`Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   160,625
Positions
    88,324      1,745        693     14,477     17,085        691     12,844     87,651      4,830     13,458      3,670        214     25,094     44,046
 
Changes from:       January 28, 2014                                 Total Change is:     3,411
     4,758        226       -371      1,644        321       -130        900        968        108        328        543       -421     -3,405      2,167
 
Percent of Open Interest Represented by Each Category of Trader
      55.0        1.1        0.4        9.0       10.6        0.4        8.0       54.6        3.0        8.4        2.3        0.1       15.6       27.4
 
Number of Traders in Each Category                                    Total Traders:        95
        14          4          5          4          8          .         16         33         11         11          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    41,918
Positions
     8,461     15,487        881        900      1,243          0     17,346      9,451        355      1,525        600          0     12,450     13,901
 
Changes from:       January 28, 2014                                 Total Change is:     1,049
       969      1,074       -132          0          0          0      1,847       -469        -58        390       -607          0     -1,967      1,241
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       36.9        2.1        2.1        3.0        0.0       41.4       22.5        0.8        3.6        1.4        0.0       29.7       33.2
 
Number of Traders in Each Category                                    Total Traders:        43
         5          9          .          .          .          0         12         11          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   202,690
Positions
    15,797     85,358      1,003     23,789     30,280        710    121,527     32,387      4,893      3,379     26,392         20     31,572     21,647
 
Changes from:       January 28, 2014                                 Total Change is:   -16,048
       988    -16,162        -39     -2,093      2,445       -883     -8,009     -3,208      1,158      1,277        407         20     -8,467        214
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       42.1        0.5       11.7       14.9        0.4       60.0       16.0        2.4        1.7       13.0        0.0       15.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       106
         6         12          6          9         16          5         35         16         10          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   199,361
Positions
    83,358     40,582        695     27,542     18,147      4,072     39,967     80,115      3,236     23,645      7,438        922     15,924     44,154
 
Changes from:       January 28, 2014                                 Total Change is:    -3,653
        47      7,139        223      1,735         19        197     -3,704     -8,599       -270       -963     -2,177        204     -1,122       -389
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       20.4        0.3       13.8        9.1        2.0       20.0       40.2        1.6       11.9        3.7        0.5        8.0       22.1
 
Number of Traders in Each Category                                    Total Traders:       118
         9         13          4         11         18          7         19         34         11          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   274,146
Positions
   100,802     23,613      3,265     39,862     80,554      5,081     56,409     46,760      9,943     18,911     37,712      3,050     36,823     64,168
 
Changes from:       January 28, 2014                                 Total Change is:    13,347
    31,081    -14,265      1,210     -1,391     10,007       -381    -20,182      7,126      3,523        715      2,833      2,306     -3,534        988
 
Percent of Open Interest Represented by Each Category of Trader
      36.8        8.6        1.2       14.5       29.4        1.9       20.6       17.1        3.6        6.9       13.8        1.1       13.4       23.4
 
Number of Traders in Each Category                                    Total Traders:       183
        19         13         10         12         32         12         25         38         16         12         31          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   125,394
Positions
    92,018      7,538        394        655      5,566        237      9,811     65,277      1,917      4,625      8,771        155     15,582     35,539
 
Changes from:       January 28, 2014                                 Total Change is:   -11,032
    -8,880      2,411       -431         77       -507         24     -2,257    -11,818        614       -759        900         47        533     -2,272
 
Percent of Open Interest Represented by Each Category of Trader
      73.4        6.0        0.3        0.5        4.4        0.2        7.8       52.1        1.5        3.7        7.0        0.1       12.4       28.3
 
Number of Traders in Each Category                                    Total Traders:        87
        11         10          4          .          8          4         14         29          7          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    38,769
Positions
    20,543     25,321      7,195      2,223          0          0      1,380        393      3,186      1,650          0      2,184        408        490
 
Changes from:       January 28, 2014                                 Total Change is:       123
       786        213          0         18          0          0       -719          7          1          0          0          0         37        -98
 
Percent of Open Interest Represented by Each Category of Trader
      53.0       65.3       18.6        5.7        0.0        0.0        3.6        1.0        8.2        4.3        0.0        5.6        1.1        1.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          9          9          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   131,832
Positions
    51,324     52,763        111     41,525        710          0     15,837     54,961     11,901      5,282      4,819        523      5,329      6,044
 
