```
Traders in Financial Futures - Futures Only Positions as of November 25, 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   102,393
Positions
    20,932      1,649      3,331     18,793      4,456          0     15,811     48,395      6,412     14,377      2,437        473     22,264     35,240
 
Changes from:       November 18, 2014                                Total Change is:    -4,521
    -4,992        946        453        757        502         -2        664     -3,251     -1,508       -584        108        -60        751     -1,709
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        1.6        3.3       18.4        4.4        0.0       15.4       47.3        6.3       14.0        2.4        0.5       21.7       34.4
 
Number of Traders in Each Category                                    Total Traders:        77
         7          4          6          6          6          0         12         26         11          8          7          5
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Traders in Financial Futures - Futures Only Positions as of November 25, 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    61,037
Positions
    40,654      3,061        991      1,662      3,511        707      8,369     31,263        681        837          0          0      7,136     20,823
 
Changes from:       November 18, 2014                                Total Change is:       319
      -514       -286        283          0        -27          0     -1,182        435        367        334          0          0      1,031       -453
 
Percent of Open Interest Represented by Each Category of Trader
      66.6        5.0        1.6        2.7        5.8        1.2       13.7       51.2        1.1        1.4        0.0        0.0       11.7       34.1
 
Number of Traders in Each Category                                    Total Traders:        47
         7          .          .          .          5          .         10         18          6          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 25, 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   171,730
Positions
    84,824     15,990      1,450      9,647     44,994      4,064     41,559     48,194      5,662      4,458     14,151      1,796     18,270     35,429
 
Changes from:       November 18, 2014                                Total Change is:     4,764
    15,543     -1,309        136        503      1,451       -164    -10,264      3,146        787        -85     -1,006        601     -2,293      1,122
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        9.3        0.8        5.6       26.2        2.4       24.2       28.1        3.3        2.6        8.2        1.0       10.6       20.6
 
Number of Traders in Each Category                                    Total Traders:       102
         9          9          .          6         16          6         25         27         14          4          5          .
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   253,976
Positions
   137,981      6,358      2,304     29,449     36,985      1,298     39,754    117,825      4,758     18,653     22,066      2,811     16,968     59,571
 
Changes from:       November 18, 2014                                Total Change is:    15,078
    11,301     -2,714        462      1,974      3,688        525        376      4,790      1,099     -1,983      3,682        796        528      2,750
 
Percent of Open Interest Represented by Each Category of Trader
      54.3        2.5        0.9       11.6       14.6        0.5       15.7       46.4        1.9        7.3        8.7        1.1        6.7       23.5
 
Number of Traders in Each Category                                    Total Traders:       138
        14          4          .         10         17          7         23         49         14         10         11          4
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Traders in Financial Futures - Futures Only Positions as of November 25, 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   465,339
Positions
   260,302     51,029      8,953     43,132     87,159     12,062     52,559    180,788      6,702     44,578     24,640      5,331     31,720     88,675
 
Changes from:       November 18, 2014                                Total Change is:       171
    -1,347      1,516        120        855        662        187        543     -5,344       -637        868      2,464       -170       -248      1,373
 
Percent of Open Interest Represented by Each Category of Trader
      55.9       11.0        1.9        9.3       18.7        2.6       11.3       38.9        1.4        9.6        5.3        1.1        6.8       19.1
 
Number of Traders in Each Category                                    Total Traders:       222
        20         14          8         16         28         18         27         60         18         24         33         11
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Traders in Financial Futures - Futures Only Positions as of November 25, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   127,008
Positions
    78,695     11,035        819      1,415     11,441        889     23,834     36,504      1,027        595     30,501        522     19,212     34,270
 
Changes from:       November 18, 2014                                Total Change is:     9,149
     2,946     -1,865        530          0      1,269       -122      2,763      3,610        -36        514      5,788         35      2,519        -60
 
Percent of Open Interest Represented by Each Category of Trader
      62.0        8.7        0.6        1.1        9.0        0.7       18.8       28.7        0.8        0.5       24.0        0.4       15.1       27.0
 
Number of Traders in Each Category                                    Total Traders:        95
         9          6          .          .         11          .         17         32          9          .         18          .
