`Traders in Financial Futures - Futures Only Positions as of April 1, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   117,966
Positions
    26,035      4,045        868     14,779      8,529        206     30,213     62,407      4,849     17,574      2,886        110     23,332     34,066
 
Changes from:       March 25, 2014                                   Total Change is:   -15,280
    -3,128        207        296        270       -227        -19    -13,421     -9,497     -1,452      1,238        506        -37        973     -5,057
 
Percent of Open Interest Represented by Each Category of Trader
      22.1        3.4        0.7       12.5        7.2        0.2       25.6       52.9        4.1       14.9        2.4        0.1       19.8       28.9
 
Number of Traders in Each Category                                    Total Traders:        81
         9          6          5          4          7          .         17         19          7         13          6          4
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Traders in Financial Futures - Futures Only Positions as of April 1, 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    47,228
Positions
     3,138     15,919         61        934      1,965          0     24,168     16,128        303        632        611          0     17,992     12,241
 
Changes from:       March 25, 2014                                   Total Change is:      -125
     2,478       -784        -21          0          0          0       -237        534       -188          0         79          0     -2,157        255
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       33.7        0.1        2.0        4.2        0.0       51.2       34.1        0.6        1.3        1.3        0.0       38.1       25.9
 
Number of Traders in Each Category                                    Total Traders:        41
         4          7          .          .          .          0         11         13          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 1, 2014                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   211,437
Positions
     8,124     98,318      1,055     24,063     27,813      1,479    141,351     33,275      2,263      1,974     29,102         13     31,115     18,119
 
Changes from:       March 25, 2014                                   Total Change is:     9,322
    -1,841      4,277       -181        495       -502       -492     11,127      7,240       -485        -19       -948          0        718        413
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       46.5        0.5       11.4       13.2        0.7       66.9       15.7        1.1        0.9       13.8        0.0       14.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       111
         7          9          .         10         13          6         36         25          6          .          8          .
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Traders in Financial Futures - Futures Only Positions as of April 1, 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   188,464
Positions
   115,453     10,089         83     17,796     20,460      3,660     32,157     96,976      2,235      3,298      6,767         21     13,761     48,173
 
Changes from:       March 25, 2014                                   Total Change is:    30,184
    21,864        368          2     -2,010      1,126       -639     10,092     21,108        -90        540      1,490         20        405      6,799
 
Percent of Open Interest Represented by Each Category of Trader
      61.3        5.4        0.0        9.4       10.9        1.9       17.1       51.5        1.2        1.7        3.6        0.0        7.3       25.6
 
Number of Traders in Each Category                                    Total Traders:       119
        12          8          .          5         18          6         17         45         11          4         10          .
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Traders in Financial Futures - Futures Only Positions as of April 1, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   260,075
Positions
    47,949     26,479      2,018     42,071     91,478      5,297     89,129     37,164      3,227     26,954     32,205        831     42,599     61,376
 
Changes from:       March 25, 2014                                   Total Change is:    -2,104
     5,419       -133        371       -266     -1,045       -554     -6,184      1,854       -507      3,768       -115       -218     -3,933     -1,757
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       10.2        0.8       16.2       35.2        2.0       34.3       14.3        1.2       10.4       12.4        0.3       16.4       23.6
 
Number of Traders in Each Category                                    Total Traders:       187
        15         15          9         14         29         14         33         39         11         17         25         10
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Traders in Financial Futures - Futures Only Positions as of April 1, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    93,999
Positions
    22,418     25,431        418      7,513      3,913        100     35,355     30,372        612      2,861      7,193        707     24,015     25,253
 
Changes from:       March 25, 2014                                   Total Change is:     9,767
    -2,731     16,088        399      1,271       -420          0      9,616     -5,359       -214     -1,471        646        560      2,337     -1,933
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       27.1        0.4        8.0        4.2        0.1       37.6       32.3        0.7        3.0        7.7        0.8       25.5       26.9
 
Number of Traders in Each Category                                    Total Traders:        80
         5         14          .          5          6          .         20         18          4          .          9          .
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Traders in Financial Futures - Futures Only Positions as of April 1, 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    33,748
Positions
    16,341     20,329      7,301      1,883          0          0      2,367      1,092      2,214      1,095          0      2,184        363        628
 
