`Traders in Financial Futures - Futures Only Positions as of May 27, 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   129,989
Positions
    25,172     28,125        768     13,951      5,779        833     34,701     53,942      6,953     17,617      3,336         70     29,924     30,183
 
Changes from:       May 20, 2014                                     Total Change is:     8,721
      -229      6,849        -74        168       -266        266      6,362      2,270        493        118      1,098         15      1,602     -1,930
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       21.6        0.6       10.7        4.4        0.6       26.7       41.5        5.3       13.6        2.6        0.1       23.0       23.2
 
Number of Traders in Each Category                                    Total Traders:        80
         6          7          5          4          5          .         15         24         11         12          7          5
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Traders in Financial Futures - Futures Only Positions as of May 27, 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    48,284
Positions
    19,998      8,387         19        900      2,229          0     11,345     19,926        899        613      1,528          0     14,510     15,296
 
Changes from:       May 20, 2014                                     Total Change is:      -519
     5,654        -88          0          0          0          0     -5,492     -2,060        -34          0         56          0       -647      1,607
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       17.4        0.0        1.9        4.6        0.0       23.5       41.3        1.9        1.3        3.2        0.0       30.1       31.7
 
Number of Traders in Each Category                                    Total Traders:        43
        10          .          .          .          .          0         10         14          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 27, 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   238,440
Positions
    13,614    120,731      4,358     24,772     30,566      1,847    153,626     34,111      3,000      1,151     23,702         95     35,977     20,030
 
Changes from:       May 20, 2014                                     Total Change is:       803
      -332      5,468         61        -71        232        -35      1,679     -3,093       -162        -31     -2,116         91       -397        357
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       50.6        1.8       10.4       12.8        0.8       64.4       14.3        1.3        0.5        9.9        0.0       15.1        8.4
 
Number of Traders in Each Category                                    Total Traders:       120
         6         12          8         10         14          8         41         23          9          4         10          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 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   162,820
Positions
    83,254     22,942      2,549     23,331     16,057      2,554     24,365     69,150      2,839      3,576      4,439      1,213     19,139     41,077
 
Changes from:       May 20, 2014                                     Total Change is:    -1,999
     2,136     -5,324        688      2,201     -1,145     -1,216        133      4,708       -364       -468     -1,503        -18     -5,091      2,175
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       14.1        1.6       14.3        9.9        1.6       15.0       42.5        1.7        2.2        2.7        0.7       11.8       25.2
 
Number of Traders in Each Category                                    Total Traders:       111
         7         12          5          8         13          9         18         40         11          5          8          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 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   274,051
Positions
    88,065     22,532      9,163     48,056     67,752      6,581     50,359     64,444      6,401     24,413     31,397      1,766     39,247     64,015
 
Changes from:       May 20, 2014                                     Total Change is:     5,852
    14,601       -945      1,011        343      1,501         93     -6,929      3,445     -1,357     -1,386        -45      1,153     -1,677        996
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        8.2        3.3       17.5       24.7        2.4       18.4       23.5        2.3        8.9       11.5        0.6       14.3       23.4
 
Number of Traders in Each Category                                    Total Traders:       200
        20         12         12         16         31         17         26         51         14         20         24          8
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Traders in Financial Futures - Futures Only Positions as of May 27, 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   109,139
Positions
    21,141     44,350      1,567      3,924      3,751         75     54,473     25,947      1,520        656      6,935        537     25,246     24,457
 
Changes from:       May 20, 2014                                     Total Change is:     1,526
     1,441     -3,499        363       -237        271          0      1,525      5,130       -323       -735        644          0       -508     -1,060
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       40.6        1.4        3.6        3.4        0.1       49.9       23.8        1.4        0.6        6.4        0.5       23.1       22.4
 
Number of Traders in Each Category                                    Total Traders:        81
         5         11          4          .          6          .         24         21          7          4          8          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 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    36,373
Positions
    15,843     22,888      6,213      2,822          0          0      5,460      2,182      2,258      1,095          0      2,184        498        648
 
Changes from:       May 20, 2014                                     Total Change is:       205
      -343      1,135        -55        379          0          0        132       -897         62          0          0          0         30        -40
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       62.9       17.1        7.8        0.0        0.0       15.0        6.0        6.2        3.0        0.0        6.0        1.4        1.8
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          7          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 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   157,626
Positions
    25,849     37,448      8,678      3,567      1,336          0    102,135     99,601      2,595      3,157      4,553      1,375     10,270      2,040
 
