`Traders in Financial Futures - Futures Only Positions as of January 21, 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   169,456
Positions
    94,419        989        807     12,780     16,071        731     18,822     98,742      4,459     11,336      2,078        946     25,156     44,633
 
Changes from:       January 14, 2014                                 Total Change is:    -1,914
     6,068       -131        -67      1,183       -574     -1,724     -5,284     -1,648        301     -1,372        437        188     -1,207      1,304
 
Percent of Open Interest Represented by Each Category of Trader
      55.7        0.6        0.5        7.5        9.5        0.4       11.1       58.3        2.6        6.7        1.2        0.6       14.8       26.3
 
Number of Traders in Each Category                                    Total Traders:        91
        12          4          5          4          7          .         12         34          9         12          5          .
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Traders in Financial Futures - Futures Only Positions as of January 21, 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    42,110
Positions
    10,887     12,918      1,021        900      1,231          0     16,295      9,472        313        632      2,830          0     12,062     14,325
 
Changes from:       January 14, 2014                                 Total Change is:      -681
     3,937       -817        301          0          0          0       -556     -1,703          4     -1,089          0          0     -3,278      1,534
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       30.7        2.4        2.1        2.9        0.0       38.7       22.5        0.7        1.5        6.7        0.0       28.6       34.0
 
Number of Traders in Each Category                                    Total Traders:        39
         7          7          .          .          .          0         10          9          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 21, 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   208,112
Positions
    13,575     85,598        930     26,800     27,165      1,486    120,986     41,278      3,512      2,775     25,194        310     37,738     22,639
 
Changes from:       January 14, 2014                                 Total Change is:     6,740
        81      1,706       -640        954        565          6      6,090      3,207       -468        120       -122        -95        692      2,581
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       41.1        0.4       12.9       13.1        0.7       58.1       19.8        1.7        1.3       12.1        0.1       18.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       112
         .         12          6         10         16          7         41         18          8          4          8          .
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Traders in Financial Futures - Futures Only Positions as of January 21, 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   217,548
Positions
   103,982     17,221        827     23,410     19,625      3,749     41,767    111,587      3,051     25,013     12,928        462     15,287     48,098
 
Changes from:       January 14, 2014                                 Total Change is:      -776
    -2,770      3,722       -720      1,097       -447       -549      2,844     -4,062       -662         71      3,456       -120         33     -1,394
 
Percent of Open Interest Represented by Each Category of Trader
      47.8        7.9        0.4       10.8        9.0        1.7       19.2       51.3        1.4       11.5        5.9        0.2        7.0       22.1
 
Number of Traders in Each Category                                    Total Traders:       138
        11         10          .          9         19          7         18         54          7          5         12          .
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Traders in Financial Futures - Futures Only Positions as of January 21, 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   255,300
Positions
    69,496     24,677      1,438     40,479     65,616      5,008     74,804     51,479      5,910     18,862     30,580        562     38,741     70,030
 
Changes from:       January 14, 2014                                 Total Change is:    11,866
    20,425     -2,590       -711       -373       -170        -61     -5,386      4,971        567      1,568        972         76     -4,239      8,812
 
Percent of Open Interest Represented by Each Category of Trader
      27.2        9.7        0.6       15.9       25.7        2.0       29.3       20.2        2.3        7.4       12.0        0.2       15.2       27.4
 
Number of Traders in Each Category                                    Total Traders:       182
        18         14          8         14         26         13         29         41         20         13         27          6
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Traders in Financial Futures - Futures Only Positions as of January 21, 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   137,503
Positions
    96,015      4,731        728        612      5,270        185     14,433     78,250      1,018      7,567      7,261         84     16,861     39,976
 
Changes from:       January 14, 2014                                 Total Change is:    25,162
    22,303         79        429       -157        868         17      5,317     19,595     -1,179       -554     -2,745         71     -1,085      8,027
 
Percent of Open Interest Represented by Each Category of Trader
      69.8        3.4        0.5        0.4        3.8        0.1       10.5       56.9        0.7        5.5        5.3        0.1       12.3       29.1
 