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    60,114
Positions
    28,635     25,390     20,595        200      2,433          0      7,066      8,025      1,228      1,083        871        973        334        599
 
Changes from:       November 18, 2014                                Total Change is:     1,777
    -1,492          0      1,000        200        154          0      2,110        796       -109          0          0          0         68        -64
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       42.2       34.3        0.3        4.0        0.0       11.8       13.3        2.0        1.8        1.4        1.6        0.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        31
         8          9          6          .          .          0          .          5          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   176,125
Positions
    54,243     42,703      3,794     53,507      1,542          0     21,512     79,385     35,539      3,371      7,170        104      4,055      5,888
 
Changes from:       November 18, 2014                                Total Change is:     8,736
     3,618       -451        107       -264        -72          0     -4,907     -1,336      9,577        457        207        -20        168        724
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       24.2        2.2       30.4        0.9        0.0       12.2       45.1       20.2        1.9        4.1        0.1        2.3        3.3
 
Number of Traders in Each Category                                    Total Traders:       127
         7          9          4          5          4          0         23         53          8         16          9          .
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    72,548
Positions
    10,827     57,858      4,255        573          0          0        891      4,494      1,802     49,974          0      3,461        765        678
 
Changes from:       November 18, 2014                                Total Change is:     2,624
      -231        -45      1,274       -216          0          0         98       -301      1,072        -88          0        491        224        133
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       79.8        5.9        0.8        0.0        0.0        1.2        6.2        2.5       68.9        0.0        4.8        1.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        25
         4          6          .          .          0          0          .          8          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    21,096
Positions
     7,270      3,001         62        850        813          0      9,077     10,720        433        647      1,036          0      2,757      5,031
 
Changes from:       November 18, 2014                                Total Change is:     1,189
      -110       -239         61        -48          0          0        940      1,346        211       -182        -76          0        317       -114
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       14.2        0.3        4.0        3.9        0.0       43.0       50.8        2.1        3.1        4.9        0.0       13.1       23.8
 
Number of Traders in Each Category                                    Total Traders:        70
         6          6          .          .          4          0         14         26          4          4          7          0
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    71,821
Positions
    22,504     42,663        431      5,684      1,807        229     31,161     10,866         28      3,106      3,867          0      8,680     11,932
 
Changes from:       November 18, 2014                                Total Change is:       100
      -604      1,144        -18        306       -365        -84        130       -670         26        351       -125        -95         88        286
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       59.4        0.6        7.9        2.5        0.3       43.4       15.1        0.0        4.3        5.4        0.0       12.1       16.6
 
Number of Traders in Each Category                                    Total Traders:       108
        16         16          .         11          .          4         25         17          4          8         13          0
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Traders in Financial Futures - Futures Only Positions as of November 25, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   143,642
Positions
    45,008     85,325        861     11,367      3,614        457     62,322     21,732         55      6,212      7,734          0     17,360     23,864
 
Changes from:       November 18, 2014                                Total Change is:       200
    -1,208      2,287        -35        612       -730       -167        260     -1,339         51        701       -250       -189        175        572
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       59.4        0.6        7.9        2.5        0.3       43.4       15.1        0.0        4.3        5.4        0.0       12.1       16.6
 
Number of Traders in Each Category                                    Total Traders:       108
        16         16          .         11          .          4         25         17          4          8         13          0
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   772,687
Positions
    40,886    200,636     46,356    329,976    124,090     47,668    113,203    171,618     44,848     40,358     50,603      6,180    103,212     80,687
 
Changes from:       November 18, 2014                                Total Change is:    19,031
       332     -4,672      7,332      2,851     -1,003        395       -196        948      8,493       -528      3,491        720       -367      3,328
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       26.0        6.0       42.7       16.1        6.2       14.7       22.2        5.8        5.2        6.5        0.8       13.4       10.4
 
Number of Traders in Each Category                                    Total Traders:       587
        30         42         26        121         58         76         97        130         84         59         48         17
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   155,456
Positions
    17,777     58,263      2,681     60,303     25,551      1,925     14,450     19,693      1,568     10,694      9,677      3,220     42,838     32,878
 
Changes from:       November 18, 2014                                Total Change is:     6,742