Changes from:       May 20, 2014                                     Total Change is:     2,831
    -2,235        733      1,165      1,124         -4          0      9,181      8,076     -8,282        522        112      1,011        345         20
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       23.8        5.5        2.3        0.8        0.0       64.8       63.2        1.6        2.0        2.9        0.9        6.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       131
        10         11          .          6          .          0         51         23          7         17          8          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 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    21,599
Positions
     4,292     11,440      3,297      1,465        103          0     10,384      2,288        645        120      3,055          0      1,396        771
 
Changes from:       May 20, 2014                                     Total Change is:       792
        17         39        121         33       -106          0        -42        -66        645         20          0          0         -2        159
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       53.0       15.3        6.8        0.5        0.0       48.1       10.6        3.0        0.6       14.1        0.0        6.5        3.6
 
Number of Traders in Each Category                                    Total Traders:        23
         4          6          5          .          .          0          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,649
Positions
     2,425     22,419         44      2,554        189          0     20,150      4,379        204        515        775          0      4,757      2,639
 
Changes from:       May 20, 2014                                     Total Change is:        93
        88        508         -9         10       -320          0       -449         95        -23         -3       -400          0        479        242
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       73.1        0.1        8.3        0.6        0.0       65.7       14.3        0.7        1.7        2.5        0.0       15.5        8.6
 
Number of Traders in Each Category                                    Total Traders:        61
         5          8          .          6          .          0         24         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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    64,624
Positions
    21,334     35,745        285      7,171      4,335        300     22,472     11,260        637      3,995      3,592          2      8,430      8,469
 
Changes from:       May 20, 2014                                     Total Change is:     3,712
       507      3,626          8        393        -50       -241      2,692     -1,032         20       -559      1,328         -6        899         59
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       55.3        0.4       11.1        6.7        0.5       34.8       17.4        1.0        6.2        5.6        0.0       13.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       113
        18         16          .         11          .          .         28         16          4          9         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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   129,247
Positions
    42,668     71,489        570     14,341      8,670        599     44,943     22,520      1,273      7,989      7,184          4     16,860     16,938
 
Changes from:       May 20, 2014                                     Total Change is:     7,424
     1,013      7,252         16        786        -99       -481      5,383     -2,064         39     -1,118      2,655        -11      1,797        117
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       55.3        0.4       11.1        6.7        0.5       34.8       17.4        1.0        6.2        5.6        0.0       13.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       113
        18         16          .         11          .          .         28         16          4          9         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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   758,245
Positions
    48,659    202,744     34,097    306,752     96,490     50,098     97,311    186,592     39,140     58,007     49,584      4,247    119,935     95,252
 
Changes from:       May 20, 2014                                     Total Change is:    15,313
    -2,885      6,712      5,426      4,787       -704     -2,548     11,287        496     -4,934      5,562      3,744       -732       -651      7,852
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       26.7        4.5       40.5       12.7        6.6       12.8       24.6        5.2        7.7        6.5        0.6       15.8       12.6
 
Number of Traders in Each Category                                    Total Traders:       576
        40         40         27        125         52         64         87        128         81         52         52         16
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Traders in Financial Futures - Futures Only Positions as of May 27, 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   149,768
Positions
    27,887     56,196      1,156     48,011     21,482      1,460      9,016     17,349      1,882     13,525      5,645          0     46,831     44,598
 
Changes from:       May 20, 2014                                     Total Change is:      -329
     2,049        241         -2     -1,203       -119       -275        595     -3,337        687      1,234         38          0     -3,414      2,438
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       37.5        0.8       32.1       14.3        1.0        6.0       11.6        1.3        9.0        3.8        0.0       31.3       29.8
 
Number of Traders in Each Category                                    Total Traders:        83
         8         10          4         16          7          7         13         19         14          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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 3,042,386
Positions
   241,663    870,547     26,902  1,301,021    382,356    235,874    510,091    914,835    117,671    230,555    227,840     13,090    365,519    253,271
 
Changes from:       May 20, 2014                                     Total Change is:    78,208
    -8,480     48,544     10,953     29,623     -3,252    -11,040     22,403    -11,890      2,953     21,231     18,119     -3,250     13,815     27,071
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       28.6        0.9       42.8       12.6        7.8       16.8       30.1        3.9        7.6        7.5        0.4       12.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       557
        39         40         19        119         49         60         83        128         70         48         51         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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    90,402
Positions
    10,090     38,702        167     44,723     37,219      1,955     19,383      5,610        891        721      2,576          0     12,472      3,282
 