Number of Traders in Each Category                                    Total Traders:        86
        12          6          4          .          9          4         14         31          4          6          7          4
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Traders in Financial Futures - Futures Only Positions as of January 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    38,414
Positions
    18,658     25,107      7,195      2,201          0          0      2,859        131      3,184      1,650          0      2,184        483        613
 
Changes from:       January 14, 2014                                 Total Change is:      -793
     1,701       -386          0          7          0          0     -2,419       -467          1          0          0          0        -83         59
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       65.4       18.7        5.7        0.0        0.0        7.4        0.3        8.3        4.3        0.0        5.7        1.3        1.6
 
Number of Traders in Each Category                                    Total Traders:        22
         7          8          9          .          0          0          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of January 21, 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   121,142
Positions
    36,379     55,385        615     41,554        788          0     18,748     49,764      4,605     13,340      4,710          0      5,901      5,275
 
Changes from:       January 14, 2014                                 Total Change is:     8,144
     7,866     -3,979        116      1,446        197          0     -4,930      8,257      1,365      3,432       -801         -1     -1,150      2,990
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       45.7        0.5       34.3        0.7        0.0       15.5       41.1        3.8       11.0        3.9        0.0        4.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       107
         7         10          .          4          .          0         29         35          7         10          9          0
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Traders in Financial Futures - Futures Only Positions as of January 21, 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    12,349
Positions
     5,824        366      3,129        663          0          0      1,877      4,206        330          0      3,055          0        526      1,263
 
Changes from:       January 14, 2014                                 Total Change is:       110
        47          0          8         35          0          0       -112        -27         79          0          0          0         53         50
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        3.0       25.3        5.4        0.0        0.0       15.2       34.1        2.7        0.0       24.7        0.0        4.3       10.2
 
Number of Traders in Each Category                                    Total Traders:        23
         6          .          .          .          0          0          .         11          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of January 21, 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    22,817
Positions
       941     10,891          0      1,242        209          0     15,311      8,311        562      1,094        709          0      3,667      2,135
 
Changes from:       January 14, 2014                                 Total Change is:       -53
         0       -852          0         37        209          0       -315        229        360        210        -20          0       -345         21
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       47.7        0.0        5.4        0.9        0.0       67.1       36.4        2.5        4.8        3.1        0.0       16.1        9.4
 
Number of Traders in Each Category                                    Total Traders:        66
         .         11          0          4          .          0         22         16          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    66,296
Positions
    16,313     45,836        176      7,166      4,074        458     28,566      5,390        165      4,280      1,959          6      9,167      8,234
 
Changes from:       January 14, 2014                                 Total Change is:       131
       152        611        -73        440         41       -104        184        -23       -165       -239        147          0        -65       -305
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       69.1        0.3       10.8        6.1        0.7       43.1        8.1        0.2        6.5        3.0        0.0       13.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        95
        17         13          .         10          .          4         25         15          5          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   132,592
Positions
    32,626     91,672        351     14,332      8,147        916     57,131     10,779        330      8,560      3,918         12     18,334     16,467
 
Changes from:       January 14, 2014                                 Total Change is:       261
       304      1,222       -146        880         82       -208        367        -45       -329       -478        294          0       -129       -609
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       69.1        0.3       10.8        6.1        0.7       43.1        8.1        0.2        6.5        3.0        0.0       13.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        95
        17         13          .         10          .          4         25         15          5          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   722,076
Positions
    48,051    233,154     25,433    325,991    103,503     37,335    104,402    172,204     32,140     50,454     50,384      4,447     93,823     63,475
 
Changes from:       January 14, 2014                                 Total Change is:     2,547
    -1,020     -3,675     11,664        536      1,499      1,542     -3,362      4,664       -552        713     -7,425     -1,107     -5,867     -4,064
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       32.3        3.5       45.1       14.3        5.2       14.5       23.8        4.5        7.0        7.0        0.6       13.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       552
        44         34         25        117         53         57         92        105         71         54         53         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   147,787
Positions
    14,787     71,397      3,058     58,924     24,243      1,169     14,693     12,869      1,525      9,367      9,452        146     44,118     23,928
 
Changes from:       January 14, 2014                                 Total Change is:     5,360
     7,854      6,208        114      2,089         31        -17      3,092     -1,131          1       -235        -37          4     -7,542        187
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       48.3        2.1       39.9       16.4        0.8        9.9        8.7        1.0        6.3        6.4        0.1       29.9       16.2
 