     1,447        268        412         13       -669        -56      4,800      5,248        272       -206        980         54          6        233
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       37.5        1.7       38.8       16.4        1.2        9.3       12.7        1.0        6.9        6.2        2.1       27.6       21.1
 
Number of Traders in Each Category                                    Total Traders:        84
         7         10          4         17          7          6         16         15          8          7          .          4
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,086,154
Positions
   201,794    798,118    132,125  1,400,287    544,616    176,793    581,613    847,476    128,550    149,568    205,878     13,552    301,872    239,046
 
Changes from:       November 18, 2014                                Total Change is:    61,446
       278    -18,850     28,747     20,957      5,101     -4,515      8,418     11,901      7,704     -2,197     11,965      3,919     -1,865     15,474
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       25.9        4.3       45.4       17.6        5.7       18.8       27.5        4.2        4.8        6.7        0.4        9.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       572
        31         41         23        116         56         71         97        127         73         56         48         14
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    99,122
Positions
     6,991     33,523        395     45,060     46,156      1,976     23,869     12,187        703        824        699          0     19,304      3,483
 
Changes from:       November 18, 2014                                Total Change is:      -156
       213        570          1       -104       -351       -219      1,731        831       -937        126        298          0       -967       -349
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       33.8        0.4       45.5       46.6        2.0       24.1       12.3        0.7        0.8        0.7        0.0       19.5        3.5
 
Number of Traders in Each Category                                    Total Traders:        99
         8         11          .         38         11         12         15         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    86,984
Positions
     4,658     47,870      7,521     36,822      5,719        659     21,984     11,113      2,348      2,819      3,782         58     10,114      7,913
 
Changes from:       November 18, 2014                                Total Change is:     2,466
       654     -1,509      1,811       -227       -104        -30        -72        531       -598        -74        734          4        999      1,627
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       55.0        8.6       42.3        6.6        0.8       25.3       12.8        2.7        3.2        4.3        0.1       11.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       240
        19         22         12         33         17          9         60         45         15         18         26          .
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,093
Positions
     6,219      9,937        100        896          0          0      1,142      2,031          0        872        400          0      3,864        625
 
Changes from:       November 18, 2014                                Total Change is:     1,619
     1,440      1,179          0          2          0          0       -772        302          0         34        400          0        915       -262
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       75.9        0.8        6.8        0.0        0.0        8.7       15.5        0.0        6.7        3.1        0.0       29.5        4.8
 
Number of Traders in Each Category                                    Total Traders:        22
         5          8          .          .          0          0          .          .          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 25, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   369,453
Positions
    23,263    220,733      6,035    179,632     28,595      3,296    108,919     50,122      7,032      9,737     16,909        289     31,250     36,442
 
Changes from:       November 18, 2014                                Total Change is:     4,235
     4,280     -5,227        844     -1,146       -522       -149       -357     -2,709        866       -540      1,668         19        418      9,445
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       59.7        1.6       48.6        7.7        0.9       29.5       13.6        1.9        2.6        4.6        0.1        8.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       238
        19         22          9         33         17          9         60         45         14         16         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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   396,070
Positions
   113,615     66,449     21,442    121,813    138,238     24,535     80,093    108,959      9,334      5,989      9,107         31     19,218     17,975
 
Changes from:       November 18, 2014                                Total Change is:    11,102
     8,967     -5,460        -69       -968     -1,043       -400      1,069     12,663      4,238       -610        755         31     -1,156        387
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       16.8        5.4       30.8       34.9        6.2       20.2       27.5        2.4        1.5        2.3        0.0        4.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       263
        24         12          5         55         43         25         39         63         18         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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    72,034
Positions
     4,531     19,678      1,854     31,150          0        115     15,733     23,650         50      4,571      1,807         24     14,006     24,856
 
Changes from:       November 18, 2014                                Total Change is:     1,281
      -453        -47      1,693       -329          0         33         76       -651       -868        -18        274         24      1,123        823
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       27.3        2.6       43.2        0.0        0.2       21.8       32.8        0.1        6.3        2.5        0.0       19.4       34.5
 