Changes from:       January 28, 2014                                 Total Change is:    -1,203
     1,980        -56        -98        -33        -81          0     -7,856     -8,385      7,188     -2,823         49        326        113       -146
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       40.0        0.1       31.5        0.5        0.0       12.0       41.7        9.0        4.0        3.7        0.4        4.0        4.6
 
Number of Traders in Each Category                                    Total Traders:       109
         8          8          .          4          .          0         20         44          8         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    16,431
Positions
    10,261        366      3,130        688        122          0      1,709      7,920          0          0      3,055          0        643      1,838
 
Changes from:       January 28, 2014                                 Total Change is:     3,904
     3,697          0       -143         22          0          0        264      3,922         -8          0          0          0         72        133
 
Percent of Open Interest Represented by Each Category of Trader
      62.4        2.2       19.0        4.2        0.7        0.0       10.4       48.2        0.0        0.0       18.6        0.0        3.9       11.2
 
Number of Traders in Each Category                                    Total Traders:        20
         5          .          .          .          .          0          .          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    20,098
Positions
     1,683     10,150          4      1,183        209          0     12,726      5,788        613        724        425          0      3,165      2,909
 
Changes from:       January 28, 2014                                 Total Change is:    -1,698
       784     -1,077          1         31          0          0     -1,883       -452       -161       -166       -689          0       -304        680
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       50.5        0.0        5.9        1.0        0.0       63.3       28.8        3.1        3.6        2.1        0.0       15.7       14.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          8          .          .          .          0         17         14          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    58,907
Positions
    18,028     42,589        142      6,680      4,206        616     18,764      5,048        499      5,488      1,119          3      8,689      4,687
 
Changes from:       January 28, 2014                                 Total Change is:    -3,063
       -61        773        -15       -400        134        -30     -4,092     -1,406          8        680       -566          3        844     -1,964
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       72.3        0.2       11.3        7.1        1.0       31.9        8.6        0.8        9.3        1.9        0.0       14.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       101
        20         12          .          9          .          4         31         13          4          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   117,814
Positions
    36,055     85,178        283     13,359      8,411      1,231     37,528     10,096        998     10,976      2,237          6     17,378      9,374
 
Changes from:       January 28, 2014                                 Total Change is:    -6,126
      -122      1,546        -30       -799        267        -60     -8,184     -2,811         16      1,360     -1,132          5      1,688     -3,927
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       72.3        0.2       11.3        7.1        1.0       31.9        8.6        0.8        9.3        1.9        0.0       14.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       101
        20         12          .          9          .          4         31         13          4          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   771,947
Positions
    40,726    193,066     51,262    302,068    119,097     45,631    111,344    183,180     44,551     48,642     45,099      5,033    122,689     85,028
 
Changes from:       January 28, 2014                                 Total Change is:    28,179
    -3,137    -23,695     13,350     -9,000     10,424      2,230     -1,564      7,484     11,691      1,538     -4,429       -228     13,300     11,352
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       25.0        6.6       39.1       15.4        5.9       14.4       23.7        5.8        6.3        5.8        0.7       15.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       564
        43         33         27        112         56         56         96        116         75         51         57         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   174,754
Positions
    36,816     62,804      3,660     58,888     23,149      1,836     17,141     25,892      1,618      9,271      8,604        142     45,382     47,049
 
Changes from:       January 28, 2014                                 Total Change is:    13,387
    11,223     -8,694        -28       -927        421        597      1,984     11,098         35         28       -817         -4        479     10,779
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       35.9        2.1       33.7       13.2        1.1        9.8       14.8        0.9        5.3        4.9        0.1       26.0       26.9
 
Number of Traders in Each Category                                    Total Traders:        81
         6          8          4         16          8          8         17         17          8          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 2,985,967
Positions
   224,615    856,374     32,947  1,226,807    490,647    208,069    599,042    914,463     86,641    207,068    192,689     14,244    386,534    189,893
 