Changes from:       March 25, 2014                                   Total Change is:    -1,214
      -769      1,476       -145         -6          0          0       -294     -2,378         18          0          0          0        -18       -185
 
Percent of Open Interest Represented by Each Category of Trader
      48.4       60.2       21.6        5.6        0.0        0.0        7.0        3.2        6.6        3.2        0.0        6.5        1.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        20
         5          9          7          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of April 1, 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   145,270
Positions
    44,706     40,867        314     40,381      1,989        151     49,528     95,000        161      2,329      3,815          0      7,700      2,973
 
Changes from:       March 25, 2014                                   Total Change is:    29,412
       228      8,203        314        565        -18         -4     27,788     21,241          8       -838        272          0      1,351       -604
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       28.1        0.2       27.8        1.4        0.1       34.1       65.4        0.1        1.6        2.6        0.0        5.3        2.0
 
Number of Traders in Each Category                                    Total Traders:        95
         5         10          .          .          4          .         35         22          .         11          5          0
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Traders in Financial Futures - Futures Only Positions as of April 1, 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    26,490
Positions
     3,887     11,162      7,097          0        155        119     12,202      1,942      2,010          0      3,055          0      1,175        950
 
Changes from:       March 25, 2014                                   Total Change is:     2,192
      -516     -1,570      4,037          0       -239        119     -1,170     -1,776      1,641     -2,000          0          0         81        -20
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       42.1       26.8        0.0        0.6        0.4       46.1        7.3        7.6        0.0       11.5        0.0        4.4        3.6
 
Number of Traders in Each Category                                    Total Traders:        25
         .          8          .          0          .          .          4          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    32,313
Positions
       946     20,777         63      1,391        189          0     21,919      8,014        222      2,885        549          0      4,887      2,499
 
Changes from:       March 25, 2014                                   Total Change is:      -435
        62        747         63         64          0          0     -2,826     -1,011        -44      2,364       -329          0       -118        139
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       64.3        0.2        4.3        0.6        0.0       67.8       24.8        0.7        8.9        1.7        0.0       15.1        7.7
 
Number of Traders in Each Category                                    Total Traders:        56
         .         10          .          4          .          0         19         12          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    64,050
Positions
    20,480     40,713        189      6,842      4,441        263     23,465      8,802         12      4,538      1,994          2      8,261      7,636
 
Changes from:       March 25, 2014                                   Total Change is:       273
       135     -1,977        164       -154        -26         49        816      1,717          7       -169        201         -1       -574        140
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       63.6        0.3       10.7        6.9        0.4       36.6       13.7        0.0        7.1        3.1        0.0       12.9       11.9
 
Number of Traders in Each Category                                    Total Traders:       106
        20         13          .         10          .          4         27         15          .          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   128,099
Positions
    40,960     81,426        378     13,683      8,881        525     46,929     17,603         24      9,075      3,987          4     16,521     15,271
 
Changes from:       March 25, 2014                                   Total Change is:       546
       269     -3,954        328       -307        -52         98      1,631      3,433         13       -338        401         -1     -1,147        280
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       63.6        0.3       10.7        6.9        0.4       36.6       13.7        0.0        7.1        3.1        0.0       12.9       11.9
 
Number of Traders in Each Category                                    Total Traders:       106
        20         13          .         10          .          4         27         15          .          6         12          .
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Traders in Financial Futures - Futures Only Positions as of April 1, 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   681,463
Positions
    44,301    220,148      9,328    313,918     93,509     40,122     93,306    170,812     23,817     52,853     50,158      3,064    100,753     70,504
 
Changes from:       March 25, 2014                                   Total Change is:    -2,063
      -712      1,215       -137     -8,373     -1,937     -1,235      2,608     -9,488      4,287     -1,801      1,091        -74      3,373      4,215
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       32.3        1.4       46.1       13.7        5.9       13.7       25.1        3.5        7.8        7.4        0.4       14.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       555
        40         36         21        114         52         60         88        116         73         50         59         15
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Traders in Financial Futures - Futures Only Positions as of April 1, 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   121,259
Positions
     7,949     59,413        386     47,092     21,130      1,561      4,588      7,117        651     12,747      5,975          5     46,280     25,021
 