Number of Traders in Each Category                                    Total Traders:        76
         7         10          4         16          8          8         16         11          9          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 2,871,444
Positions
   244,770    887,235     33,424  1,341,463    402,426    174,703    517,028    865,161     84,592    212,482    211,710     14,457    248,525    197,736
 
Changes from:       January 14, 2014                                 Total Change is:   -14,067
    11,432      6,387      1,948     -7,743      7,362      7,774    -26,656     34,591     -8,380       -894    -42,573         78      8,374    -21,254
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       30.9        1.2       46.7       14.0        6.1       18.0       30.1        2.9        7.4        7.4        0.5        8.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       534
        42         34         22        110         49         52         90        105         61         52         52         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   105,473
Positions
     3,174     57,817         24     58,225     32,899      1,981     30,458      5,676      1,008        543      2,570          0     10,060      3,498
 
Changes from:       January 14, 2014                                 Total Change is:     1,212
       252        989         -8       -241        425       -142      1,685       -604        168          0       -373          0       -502        757
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       54.8        0.0       55.2       31.2        1.9       28.9        5.4        1.0        0.5        2.4        0.0        9.5        3.3
 
Number of Traders in Each Category                                    Total Traders:        94
         5         14          .         40         11         15         15          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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    84,719
Positions
    11,393     68,121        217     37,577      3,687      1,065     25,100      4,898        248      2,049      2,785         43      7,028      3,655
 
Changes from:       January 14, 2014                                 Total Change is:    -1,517
      -384     10,363         38       -311       -138        112     -1,517     -8,540        -23         -3     -3,264         -8        579        -58
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       80.4        0.3       44.4        4.4        1.3       29.6        5.8        0.3        2.4        3.3        0.1        8.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       222
        21         21          4         39         13          9         71         23          8         18         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   423,596
Positions
    56,967    340,606      1,087    187,883     18,437      5,323    125,500     24,489      1,240     10,243     13,924        214     35,139     18,276
 
Changes from:       January 14, 2014                                 Total Change is:    -7,584
    -1,920     51,817        190     -1,556       -691        560     -7,583    -42,699       -115        -16    -16,319        -38      2,894       -289
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       80.4        0.3       44.4        4.4        1.3       29.6        5.8        0.3        2.4        3.3        0.1        8.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       222
        21         21          4         39         13          9         71         23          8         18         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   294,198
Positions
    26,346     92,583      5,691    152,503     89,513     11,320     58,822     65,871      7,125     10,553      5,969         10     21,828     16,116
 
Changes from:       January 14, 2014                                 Total Change is:       526
       990        352        -72        167        724     -1,407        675        804        171       -315       -888          0        317        842
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       31.5        1.9       51.8       30.4        3.8       20.0       22.4        2.4        3.6        2.0        0.0        7.4        5.5
 
Number of Traders in Each Category                                    Total Traders:       244
        22         14          .         55         34         25         46         49         12         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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    77,289
Positions
     5,894     45,302          0     33,998        403        588     17,305     16,112        375      6,594      8,380          0     12,535      6,129
 
Changes from:       January 14, 2014                                 Total Change is:     1,718
       -46        120          0        138          0         16        248      1,485        350       -168        109          0      1,180       -362
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       58.6        0.0       44.0        0.5        0.8       22.4       20.8        0.5        8.5       10.8        0.0       16.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        87
         7          8          0         22          .          .         21         10          .          9          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   108,903
Positions
    31,093     12,798        704     11,093      5,860        907     42,951      3,246        708     11,204      4,543          0     10,243     80,137
 
Changes from:       January 14, 2014                                 Total Change is:     4,148
       209        783         68       -476       -196        -13      2,977     -2,578        213        660     -1,225          0        510      7,096
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       11.8        0.6       10.2        5.4        0.8       39.4        3.0        0.7       10.3        4.2        0.0        9.4       73.6
 
Number of Traders in Each Category                                    Total Traders:        92
        20          9          .         10          .          .         29          5          7         14          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    97,357
Positions
     2,733     62,714      3,481     51,436     16,051      3,439     24,402      4,203      4,459      1,000        265          0      6,407      2,745
 