Number of Traders in Each Category                                    Total Traders:        71
         7          8          .         21          0          .         16         10          .          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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   123,997
Positions
    35,327     20,787      4,170     11,833      2,196        644     48,698     20,748      2,561      9,356      1,820          2     11,406     71,069
 
Changes from:       November 18, 2014                                Total Change is:    -2,541
       778     -2,369       -484      2,569        165       -475     -3,457      1,568       -226     -1,602        -88          1        355       -633
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       16.8        3.4        9.5        1.8        0.5       39.3       16.7        2.1        7.5        1.5        0.0        9.2       57.3
 
Number of Traders in Each Category                                    Total Traders:        99
        16         13          4          9          .          .         32         13         11         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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 - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   125,062
Positions
     5,608     73,322        474     76,534     27,828      6,462     26,750     10,811      2,641      1,157        780          0      5,436      2,744
 
Changes from:       November 18, 2014                                Total Change is:     2,358
    -2,721      3,402         -2      6,160       -986        996     -1,065       -469        -43         81       -208          0     -1,048       -332
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       58.6        0.4       61.2       22.3        5.2       21.4        8.6        2.1        0.9        0.6        0.0        4.3        2.2
 
Number of Traders in Each Category                                    Total Traders:       105
         6         12          .         41         20         16         13          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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 - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   335,814
Positions
    46,791    184,287      2,341    122,713     50,302     43,021     78,716     39,226      4,490     19,119      7,529      1,526     17,097      3,092
 
Changes from:       November 18, 2014                                Total Change is:    -3,509
    -5,508      5,780       -193      8,214       -783     -7,866     -5,148     -4,596      2,956        576     -1,690      1,131      2,329      1,752
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       54.9        0.7       36.5       15.0       12.8       23.4       11.7        1.3        5.7        2.2        0.5        5.1        0.9
 
Number of Traders in Each Category                                    Total Traders:       208
        24         18          9         58         25         30         38         16          9         23          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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   990,473
Positions
     6,970    129,496     14,677    375,780    148,405    131,404    114,849    218,113     90,765     23,949     34,809      1,366    230,713    221,438
 
Changes from:       November 18, 2014                                Total Change is:   171,028
    -5,051     -1,995      8,866     -7,594       -202     16,166     19,765     21,675     75,020        824     -5,042      1,158     61,874     55,382
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       13.1        1.5       37.9       15.0       13.3       11.6       22.0        9.2        2.4        3.5        0.1       23.3       22.4
 
Number of Traders in Each Category                                    Total Traders:       157
         .         14          5         33         29         33         35         25         27          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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   587,752
Positions
    22,688     79,783      2,396    251,794     31,829     83,132     27,599    224,400     46,996      7,057      9,004         59    146,031    110,153
 
Changes from:       November 18, 2014                                Total Change is:    59,550
     1,054     -4,918      1,354     -7,701       -724         43     -4,938      4,154     37,880        -60      2,002         -1     31,919     19,760
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       13.6        0.4       42.8        5.4       14.1        4.7       38.2        8.0        1.2        1.5        0.0       24.8       18.7
 
Number of Traders in Each Category                                    Total Traders:        88
         .          9          6         36         11         26         10         14         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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 1,450,584
Positions
    75,671    154,193     24,093    241,415    491,306     95,251    724,895    209,150     69,647    103,214    242,347     19,313     97,085    145,284
 
Changes from:       November 18, 2014                                Total Change is:   -46,379
    -2,562     -4,275      2,456    -18,076    -17,898      5,841    -26,636    -17,626     -6,278     -3,053    -19,744      9,040     -7,111      2,105
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       10.6        1.7       16.6       33.9        6.6       50.0       14.4        4.8        7.1       16.7        1.3        6.7       10.0
 
Number of Traders in Each Category                                    Total Traders:       268
        11         32          9         38         45         38         49         35         34         16         39         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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 3,032,735
Positions
   111,503    165,837     55,177    974,560    777,431    363,115    513,347    727,518    159,499    363,481    155,133     39,549    452,504    589,476
 
Changes from:       November 18, 2014                                Total Change is:   130,717
    -8,126    -25,127     11,248    -47,253    -44,723     12,694     13,663     -6,055     38,543    -23,559    -16,459      1,535    131,972    159,061
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        5.5        1.8       32.1       25.6       12.0       16.9       24.0        5.3       12.0        5.1        1.3       14.9       19.4
 