Changes from:       March 25, 2014                                   Total Change is:    -2,041
      -493     -2,893         77     -6,078       -243        -71        995       -397        242      3,335       -532       -305        257      2,081
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       49.0        0.3       38.8       17.4        1.3        3.8        5.9        0.5       10.5        4.9        0.0       38.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        84
         4         12          .         15          7          8         18         15          7         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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 2,801,019
Positions
   218,892    840,808      7,577  1,341,138    368,907    185,797    471,774    846,655     87,650    204,141    224,523     11,685    272,365    227,417
 
Changes from:       March 25, 2014                                   Total Change is:      -112
       273     21,910     -2,439    -10,631     -7,625     -6,661     25,121    -28,403      3,170    -22,801     10,993     -1,726     15,582     10,669
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       30.0        0.3       47.9       13.2        6.6       16.8       30.2        3.1        7.3        8.0        0.4        9.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       535
        39         35         17        109         49         54         85        116         59         45         57         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    92,271
Positions
     4,527     43,550          0     49,285     34,356      2,080     23,657      5,240        809      1,021      3,026          0     10,892      3,210
 
Changes from:       March 25, 2014                                   Total Change is:    -1,173
       397       -473        -41       -615       -522        -14     -1,922       -572         76        316        217          0        630        156
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       47.2        0.0       53.4       37.2        2.3       25.6        5.7        0.9        1.1        3.3        0.0       11.8        3.5
 
Number of Traders in Each Category                                    Total Traders:        94
         6         13          0         38         10         15         15          5          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    73,334
Positions
     4,856     53,581        521     34,226      4,355        493     22,566      8,916        585      2,116      1,528         36      7,935      3,318
 
Changes from:       March 25, 2014                                   Total Change is:    -2,408
      -493     -2,259        140     -3,287        303         85       -218        -43       -352        425       -492        -34      1,325        243
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       73.1        0.7       46.7        5.9        0.7       30.8       12.2        0.8        2.9        2.1        0.0       10.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       210
        20         19          4         35         12          7         62         28         13         15         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   366,668
Positions
    24,278    267,903      2,605    171,128     21,777      2,464    112,830     44,581      2,923     10,582      7,642        182     39,676     16,591
 
Changes from:       March 25, 2014                                   Total Change is:   -12,042
    -2,464    -11,294        701    -16,437      1,514        423     -1,090       -214     -1,760      2,127     -2,458       -169      6,627      1,215
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       73.1        0.7       46.7        5.9        0.7       30.8       12.2        0.8        2.9        2.1        0.0       10.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       210
        20         19          4         35         12          7         62         28         13         15         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   318,490
Positions
    51,804     67,017      8,458    149,122    122,012     11,228     61,761     81,683      5,351      9,306      7,326          0     21,460     15,415
 
Changes from:       March 25, 2014                                   Total Change is:     2,407
    -1,058      1,350      2,568      8,478     -1,675     -1,333     -1,722      3,047     -3,768      1,096      1,396        -13     -1,841        835
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       21.0        2.7       46.8       38.3        3.5       19.4       25.6        1.7        2.9        2.3        0.0        6.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       250
        22         11          4         57         37         27         42         56         13         14         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    61,990
Positions
     3,763     16,277        119     29,311        216        196     12,857     13,651          0      6,187     19,425          0      9,557     12,106
 
Changes from:       March 25, 2014                                   Total Change is:      -564
       145        579          0     -1,880          0         31        966       -848          0       -242       -135          0        416       -191
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       26.3        0.2       47.3        0.3        0.3       20.7       22.0        0.0       10.0       31.3        0.0       15.4       19.5
 
Number of Traders in Each Category                                    Total Traders:        81
         7          8          .         21          .          .         17         12          0          7          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    98,586
Positions
    16,953      4,442        375     15,618      2,509         35     34,564      2,322        724     20,520      2,109          0      9,797     86,070
 
Changes from:       March 25, 2014                                   Total Change is:    -4,170
    -1,278     -1,375        196     -3,112      1,270          0        187     -2,829        395       -418       -701          0       -140     -1,126
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        4.5        0.4       15.8        2.5        0.0       35.1        2.4        0.7       20.8        2.1        0.0        9.9       87.3
 
Number of Traders in Each Category                                    Total Traders:        76
        18          6          5          6          .          .         26          6          4         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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 EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   102,622
Positions
     3,957     69,587      1,829     60,677     14,805      4,367     20,207      3,933      4,209        763        279          0      6,613      3,613
 