Changes from:       January 14, 2014                                 Total Change is:     2,606
       225      2,124         75      1,784        834         31        499       -446        534          0       -642          0       -542         96
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       64.4        3.6       52.8       16.5        3.5       25.1        4.3        4.6        1.0        0.3        0.0        6.6        2.8
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          .         35         14         14         16          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   245,483
Positions
    16,055    102,787      2,819     94,753     43,645     46,834     52,053     39,303      2,430     18,732      3,030        275     11,532      4,360
 
Changes from:       January 14, 2014                                 Total Change is:     2,248
       335        491        -15      5,494        397         30       -392      1,909        565     -1,435       -721        -46     -2,288       -362
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       41.9        1.1       38.6       17.8       19.1       21.2       16.0        1.0        7.6        1.2        0.1        4.7        1.8
 
Number of Traders in Each Category                                    Total Traders:       192
        16         25          4         47         24         25         28         22         15         25          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   669,487
Positions
     6,978     78,819      1,857    275,384    149,967    118,849     93,735    112,391      5,168     27,417     31,982        501    139,598    169,953
 
Changes from:       January 14, 2014                                 Total Change is:    -4,086
     1,824     -6,816     -1,049     -4,808        728       -879      4,409      5,015     -2,112        207      3,321        143     -1,821     -2,437
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       11.8        0.3       41.1       22.4       17.8       14.0       16.8        0.8        4.1        4.8        0.1       20.9       25.4
 
Number of Traders in Each Category                                    Total Traders:       171
         5         20          5         35         38         39         22         34         13          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   465,462
Positions
    21,965     92,504         57    272,179     24,980     59,317     21,674    171,963      1,909      9,414     24,366      1,630     77,317     88,736
 
Changes from:       January 14, 2014                                 Total Change is:        21
      -472     -6,550         14       -603      3,158       -877     -1,229      2,926        368        -99        682          0      2,919        300
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       19.9        0.0       58.5        5.4       12.7        4.7       36.9        0.4        2.0        5.2        0.4       16.6       19.1
 
Number of Traders in Each Category                                    Total Traders:        83
         .         10          .         33          7         19          4         17          7          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   913,256
Positions
    83,459    108,519      5,445    215,906    294,001     65,673    268,689    159,232     79,769     66,796     63,657     22,834    104,685    114,126
 
Changes from:       January 14, 2014                                 Total Change is:    99,050
     9,334     19,119       -517     -4,424     13,387     -1,612     57,364     32,143     29,926       -196     -1,827       -616      9,791      9,047
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       11.9        0.6       23.6       32.2        7.2       29.4       17.4        8.7        7.3        7.0        2.5       11.5       12.5
 
Number of Traders in Each Category                                    Total Traders:       214
        13         18          5         35         36         28         43         28         25         19         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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    46,720
Positions
    11,389     23,824      3,868        400          0          0     25,545     13,954      4,092        473          0        287        666        695
 
Changes from:       January 14, 2014                                 Total Change is:      -543
     1,266        -72        401          0          0          0     -1,590        301        168        397       -185       -551       -634       -605
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       51.0        8.3        0.9        0.0        0.0       54.7       29.9        8.8        1.0        0.0        0.6        1.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        40
         5         12          9          .          0          0          7         13          7          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 2,232,869
Positions
   135,657    158,399     42,909    601,930    925,575    198,991    672,240    215,652     61,545    243,028    128,229     23,898    252,671    477,671
 
Changes from:       January 14, 2014                                 Total Change is:    35,470
   -14,391      3,431     -4,367     36,303    100,651    -58,824     65,236    -10,407     -8,771      7,868     -5,825        945     11,471     18,637
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        7.1        1.9       27.0       41.5        8.9       30.1        9.7        2.8       10.9        5.7        1.1       11.3       21.4
 
Number of Traders in Each Category                                    Total Traders:       339
        23         39         13         39         70         58         55         57         42         20         36          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 1,963,679
Positions
   148,102    182,168     20,949    623,383    662,438    200,135    607,841    303,633     17,712    130,974    179,532     13,990    200,593    383,122
 