Changes from:       May 20, 2014                                     Total Change is:    -1,610
    -1,203      1,798        155     -2,252     -1,504       -133        752       -718       -941          0          0          0      2,012       -267
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       42.8        0.2       49.5       41.2        2.2       21.4        6.2        1.0        0.8        2.8        0.0       13.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        87
         7         12          .         36         10         13         12          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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    87,667
Positions
     7,030     33,327     12,133     32,297      6,258        866     17,209     17,283      3,885      2,568      2,927        228     11,450     10,759
 
Changes from:       May 20, 2014                                     Total Change is:    -5,830
       -87      2,142       -241      1,187     -1,563       -143      3,008      2,064     -5,706        451      1,121         29     -4,328     -3,533
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       38.0       13.8       36.8        7.1        1.0       19.6       19.7        4.4        2.9        3.3        0.3       13.1       12.3
 
Number of Traders in Each Category                                    Total Traders:       244
        19         26         11         33         17          9         53         52         15         18         26          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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    17,636
Positions
    11,272      9,260        128      3,635          0          0        226      3,148          0        725        366          0      1,650      4,734
 
Changes from:       May 20, 2014                                     Total Change is:    -5,072
      -522          0        128         -1          0          0     -4,558       -644          0        -14          0          0       -105     -4,556
 
Percent of Open Interest Represented by Each Category of Trader
      63.9       52.5        0.7       20.6        0.0        0.0        1.3       17.8        0.0        4.1        2.1        0.0        9.4       26.8
 
Number of Traders in Each Category                                    Total Traders:        22
         9          4          .          .          0          0          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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   350,156
Positions
    35,288    176,832      3,530    143,862     31,842      3,782    101,001     86,762      3,341      9,214     12,806      1,138     49,000     30,123
 
Changes from:       May 20, 2014                                     Total Change is:    -3,788
    -1,713      6,820      2,043      5,223     -8,528         -2     11,307    -12,987     -2,003      1,633      4,914        840    -21,116      5,115
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       50.5        1.0       41.1        9.1        1.1       28.8       24.8        1.0        2.6        3.7        0.3       14.0        8.6
 
Number of Traders in Each Category                                    Total Traders:       242
        20         25          5         32         18          9         55         50         14         16         26          4
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Traders in Financial Futures - Futures Only Positions as of May 27, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   324,620
Positions
   111,245     45,500     12,489    115,095    134,891     15,651     34,970     83,441      5,995     10,637      9,445         52     18,486     17,156
 
Changes from:       May 20, 2014                                     Total Change is:     3,348
     6,206     14,327      1,320      1,925       -103       -855     -4,005    -11,100     -1,839       -626        504         52      1,170      1,042
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       14.0        3.8       35.5       41.6        4.8       10.8       25.7        1.8        3.3        2.9        0.0        5.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       254
        23         12          6         52         43         26         33         60         14         17         14          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    61,437
Positions
     4,397     16,586        119     31,738        202        143      8,795     13,945        159      5,409     19,085        328     10,349     10,870
 
Changes from:       May 20, 2014                                     Total Change is:     2,973
        55         66          0       -243        202        -23      2,450      1,007       -104          5        108        328        505      1,389
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       27.0        0.2       51.7        0.3        0.2       14.3       22.7        0.3        8.8       31.1        0.5       16.8       17.7
 
Number of Traders in Each Category                                    Total Traders:        67
         6          8          .         19          .          .         13          6          .          6          7          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   115,941
Positions
    16,350      8,043      1,307     22,754      1,139         35     40,255      5,153      3,004     20,445      4,842          0     11,791     92,418
 
Changes from:       May 20, 2014                                     Total Change is:     5,754
    -1,399      1,060       -310       -816        -60        -10      6,153      1,261        975        459       -112          0        702      2,950
 
Percent of Open Interest Represented by Each Category of Trader
      14.1        6.9        1.1       19.6        1.0        0.0       34.7        4.4        2.6       17.6        4.2        0.0       10.2       79.7
 
Number of Traders in Each Category                                    Total Traders:        84
        12         10          7          9          .          .         28         10          7         10          4          0
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Traders in Financial Futures - Futures Only Positions as of May 27, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   113,111
Positions
     5,003     73,763      2,700     69,648     16,428      4,751     17,604      5,976      5,977      1,593        279          0      5,835      3,237
 
