12         47         43         18         11         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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   314,033
Positions
    90,673     38,273      4,697    120,402    132,269     18,022     42,112     85,723      9,454      8,676     10,171          0     19,997     15,424
 
Changes from:       April 29, 2014                                   Total Change is:   -10,856
    13,598    -12,202     -2,898    -20,256      1,304      1,570     -5,858     -2,269      3,148        525        -95          0       -685        586
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       12.2        1.5       38.3       42.1        5.7       13.4       27.3        3.0        2.8        3.2        0.0        6.4        4.9
 
Number of Traders in Each Category                                    Total Traders:       257
        23         14          4         49         42         29         36         62         16         14         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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    60,688
Positions
     2,285     16,547        119     31,555        216        144     11,048     14,749        107      5,383     19,150          0     10,047      9,656
 
Changes from:       April 29, 2014                                   Total Change is:      -374
      -113        196          0       -572          0          9        315        239        107       -222       -934          0        102          9
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       27.3        0.2       52.0        0.4        0.2       18.2       24.3        0.2        8.9       31.6        0.0       16.6       15.9
 
Number of Traders in Each Category                                    Total Traders:        68
         5          8          .         20          .          .         12          8          .          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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   108,695
Positions
    20,089      3,197      1,288     21,229      1,179         48     32,302      4,374      1,769     20,618      4,579          0     11,352     92,261
 
Changes from:       April 29, 2014                                   Total Change is:     3,103
     1,104        767        599        178         20        -51      1,282        467        154       -284        813       -150        271        484
 
Percent of Open Interest Represented by Each Category of Trader
      18.5        2.9        1.2       19.5        1.1        0.0       29.7        4.0        1.6       19.0        4.2        0.0       10.4       84.9
 
Number of Traders in Each Category                                    Total Traders:        78
        18          6          5          9          .          .         20         11          6         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   108,987
Positions
     8,166     67,839      3,147     62,535     18,028      5,004     16,216      5,607      6,472      1,236        279          0      6,211      2,611
 
Changes from:       April 29, 2014                                   Total Change is:     2,390
     2,497       -419          0        702        521        210     -2,876        137      1,908        -44          0          0         -7         33
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       62.2        2.9       57.4       16.5        4.6       14.9        5.1        5.9        1.1        0.3        0.0        5.7        2.4
 
Number of Traders in Each Category                                    Total Traders:        98
         7          9          .         33         21         14         16          7          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   272,002
Positions
    20,035    104,501      3,935    101,411     57,260     46,428     63,526     39,690      3,464     15,038      9,022        208     17,957      7,494
 
Changes from:       April 29, 2014                                   Total Change is:     4,743
     1,160      4,296        -34        905     -3,489      2,820      4,238       -329        294     -6,795        -26          0      2,155      1,211
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       38.4        1.4       37.3       21.1       17.1       23.4       14.6        1.3        5.5        3.3        0.1        6.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       197
        22         20          6         55         25         26         28         19          9         21          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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   746,046
Positions
     7,031     99,324      2,452    289,976    173,710    126,508    109,523    105,114     16,852     18,378     33,975        792    174,534    187,319
 
Changes from:       April 29, 2014                                   Total Change is:    11,107
     3,035      7,941       -153     -5,403    -10,302       -480     -2,374     -7,172      4,032      3,836      5,505        465      8,149     11,271
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       13.3        0.3       38.9       23.3       17.0       14.7       14.1        2.3        2.5        4.6        0.1       23.4       25.1
 
Number of Traders in Each Category                                    Total Traders:       169
         5         18          5         33         36         40         35         24         22          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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   483,798
Positions
    21,720     74,091        627    263,658     37,669     72,119     20,519    181,275        811      7,357     25,856          0     96,987     91,350
 
Changes from:       April 29, 2014                                   Total Change is:     1,405
       161       -898         81     -2,278      2,813     -2,023      1,410    -14,774       -479        410      9,428          0      4,123      7,257
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       15.3        0.1       54.5        7.8       14.9        4.2       37.5        0.2        1.5        5.3        0.0       20.0       18.9
 
Number of Traders in Each Category                                    Total Traders:        82
         .         10          4         34         12         22          4         13          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 1,122,220
Positions
    46,798    132,696      8,768    276,068    372,400     77,722    479,504    191,289     66,754     22,711    102,900     32,844    111,051    136,847
 
Changes from:       April 29, 2014                                   Total Change is:     8,432
   -12,567      3,216      2,335    -12,818     -7,201      6,667     17,134     -1,166     16,628    -11,979    -26,004      1,129      1,903     12,828
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       11.8        0.8       24.6       33.2        6.9       42.7       17.0        5.9        2.0        9.2        2.9        9.9       12.2
 
Number of Traders in Each Category                                    Total Traders:       239
         9         28          9         38         51         32         45         32         28         10         26          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    66,176
Positions
     7,011     20,005     12,352          0      1,430      1,196     32,836     18,352     12,681          0          0          0        100        160
 
Changes from:       April 29, 2014                                   Total Change is:   -13,154
   -11,894      3,615     -3,632          0        696        304     17,113      1,028    -15,145          0          0          0        100        -20
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       30.2       18.7        0.0        2.2        1.8       49.6       27.7       19.2        0.0        0.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         5          9          9          0          .          .          4         13          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 2,618,485
Positions
   137,704    162,112     45,164    768,562  1,104,502    204,811    820,623    346,253     63,266    252,677    171,451     33,992    291,686    486,934
 