Number of Traders in Each Category                                    Total Traders:       357
        22         22         22         39         81         72         55         66         57         25         46         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,079,922
Positions
    92,473    132,313     46,416    433,362    464,022    316,967    566,055    235,895    132,968    127,027    203,538     26,707    337,947    521,096
 
Changes from:       November 18, 2014                                Total Change is:    45,864
   -20,851    -19,245     32,898      8,779   -133,349      1,247    -68,387      7,000     20,932    -24,072    -20,355      4,287     91,031    152,449
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        6.4        2.2       20.8       22.3       15.2       27.2       11.3        6.4        6.1        9.8        1.3       16.2       25.1
 
Number of Traders in Each Category                                    Total Traders:       253
        13         26         23         33         46         41         40         50         42         12         33         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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   732,393
Positions
   295,851    165,365    196,873          0      5,058     18,957     40,280    136,393     84,366     10,054     15,079     53,196     32,816     57,106
 
Changes from:       November 18, 2014                                Total Change is:    19,650
       764        884      8,539          0      1,361       -162     14,358      8,194     -6,443     -6,606     -1,160      7,215      1,985      1,222
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       22.6       26.9        0.0        0.7        2.6        5.5       18.6       11.5        1.4        2.1        7.3        4.5        7.8
 
Number of Traders in Each Category                                    Total Traders:       101
        16         28         36          0          .          .         14         23         24          .          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,561,023
Positions
 2,122,918  1,929,443  2,521,572  1,097,624    691,599    396,252  1,757,059  1,805,257  2,035,194    476,881    575,036    305,993    847,530  1,300,677
 
Changes from:       November 18, 2014                                Total Change is:   -95,600
  -133,945    -79,604     -6,665    -47,383    -19,341      9,150     22,416    -45,091    -28,289      8,371     -7,461      4,975     75,770     76,726
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       16.7       21.8        9.5        6.0        3.4       15.2       15.6       17.6        4.1        5.0        2.6        7.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       292
        25         60         80         15         24         23         28         87         82         13         34         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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    51,660
Positions
    35,124      6,097         10      3,206     12,078      4,935      6,890     19,938         45      1,329      8,109          0        121        448
 
Changes from:       November 18, 2014                                Total Change is:     1,069
     1,528         33         10     -1,419        613          0        738        803         -5        217       -531        -29         29        175
 
Percent of Open Interest Represented by Each Category of Trader
      68.0       11.8        0.0        6.2       23.4        9.6       13.3       38.6        0.1        2.6       15.7        0.0        0.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        46
         5          8          .          .         10          4          4          9          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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    52,740
Positions
    40,527     16,339          0          0     14,629        852      8,250      7,538      2,802        183     10,442          0        126        138
 
Changes from:       November 18, 2014                                Total Change is:    -1,123
         7        228          0          0        138       -161       -666     -1,370        -29       -244         50          0        -30         21
 
Percent of Open Interest Represented by Each Category of Trader
      76.8       31.0        0.0        0.0       27.7        1.6       15.6       14.3        5.3        0.3       19.8        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        47
         4          5          0          0         14          .          8          6          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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    98,005
Positions
    16,310     56,963        846     11,349         86         73     30,196     34,246      1,801     21,818        411         89     15,523      3,490
 
Changes from:       November 18, 2014                                Total Change is:     7,274
       901        269         39       -603          0        -13      1,792      4,401        261      1,960         30         34      2,903      2,253
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       58.1        0.9       11.6        0.1        0.1       30.8       34.9        1.8       22.3        0.4        0.1       15.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       178
         8          .          .         15          .          .         48         19         11         81          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 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   369,744
Positions
    56,397     72,141     35,551     46,095     29,018     46,913     72,040     71,232     47,756     13,361      7,434     30,139     21,492     29,560
 
Changes from:       November 18, 2014                                Total Change is:   -15,719
    10,864     -7,585    -15,285     -4,381      3,208      2,435     -2,970     12,617    -11,192      3,050       -187      2,166       -406     -1,896
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       19.5        9.6       12.5        7.8       12.7       19.5       19.3       12.9        3.6        2.0        8.2        5.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       183
        19         11         20          7         18         10         37         49         48         13         14         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated November 29, 2014