Changes from:       January 28, 2014                                 Total Change is:    73,962
    -3,803     -7,005     -1,107    -36,501     53,882      4,298     41,658     41,328     -1,118      7,867    -17,745     -1,438     64,106      2,867
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       28.7        1.1       41.1       16.4        7.0       20.1       30.6        2.9        6.9        6.5        0.5       12.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       547
        44         31         22        105         53         52         93        116         61         48         57         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    99,866
Positions
    10,217     43,729         26     50,189     42,080      2,107     24,032      5,364      1,126        524      2,537          0     11,645      2,897
 
Changes from:       January 28, 2014                                 Total Change is:    -4,324
     4,968     -9,286         24     -4,544      6,417        246     -3,681        171     -1,909       -713         -8          0      1,285         21
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       43.8        0.0       50.3       42.1        2.1       24.1        5.4        1.1        0.5        2.5        0.0       11.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        93
         9         10          .         34         12         13         19          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    95,510
Positions
    10,548     61,191     10,392     35,536      4,432        940     21,525      5,356      3,012      1,950      2,302        649     10,960      7,237
 
Changes from:       January 28, 2014                                 Total Change is:     9,825
       380     -6,232     10,158     -1,612       -434        -77     -5,064       -899      2,784        332       -372        582      2,341      4,314
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       64.1       10.9       37.2        4.6        1.0       22.5        5.6        3.2        2.0        2.4        0.7       11.5        7.6
 
Number of Traders in Each Category                                    Total Traders:       196
        20         20         11         36         14          9         56         26         13         10         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    16,062
Positions
    10,390     10,001         83      1,362          0          0      1,060      1,927          0      1,127          0          0      2,040      4,051
 
Changes from:       January 28, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      64.7       62.3        0.5        8.5        0.0        0.0        6.6       12.0        0.0        7.0        0.0        0.0       12.7       25.2
 
Number of Traders in Each Category                                    Total Traders:        20
         6          5          .          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   397,238
Positions
    51,285    306,446      1,046    170,868     22,159      4,700    115,081     29,902      2,301      7,183     14,581        175     44,599     15,928
 
Changes from:       January 28, 2014                                 Total Change is:   -31,184
       447    -30,669       -120    -14,869     -2,168       -386    -17,862     -1,371      1,162       -903      1,210       -159      1,506      1,317
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       77.1        0.3       43.0        5.6        1.2       29.0        7.5        0.6        1.8        3.7        0.0       11.2        4.0
 
Number of Traders in Each Category                                    Total Traders:       194
        20         20          4         35         14          9         57         25         11          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   287,550
Positions
    40,630     67,630      7,320    143,514    103,969     11,383     46,486     69,312      6,814     10,946      5,363          5     20,452     15,754
 
Changes from:       January 28, 2014                                 Total Change is:    -8,203
    10,215    -19,073      1,360     -1,185     12,901     -4,781    -11,428      1,945     -1,170       -685       -145         -2       -527        762
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       23.5        2.5       49.9       36.2        4.0       16.2       24.1        2.4        3.8        1.9        0.0        7.1        5.5
 
Number of Traders in Each Category                                    Total Traders:       248
        24         12          5         55         42         28         43         50         11         13          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    71,165
Positions
     2,430     44,992          0     33,103        206        766     18,165     15,370        122      5,597      4,786          0     10,982      4,923
 
Changes from:       January 28, 2014                                 Total Change is:     3,185
    -2,044       -195          0        384       -629        289      4,819      4,660        122        296     -2,933          0       -681      1,871
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       63.2        0.0       46.5        0.3        1.1       25.5       21.6        0.2        7.9        6.7        0.0       15.4        6.9
 
Number of Traders in Each Category                                    Total Traders:        82
         6          8          0         23          .          .         16         15          .          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   111,669
Positions
    33,646     11,213      1,045     12,308      2,658        974     42,793      4,020      1,356      7,902      9,448        100     11,545     80,855
 
Changes from:       January 28, 2014                                 Total Change is:     5,040
     3,822     -3,362        336        943     -3,491         66      2,155      1,203       -179     -3,686      3,752          5      1,578      6,710
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       10.0        0.9       11.0        2.4        0.9       38.3        3.6        1.2        7.1        8.5        0.1       10.3       72.4
 