Changes from:       March 25, 2014                                   Total Change is:       -12
       -27      2,158       -311        542       -202         42       -170     -2,401        101       -699          0          0        510        601
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       67.8        1.8       59.1       14.4        4.3       19.7        3.8        4.1        0.7        0.3        0.0        6.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        91
         6          8          .         37         14         13         16          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   253,385
Positions
    23,751     67,408      2,874     98,395     71,402     41,978     48,280     49,554      1,974     22,743      9,306        224     13,166      8,665
 
Changes from:       March 25, 2014                                   Total Change is:    15,496
    -4,384     10,664        319     20,772     -2,480     -7,125      1,164     13,021        -84      2,211      1,436         77      2,546       -332
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       26.6        1.1       38.8       28.2       16.6       19.1       19.6        0.8        9.0        3.7        0.1        5.2        3.4
 
Number of Traders in Each Category                                    Total Traders:       192
        21         17          .         52         24         23         25         21          7         26          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   714,381
Positions
     8,385     89,915      7,452    292,606    151,104    131,935     86,354    123,510     17,797     14,159     31,717        667    155,026    160,284
 
Changes from:       March 25, 2014                                   Total Change is:     3,904
     3,265    -26,397      4,304    -14,452      8,973      5,303      8,604     15,392        738        -77      1,589        -10     -3,771     -5,988
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.6        1.0       41.0       21.2       18.5       12.1       17.3        2.5        2.0        4.4        0.1       21.7       22.4
 
Number of Traders in Each Category                                    Total Traders:       174
         6         17          .         33         39         38         25         37         17          4         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   479,414
Positions
    24,661     83,446        421    269,900     39,046     73,065     13,462    181,704      1,514      7,614     20,766          0     88,777     79,452
 
Changes from:       March 25, 2014                                   Total Change is:        68
     1,158     14,173     -1,916      6,429      4,232     -3,009     -3,442    -10,757          2       -187       -665          0      1,033     -1,992
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       17.4        0.1       56.3        8.1       15.2        2.8       37.9        0.3        1.6        4.3        0.0       18.5       16.6
 
Number of Traders in Each Category                                    Total Traders:        83
         .         10          .         35         12         23          .         14          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,024,119
Positions
    61,697    133,701     12,989    189,310    316,620     70,513    473,237    154,774     65,201     21,336    106,143     32,329     97,507    131,849
 
Changes from:       March 25, 2014                                   Total Change is:    31,561
   -16,246    -33,140      9,373     24,583       -369     -9,103     34,370     21,611     -6,605    -15,761     31,909      6,417      4,533     11,468
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       13.1        1.3       18.5       30.9        6.9       46.2       15.1        6.4        2.1       10.4        3.2        9.5       12.9
 
Number of Traders in Each Category                                    Total Traders:       229
        15         25          6         35         40         30         48         26         26         10         30          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    53,975
Positions
    16,444     12,880      7,562          0          0          0     12,812     16,198     17,152          0          0          0          5        183
 
Changes from:       March 25, 2014                                   Total Change is:   -23,510
     9,588     -7,632    -11,212          0          0       -500    -19,640     -2,387     -1,721          0          0          0        -25        -58
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       23.9       14.0        0.0        0.0        0.0       23.7       30.0       31.8        0.0        0.0        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         8          6          9          0          0          0          5         12          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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 2,503,964
Positions
   166,011     85,413     36,807    651,255  1,194,881    184,527    861,425    307,395     48,290    277,302    150,341     26,781    251,566    469,529
 
Changes from:       March 25, 2014                                   Total Change is:    13,302
   -36,699      2,578     -9,902      6,111       -549      2,853    118,592     43,869    -37,600     -4,599     -2,765     -5,104    -20,350     19,922
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        3.4        1.5       26.0       47.7        7.4       34.4       12.3        1.9       11.1        6.0        1.1       10.0       18.8
 
Number of Traders in Each Category                                    Total Traders:       352
        29         30         12         36         78         52         52         64         40         17         46         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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 1,964,183
Positions
   123,621    108,320     39,698    804,402    549,375    210,203    399,752    445,329     32,880    173,191    193,447      4,385    176,051    380,546
 
Changes from:       March 25, 2014                                   Total Change is:   -49,848
   -16,846    -29,658      5,980     10,872     -9,843      4,109    -64,628    -19,358      5,136     14,988     14,264     -4,381     -5,078    -16,097
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        5.5        2.0       41.0       28.0       10.7       20.4       22.7        1.7        8.8        9.8        0.2        9.0       19.4
 