Changes from:       May 20, 2014                                     Total Change is:       590
    -2,082      2,419       -108      1,478       -605        -87      1,526       -497       -612        570          0          0        -95         80
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       65.2        2.4       61.6       14.5        4.2       15.6        5.3        5.3        1.4        0.2        0.0        5.2        2.9
 
Number of Traders in Each Category                                    Total Traders:        97
         6         12          .         36         16         13         15          7          4          4          .          0
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Traders in Financial Futures - Futures Only Positions as of May 27, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   304,900
Positions
    22,692    138,298      5,900    108,582     40,680     50,157     78,994     50,294      2,582     18,750     10,969        226     17,017      5,794
 
Changes from:       May 20, 2014                                     Total Change is:     8,958
       -42     12,239      1,208      1,062        961     -1,718      6,877     -1,980       -602      2,727       -129          0       -554     -1,021
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       45.4        1.9       35.6       13.3       16.5       25.9       16.5        0.8        6.1        3.6        0.1        5.6        1.9
 
Number of Traders in Each Category                                    Total Traders:       212
        19         21          5         57         25         30         35         21         11         25          9          4
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Traders in Financial Futures - Futures Only Positions as of May 27, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   830,759
Positions
     8,705    123,941     13,351    270,545    151,745    128,825    125,216     82,294     90,451     14,913     35,533        280    178,473    204,339
 
Changes from:       May 20, 2014                                     Total Change is:    13,691
     4,387        219      7,157    -15,714    -10,386     -2,446     -3,736    -29,561     54,273     -8,162        751       -625    -21,443     -5,691
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       14.9        1.6       32.6       18.3       15.5       15.1        9.9       10.9        1.8        4.3        0.0       21.5       24.6
 
Number of Traders in Each Category                                    Total Traders:       163
         7         19          7         32         35         39         31         24         26          5         10          .
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Traders in Financial Futures - Futures Only Positions as of May 27, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   525,443
Positions
    21,439     79,815     16,252    256,800     20,711     77,898     22,357    197,825     14,712      9,338     12,167          0    106,647    106,063
 
Changes from:       May 20, 2014                                     Total Change is:    21,953
    -2,503     -2,078      9,996     -2,919    -10,655      3,370      1,974     -2,326      9,333      2,189     -2,935     -1,526      2,039     18,774
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       15.2        3.1       48.9        3.9       14.8        4.3       37.6        2.8        1.8        2.3        0.0       20.3       20.2
 
Number of Traders in Each Category                                    Total Traders:        82
         .          8          6         33         11         21          6         14         14          .          4          0
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Traders in Financial Futures - Futures Only Positions as of May 27, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,202,909
Positions
    47,400    167,997     30,208    238,304    349,658     67,651    520,450    202,873    111,569     32,546     89,495     39,484    115,297    143,974
 
Changes from:       May 20, 2014                                     Total Change is:    11,333
   -13,328      7,421      9,039     -1,943    -17,362     -2,254      1,584      8,365     21,131     -3,424    -20,722      9,308     -8,780     -3,593
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       14.0        2.5       19.8       29.1        5.6       43.3       16.9        9.3        2.7        7.4        3.3        9.6       12.0
 
Number of Traders in Each Category                                    Total Traders:       253
        13         30         18         40         46         30         51         33         37         16         22         13
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Traders in Financial Futures - Futures Only Positions as of May 27, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    75,410
Positions
     6,203     21,938     13,647          0      2,730      1,792     40,131     21,478     13,637          0          0          0          0        188
 
Changes from:       May 20, 2014                                     Total Change is:     1,611
      -294      1,196       -359          0      1,356       -150      3,077      4,096       -663          0          0          0          0     -3,865
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       29.1       18.1        0.0        3.6        2.4       53.2       28.5       18.1        0.0        0.0        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        36
         5         10          9          0          .          .          4         15          9          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,841,037
Positions
   125,192    188,701     91,369    835,048  1,163,131    235,664    794,064    297,342    119,072    240,759    169,492     32,703    367,166    543,563
 
Changes from:       May 20, 2014                                     Total Change is:    44,514
   -11,296     28,638     24,564    -11,974     45,440     13,417    -18,961    -97,582     11,309      7,301    -31,415          3     30,151     50,140
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        6.6        3.2       29.4       40.9        8.3       27.9       10.5        4.2        8.5        6.0        1.2       12.9       19.1
 
Number of Traders in Each Category                                    Total Traders:       353
        22         37         34         35         83         64         53         59         53         21         43         13
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Traders in Financial Futures - Futures Only Positions as of May 27, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,199,370
Positions
   116,960    142,209     54,481    781,633    800,260    223,602    503,416    252,661    116,835     90,793    173,999     24,870    286,780    410,453
 