Number of Traders in Each Category                                    Total Traders:        94
        18          8          .         11          .          .         35          5         10         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   100,743
Positions
     2,561     63,818      4,288     56,738     17,221      3,823     20,295      4,445      4,186      2,227        265          0      6,625      2,697
 
Changes from:       January 28, 2014                                 Total Change is:    -4,871
       -44     -2,879        101       -151       -948        243     -4,685       -866       -497        939          0          0       -777        -25
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       63.3        4.3       56.3       17.1        3.8       20.1        4.4        4.2        2.2        0.3        0.0        6.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        90
         5         11          .         31         16         14         14          7          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   265,457
Positions
    20,782     93,189      4,777     89,519     67,381     47,539     71,877     32,067      2,180     16,427      6,681        843     11,513     10,800
 
Changes from:       January 28, 2014                                 Total Change is:     8,654
     2,304     -6,307      1,353        491      7,395      1,634      4,098       -880         76       -735      3,633        383       -950      1,367
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       35.1        1.8       33.7       25.4       17.9       27.1       12.1        0.8        6.2        2.5        0.3        4.3        4.1
 
Number of Traders in Each Category                                    Total Traders:       188
        17         24          5         42         30         23         27         22          9         19          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   678,708
Positions
     4,483     95,846     11,734    295,526    135,577    120,154     59,623    100,240     14,330     19,069     31,385        374    153,415    169,068
 
Changes from:       January 28, 2014                                 Total Change is:     6,039
     1,482       -631      8,493      4,176      1,997      3,101    -28,034    -15,113      2,543     -2,890     -4,339        -65     17,233     10,053
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       14.1        1.7       43.5       20.0       17.7        8.8       14.8        2.1        2.8        4.6        0.1       22.6       24.9
 
Number of Traders in Each Category                                    Total Traders:       158
         .         18          5         38         31         38         18         34         22          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   454,125
Positions
    19,360    107,895        353    271,472     21,807     61,071     16,561    147,289      1,492      7,753     22,837      1,782     74,281     89,599
 
Changes from:       January 28, 2014                                 Total Change is:    -9,441
    -5,943      3,446        253      5,584     -1,909        297     -3,009    -15,928        467     -1,630      1,534        152     -5,612      2,247
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       23.8        0.1       59.8        4.8       13.4        3.6       32.4        0.3        1.7        5.0        0.4       16.4       19.7
 
Number of Traders in Each Category                                    Total Traders:        78
         .         10          .         34          5         21          .         16          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   909,895
Positions
    65,989    125,100     13,024    218,939    271,501     68,342    252,317    152,673     90,315     57,936     59,536     23,734    119,299    105,670
 
Changes from:       January 28, 2014                                 Total Change is:   -29,424
    -7,681      7,999      8,225     10,303    -25,912      1,578    -51,413    -10,583        508        646         70     -1,001      9,411    -10,308
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       13.7        1.4       24.1       29.8        7.5       27.7       16.8        9.9        6.4        6.5        2.6       13.1       11.6
 
Number of Traders in Each Category                                    Total Traders:       217
        14         21          7         37         34         32         47         25         28         16         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    38,016
Positions
     4,163     12,453      9,401        800          0        500     15,396      7,826      7,736          0          0          0         20        100
 
Changes from:       January 28, 2014                                 Total Change is:   -10,687
    -3,591    -14,326      4,241        400          0        500    -15,772     -4,675      3,862          0        -12       -303        -24         26
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       32.8       24.7        2.1        0.0        1.3       40.5       20.6       20.3        0.0        0.0        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        42
         6         11          9          .          0          .         11         10         11          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 2,382,511
Positions
   179,349    183,359     66,928    610,721    838,103    244,903    655,555    302,670     83,669    247,722    188,955     27,185    266,479    446,739
 
Changes from:       January 28, 2014                                 Total Change is:    48,402
    31,613     50,394     10,321     51,721   -122,010     37,280   -108,116     57,112      3,982     20,341      7,350        723        537      3,250
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        7.7        2.8       25.6       35.2       10.3       27.5       12.7        3.5       10.4        7.9        1.1       11.2       18.8
 
Number of Traders in Each Category                                    Total Traders:       355
        30         37         17         42         71         58         51         61         46         18         45         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 1,932,478
Positions
   114,789    193,625     23,605    697,065    492,842    243,290    416,083    344,807     45,084    167,208    202,142      9,206    216,148    377,877
 