Changes from:       January 14, 2014                                 Total Change is:    12,835
    11,413     17,754     -3,434      2,044    -37,485     -2,651        865     39,084     -2,457      4,929      6,349      3,027       -901     -7,352
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        9.3        1.1       31.7       33.7       10.2       31.0       15.5        0.9        6.7        9.1        0.7       10.2       19.5
 
Number of Traders in Each Category                                    Total Traders:       261
        16         28          7         28         58         40         31         56         27         14         29          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   279,760
Positions
   115,285     78,558     77,799        725          0        990     19,044     27,468     29,109          0     12,393      6,003     30,805     47,440
 
Changes from:       January 14, 2014                                 Total Change is:       899
     7,742      4,662        214          0       -100         47     -5,193     -2,746       -330          0        428     -1,020       -561       -256
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       28.1       27.8        0.3        0.0        0.4        6.8        9.8       10.4        0.0        4.4        2.1       11.0       17.0
 
Number of Traders in Each Category                                    Total Traders:        60
        19         19         23          .          0          .          7          6         11          0          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 is10,326,059
Positions
 1,065,342  1,979,844  2,146,111  2,880,585  1,199,597    204,875    674,289    832,637  1,962,886    284,158    527,444    341,502    766,311  1,131,163
 
Changes from:       January 14, 2014                                 Total Change is:   235,941
    67,182    -45,015    -17,443      3,860     13,776      1,064      8,048    148,838    118,508     35,134     17,992     25,589     -6,001    -27,368
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       19.2       20.8       27.9       11.6        2.0        6.5        8.1       19.0        2.8        5.1        3.3        7.4       11.0
 
Number of Traders in Each Category                                    Total Traders:       261
        32         45         71         11         18         20         42         64         83         14         26         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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    55,006
Positions
    45,550      1,421          0      3,190     14,156      5,356        879     18,364         27          0     15,547          0          4        135
 
Changes from:       January 14, 2014                                 Total Change is:       462
       882        340          0        500        559          0       -343       -337         27       -600       -125          0         -4         -2
 
Percent of Open Interest Represented by Each Category of Trader
      82.8        2.6        0.0        5.8       25.7        9.7        1.6       33.4        0.0        0.0       28.3        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        50
         8          5          0          .         12          .          .         12          .          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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    32,593
Positions
    27,826      1,445          0      2,435     10,259      1,962        350      2,621          0          0     16,253          0         20         53
 
Changes from:       January 14, 2014                                 Total Change is:       230
       286       -189        -20       -217        267        200        -20         70          0          0        -91          0          1         -7
 
Percent of Open Interest Represented by Each Category of Trader
      85.4        4.4        0.0        7.5       31.5        6.0        1.1        8.0        0.0        0.0       49.9        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          0          .         10          .          .          6          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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    49,768
Positions
    10,075      8,376        751      8,405        848        614     10,304     36,009      1,117      9,629        687          0      8,873      1,366
 
Changes from:       January 14, 2014                                 Total Change is:     6,841
       126        406        -68      2,255       -268         64      2,274      6,875        169        509        320          0      1,512       -657
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       16.8        1.5       16.9        1.7        1.2       20.7       72.4        2.2       19.3        1.4        0.0       17.8        2.7
 
Number of Traders in Each Category                                    Total Traders:       145
         8          .          .         10          4          .         34         21          6         62          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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   416,956
Positions
    96,529     27,625     44,147     57,531     26,800     20,441     71,082    158,866     48,479      3,428     13,155     53,099     22,220     24,344
 
Changes from:       January 14, 2014                                 Total Change is:    19,628
       646         84      7,078      4,975        -44        166      5,213      1,580      1,408     -5,498      5,075      4,543      1,097       -262
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        6.6       10.6       13.8        6.4        4.9       17.0       38.1       11.6        0.8        3.2       12.7        5.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       188
        25          8         25          9         15         11         36         51         46          9         22         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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     7,177
Positions
       369        440          0      2,832         80        274      2,899      4,058        753          0      1,546          0         50         26
 
Changes from:       January 14, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        6.1        0.0       39.5        1.1        3.8       40.4       56.5       10.5        0.0       21.5        0.0        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          .          7          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated January 24, 2014