Number of Traders in Each Category                                    Total Traders:       271
        18         27          8         25         60         45         28         70         24         10         33          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   291,999
Positions
   126,876     81,564     68,014        708      3,791      1,950     16,930     20,663     33,484      1,733     14,942     11,450     30,854     56,141
 
Changes from:       March 25, 2014                                   Total Change is:   -43,743
   -22,160    -21,737     -1,705          0        943     -1,551     -9,115     -8,084    -10,909        642     -5,449      1,068        -13      3,681
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       27.9       23.3        0.2        1.3        0.7        5.8        7.1       11.5        0.6        5.1        3.9       10.6       19.2
 
Number of Traders in Each Category                                    Total Traders:        74
        13         24         30          .          .          .          7         12         13          .          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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 is10,575,721
Positions
 1,487,804  2,005,984  2,068,255  2,770,661    557,850    251,764    480,226  1,371,410  2,143,031    244,342    556,177    295,397    834,241  1,325,853
 
Changes from:       March 25, 2014                                   Total Change is:   193,325
    67,327     45,734      9,854    -23,889    -33,438     -6,465    -64,676    -28,437    170,007     42,671     31,760      8,212     -9,716     -3,902
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       19.0       19.6       26.2        5.3        2.4        4.5       13.0       20.3        2.3        5.3        2.8        7.9       12.5
 
Number of Traders in Each Category                                    Total Traders:       269
        26         59         79         10         19         18         28         80         88         11         25         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    40,441
Positions
    27,808      1,008          0      4,960      8,281      4,831      2,524     18,055        201         30      7,909          0         87        156
 
Changes from:       March 25, 2014                                   Total Change is:     1,636
       237          0          0        161        382         -4      1,199        854          4         30        391          0          9          9
 
Percent of Open Interest Represented by Each Category of Trader
      68.8        2.5        0.0       12.3       20.5       11.9        6.2       44.6        0.5        0.1       19.6        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        41
         7          .          0          4          8          .          4         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    30,723
Positions
    28,036        391          0        362     10,174      1,950        221      5,180        122          0     12,752          0         32        154
 
Changes from:       March 25, 2014                                   Total Change is:      -615
         5       -172          0       -414     -1,014         31       -216       -113        -33          0        626          0         12         60
 
Percent of Open Interest Represented by Each Category of Trader
      91.3        1.3        0.0        1.2       33.1        6.3        0.7       16.9        0.4        0.0       41.5        0.0        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        35
         6          4          0          .          9          .          .          8          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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    52,151
Positions
    12,457        809        767      8,082      4,649        150      5,793     40,036      2,457     14,081      1,305         30      8,334      1,948
 
Changes from:       March 25, 2014                                   Total Change is:     1,758
         2        283          0        252       -926         -3        671      2,224        309        280        237         30        217       -396
 
Percent of Open Interest Represented by Each Category of Trader
      23.9        1.6        1.5       15.5        8.9        0.3       11.1       76.8        4.7       27.0        2.5        0.1       16.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       147
         7          .          .         10          6          .         18         35          8         61          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 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   357,046
Positions
    65,748     46,668     32,543     50,486     21,861     21,940     69,263    108,762     58,026     10,468     11,278     31,735     16,837     24,233
 
Changes from:       March 25, 2014                                   Total Change is:    21,220
    20,183     -1,957     -1,715      2,599      2,607      1,287     10,797     28,579     -4,883       -657      2,780     -1,611     -4,780     -3,867
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       13.1        9.1       14.1        6.1        6.1       19.4       30.5       16.3        2.9        3.2        8.9        4.7        6.8
 
Number of Traders in Each Category                                    Total Traders:       189
        21         13         22          7         13         10         45         47         47         17         14         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 1, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    14,143
Positions
       151      4,650          0      5,674         77        343      2,864      8,162        749      4,343        159          0         19          3
 
Changes from:       March 25, 2014                                   Total Change is:       549
        65          0          0        434          0         -5     -3,221        554          0      3,284          0          0         -8          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       32.9        0.0       40.1        0.5        2.4       20.3       57.7        5.3       30.7        1.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          5          .          .          6          .          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated April 4, 2014