Changes from:       January 28, 2014                                 Total Change is:   -29,172
     6,242    -33,335      6,132     59,787    -43,755     -8,056   -128,426     42,355     11,581     31,051     -9,588     -9,727      2,244     15,221
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       10.0        1.2       36.1       25.5       12.6       21.5       17.8        2.3        8.7       10.5        0.5       11.2       19.6
 
Number of Traders in Each Category                                    Total Traders:       260
        15         28         10         30         55         40         30         59         29         17         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   273,109
Positions
   110,138     84,723     67,739        719      1,507      2,103     23,336     17,092     30,587        268     15,664      7,285     30,934     46,409
 
Changes from:       January 28, 2014                                 Total Change is:   -18,385
   -10,025      6,486    -13,249          0        738      1,036        909     -6,843        565       -700     -1,157      1,109      1,970     -7,070
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       31.0       24.8        0.3        0.6        0.8        8.5        6.3       11.2        0.1        5.7        2.7       11.3       17.0
 
Number of Traders in Each Category                                    Total Traders:        64
        15         20         24          .          .          .          8          8         14          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 is 9,957,610
Positions
 1,140,975  2,251,233  2,038,017  2,818,721    854,708    168,923    714,341    925,098  1,722,104    238,344    562,431    339,631    776,554  1,095,465
 
Changes from:       January 28, 2014                                 Total Change is:   -49,029
   110,863     52,462    -63,805    -42,423   -222,899    -18,840     20,252    176,036    -94,020    -32,840     41,460     27,311     44,473     53,266
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       22.6       20.5       28.3        8.6        1.7        7.2        9.3       17.3        2.4        5.6        3.4        7.8       11.0
 
Number of Traders in Each Category                                    Total Traders:       270
        32         54         79         10         20         20         41         67         79         14         25         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    48,526
Positions
    39,331      1,325          0      3,761     12,631      5,336         51     17,478          0          0     11,625          0         47        131
 
Changes from:       January 28, 2014                                 Total Change is:    -5,951
    -5,730        -76          0        512     -1,137        -11       -567       -403       -152          0     -4,112          0         -3        -60
 
Percent of Open Interest Represented by Each Category of Trader
      81.1        2.7        0.0        7.8       26.0       11.0        0.1       36.0        0.0        0.0       24.0        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         8          5          0          4         11          .          .         12          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    26,976
Positions
    22,090      2,818         10      2,346      6,097      1,971         40      2,877          0        510     13,093          0          9        110
 
Changes from:       January 28, 2014                                 Total Change is:    -6,794
    -6,746        661         10        -24     -3,765         -6       -518        290        -20        510     -4,015          0          0         51
 
Percent of Open Interest Represented by Each Category of Trader
      81.9       10.4        0.0        8.7       22.6        7.3        0.1       10.7        0.0        1.9       48.5        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        35
         6          .          .          .          9          .          .          7          0          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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    47,614
Positions
    10,077      7,831        751      9,916        529        421      7,584     35,647        704      9,972        366          0      8,189      1,365
 
Changes from:       January 28, 2014                                 Total Change is:    -1,230
         8        -89          0      1,980        -90       -131     -1,270        580       -611       -860       -187          0       -346       -702
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       16.4        1.6       20.8        1.1        0.9       15.9       74.9        1.5       20.9        0.8        0.0       17.2        2.9
 
Number of Traders in Each Category                                    Total Traders:       145
         7          .          .         12          4          .         30         23          7         63          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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   384,117
Positions
    86,998     63,543     46,133     36,943     14,048     20,413     49,372    128,349     58,794     43,391      9,770     16,878     25,195     26,189
 
Changes from:       January 28, 2014                                 Total Change is:     8,074
    -7,934     38,449      9,726     -6,003     -7,093         81     -6,611    -15,823      5,917     38,453      2,946    -28,525      2,970      2,396
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       16.5       12.0        9.6        3.7        5.3       12.9       33.4       15.3       11.3        2.5        4.4        6.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       168
        22         10         24          8          9         12         38         39         51         16         15         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated February 7, 2014