Changes from:       April 29, 2014                                   Total Change is:    89,798
     6,654      1,119      3,706     38,141     51,192    -14,144     51,836     14,621     -4,170     -5,873     13,064     -1,572     15,220     25,982
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        6.2        1.7       29.4       42.2        7.8       31.3       13.2        2.4        9.6        6.5        1.3       11.1       18.6
 
Number of Traders in Each Category                                    Total Traders:       357
        21         39         13         41         77         57         52         63         48         17         47         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 2,062,110
Positions
   170,766    129,112     18,575    891,705    767,653    201,288    419,882    340,515     22,981    115,985    201,567     15,662    205,266    364,757
 
Changes from:       April 29, 2014                                   Total Change is:   -34,976
     8,372     13,725    -17,168     73,792      4,579     -6,001    -78,642    -37,165     -1,522    -13,348     12,456     -4,885      4,426      1,005
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        6.3        0.9       43.2       37.2        9.8       20.4       16.5        1.1        5.6        9.8        0.8       10.0       17.7
 
Number of Traders in Each Category                                    Total Traders:       277
        14         34          8         31         63         46         32         57         31         11         35          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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   324,263
Positions
   140,305     87,830     71,797          0      3,383      6,268     17,707     26,777     48,735        927     14,839      9,868     28,656     54,766
 
Changes from:       April 29, 2014                                   Total Change is:   -34,141
    -8,768    -12,930     -3,897       -682        525      1,229    -24,262    -17,891      2,168        149     -1,844         39       -117     -1,540
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       27.1       22.1        0.0        1.0        1.9        5.5        8.3       15.0        0.3        4.6        3.0        8.8       16.9
 
Number of Traders in Each Category                                    Total Traders:        77
        13         26         32          0          .          .         11         12         14          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 is11,401,562
Positions
 1,979,732  2,296,912  2,120,646  2,809,179    709,281    315,814    655,325  1,652,188  2,157,490    304,598    632,036    288,357    770,421  1,228,838
 
Changes from:       April 29, 2014                                   Total Change is:   233,491
   179,138    -66,165    -27,697      7,006     59,395     24,333    -75,936    129,343     78,882      5,763     -9,681     14,016     27,986     31,065
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       20.1       18.6       24.6        6.2        2.8        5.7       14.5       18.9        2.7        5.5        2.5        6.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       292
        32         54         80         10         23         19         43         81         91          8         28         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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    52,926
Positions
    40,537        902          0      4,996     15,223      4,872      2,092     22,914        375          0      8,493          0         54        147
 
Changes from:       April 29, 2014                                   Total Change is:     1,540
       632       -100          0          6        232         13        887      1,381         -4          0         35          0          6        -17
 
Percent of Open Interest Represented by Each Category of Trader
      76.6        1.7        0.0        9.4       28.8        9.2        4.0       43.3        0.7        0.0       16.0        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         9          .          0          4          9          .          .          9          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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    45,851
Positions
    43,387      3,142          0        157     17,001      2,054        212     10,358          0          0     12,842          0         41        454
 
Changes from:       April 29, 2014                                   Total Change is:      -838
      -559     -2,434          0         -7      1,318        -17         -3        488       -246          0          0          0         -6         53
 
Percent of Open Interest Represented by Each Category of Trader
      94.6        6.9        0.0        0.3       37.1        4.5        0.5       22.6        0.0        0.0       28.0        0.0        0.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        40
         7          .          0          .         12          .          .          9          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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    59,850
Positions
     9,862      6,647        917      6,537      4,580        390     13,211     38,657      3,340     15,619      2,357          0      9,974      2,962
 
Changes from:       April 29, 2014                                   Total Change is:     6,865
        11     -1,049        -70     -1,370        302        205      3,914      4,600      1,390      1,512        872          0      1,273        615
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       11.1        1.5       10.9        7.7        0.7       22.1       64.6        5.6       26.1        3.9        0.0       16.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       156
         6          .          .          8          6          .         21         33          9         72          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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   391,848
Positions
    93,857     26,762     37,676     56,855     24,792     26,746     50,214    149,845     49,868     13,690     11,521     29,115     33,827     35,523
 
Changes from:       April 29, 2014                                   Total Change is:    26,633
     9,685     -4,391      3,340      9,161      3,667       -459    -10,740     12,869      2,908        -49       -364        944     11,843      8,119
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        6.8        9.6       14.5        6.3        6.8       12.8       38.2       12.7        3.5        2.9        7.4        8.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       195
        22          9         23          9         15         12         36         59         58         18         17         22
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Traders in Financial Futures - Futures Only Positions as of May 6, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,903
Positions
       770      7,550          0      6,566         77        349      7,007      8,154        756      1,387          0          0         68         17
 
Changes from:       April 29, 2014                                   Total Change is:       495
        -9      2,900          0       -292        -25          5      1,003     -2,220          0       -225       -165          0         13          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       44.7        0.0       38.8        0.5        2.1       41.5       48.2        4.5        8.2        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          8          .          .          .          0          0
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Updated May 9, 2014