Changes from:       May 20, 2014                                     Total Change is:    15,156
   -11,876     -3,240     27,489    -76,110     -3,726     17,954     13,306    -56,701     38,096     -4,570    -21,446      4,656      6,211     12,074
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        6.5        2.5       35.5       36.4       10.2       22.9       11.5        5.3        4.1        7.9        1.1       13.0       18.7
 
Number of Traders in Each Category                                    Total Traders:       264
        14         32         19         31         57         47         40         46         34         13         30         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   367,374
Positions
   169,423    106,861     69,274          0      5,754      9,097     22,238     39,948     49,563      1,278     12,828     17,595     28,906     56,454
 
Changes from:       May 20, 2014                                     Total Change is:     6,109
     4,580      3,561     -2,807          0      1,601          0        462      3,667      1,466        403        -88      1,744        261     -3,035
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       29.1       18.9        0.0        1.6        2.5        6.1       10.9       13.5        0.3        3.5        4.8        7.9       15.4
 
Number of Traders in Each Category                                    Total Traders:        80
        12         26         31          0          4          .         13         14         15          .          6          6
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Traders in Financial Futures - Futures Only Positions as of May 27, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,870,550
Positions
 2,195,973  2,260,519  2,176,191  2,866,008    765,288    253,804    705,476  1,993,300  2,232,212    292,271    610,532    264,265    884,350  1,314,439
 
Changes from:       May 20, 2014                                     Total Change is:   198,159
    36,915    -82,589     26,414     45,637     40,986     -9,343     46,294    155,033     12,257    -27,014    -54,464     -1,645     68,644    111,510
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       19.0       18.3       24.1        6.4        2.1        5.9       16.8       18.8        2.5        5.1        2.2        7.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       299
        30         56         76         11         20         16         44         85         93          9         34         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    54,786
Positions
    40,661      1,068          0      6,956     16,850      4,872      1,881     21,914        375          0      9,558          0         41        149
 
Changes from:       May 20, 2014                                     Total Change is:    -2,728
      -525          0          0          0     -1,414          0     -2,200     -1,350          0          0          0          0         -3         36
 
Percent of Open Interest Represented by Each Category of Trader
      74.2        1.9        0.0       12.7       30.8        8.9        3.4       40.0        0.7        0.0       17.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        42
         8          4          0          4          8          .          4          8          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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    43,604
Positions
    41,107        356          0        150     16,930      2,054        224     10,566          0          0     13,643          0         69         55
 
Changes from:       May 20, 2014                                     Total Change is:    -1,366
    -1,214     -1,121        -50          0       -222          0        -43          6        -57          0        430          0         -2       -352
 
Percent of Open Interest Represented by Each Category of Trader
      94.3        0.8        0.0        0.3       38.8        4.7        0.5       24.2        0.0        0.0       31.3        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          0          .         12          .          .          9          0          0         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    49,243
Positions
    10,213      7,136        923      7,532      1,206        145      6,767     34,729      2,314     13,636        628          0      7,713      2,162
 
Changes from:       May 20, 2014                                     Total Change is:     1,749
        80        324         -8      1,064       -576       -222         24      2,357        124        591        -50          0         96       -200
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       14.5        1.9       15.3        2.4        0.3       13.7       70.5        4.7       27.7        1.3        0.0       15.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       134
         7          .          .         13          5          .         23         21          8         58          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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   420,366
Positions
    89,325     24,706     47,673     56,748     27,160     28,538     82,267    177,679     45,071     13,268     12,392     30,319     27,157     26,828
 
Changes from:       May 20, 2014                                     Total Change is:    -4,785
     1,129     -2,968     -7,696     -3,703     -2,215      3,156     -3,914      3,071      1,945      2,591       -132       -868      2,575        922
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        5.9       11.3       13.5        6.5        6.8       19.6       42.3       10.7        3.2        2.9        7.2        6.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       208
        21         11         22          8         17         11         44         56         56         21         21         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,523
Positions
       452      7,598          0      7,294        233        284      7,406      7,634        756        276          0          0         55         18
 
Changes from:       May 20, 2014                                     Total Change is:       -53
      -294         48          0       -125        156        -16        390       -242          0          0          0          0         -8          1
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       46.0        0.0       44.1        1.4        1.7       44.8       46.2        4.6        1.7        0.0        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          5          .          .          9          .          .          .          0          0
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Updated May 30, 2014