```
Traders in Financial Futures - Futures Only Positions as of September 30, 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    89,376
Positions
     7,131      6,665      1,553     19,222      5,105          1     20,147     35,510      3,931     12,623      2,251        248     24,520     34,112
 
Changes from:       September 23, 2014                               Total Change is:    12,846
     2,350     -1,406        254      3,053      1,313       -315      5,087     10,704        486        140         59        212      1,579      1,539
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        7.5        1.7       21.5        5.7        0.0       22.5       39.7        4.4       14.1        2.5        0.3       27.4       38.2
 
Number of Traders in Each Category                                    Total Traders:        81
         .          5          .          6          6          .         18         27          9         10          5          4
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Traders in Financial Futures - Futures Only Positions as of September 30, 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    57,223
Positions
    35,129      3,032         77        610      3,277        443     13,490     24,816        239        503          0          0      6,732     25,339
 
Changes from:       September 23, 2014                               Total Change is:     5,099
     1,809        631        -24       -443        269        439      3,716      3,497         78          0          0          0       -476        209
 
Percent of Open Interest Represented by Each Category of Trader
      61.4        5.3        0.1        1.1        5.7        0.8       23.6       43.4        0.4        0.9        0.0        0.0       11.8       44.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          .          .          .          5          .         12         18          5          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   132,369
Positions
     9,989     12,717        376     12,959     36,135      3,672     75,814     31,702      2,586      6,006     17,455         40     20,927     27,686
 
Changes from:       September 23, 2014                               Total Change is:    -1,692
    -5,097      4,694        -83      1,149      1,653       -507      1,938     -5,198       -123       -138      2,128          0      1,169     -4,256
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        9.6        0.3        9.8       27.3        2.8       57.3       23.9        2.0        4.5       13.2        0.0       15.8       20.9
 
Number of Traders in Each Category                                    Total Traders:       105
         4         11          .          6         16          5         28         24         12          6         10          .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   239,477
Positions
   140,967      7,629        275     31,952     33,894        323     35,592    130,165      2,870     12,311      7,535        525     14,662     56,261
 
Changes from:       September 23, 2014                               Total Change is:    17,263
    13,481      3,040        274       -650      4,875         16      5,176      5,902        369        359      4,311        134     -1,896     -1,658
 
Percent of Open Interest Represented by Each Category of Trader
      58.9        3.2        0.1       13.3       14.2        0.1       14.9       54.4        1.2        5.1        3.1        0.2        6.1       23.5
 
Number of Traders in Each Category                                    Total Traders:       137
        16          6          .          9         21          4         19         52          8          4         10          .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   409,986
Positions
   199,628     27,283      5,346     44,090     83,564      9,169     65,812    164,819      5,773     44,981     29,149      1,062     34,125     83,821
 
Changes from:       September 23, 2014                               Total Change is:    11,049
     6,326      8,058      1,322          5      3,714      1,096      3,999     -5,567     -1,252     -1,515      1,785        -92      1,160      1,985
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        6.7        1.3       10.8       20.4        2.2       16.1       40.2        1.4       11.0        7.1        0.3        8.3       20.4
 
Number of Traders in Each Category                                    Total Traders:       229
        18         15          6         17         27         15         31         62         14         23         36         10
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   118,488
Positions
    44,470     17,003          7      1,440     14,072      1,000     47,917     29,047        588      3,602     22,276        147     19,317     34,348
 
Changes from:       September 23, 2014                               Total Change is:    12,732
    18,308       -997          7         15      1,324        -74     -6,819      5,880         58      2,575      1,750        -45     -1,293      4,829
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       14.3        0.0        1.2       11.9        0.8       40.4       24.5        0.5        3.0       18.8        0.1       16.3       29.0
 
Number of Traders in Each Category                                    Total Traders:        95
         9          7          .          .         10          4         25         28          7          4         10          .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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    35,232
Positions
    20,960     20,160      3,153          0      2,442          0      7,962      5,776      1,228        515        871        973        441        629
 
Changes from:       September 23, 2014                               Total Change is:     2,862
     2,319      1,185       -199          0        495          0        391      1,183          0        254          0          0         97        198
 
Percent of Open Interest Represented by Each Category of Trader
      59.5       57.2        8.9        0.0        6.9        0.0       22.6       16.4        3.5        1.5        2.5        2.8        1.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        22
         5          8          6          0          .          0          .          .          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   148,678
Positions
    40,734     53,351          1     52,387        590          0     47,203     83,012      1,960      2,301      3,944          0      4,092      5,820
 
Changes from:       September 23, 2014                               Total Change is:    -2,641
     7,973     -9,307          1       -323        -21          0     -9,418      4,751        182         50       -435          0     -1,106      2,188
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       35.9        0.0       35.2        0.4        0.0       31.7       55.8        1.3        1.5        2.7        0.0        2.8        3.9
 
Number of Traders in Each Category                                    Total Traders:       109
         5         13          .          5          .          0         16         50          6          9          7          0
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Traders in Financial Futures - Futures Only Positions as of September 30, 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    63,322
Positions
    19,329     41,551      6,326      2,990          0          0      1,910      5,370      3,271     22,565        100      6,025        906        679
 
Changes from:       September 23, 2014                               Total Change is:     2,522
     8,029       -330         80       -371          0          0     -5,190      3,195       -643        752        100          0       -135        120
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       65.6       10.0        4.7        0.0        0.0        3.0        8.5        5.2       35.6        0.2        9.5        1.4        1.1
 
Number of Traders in Each Category                                    Total Traders:        27
         5          5          4          .          0          0          .          6          4          5          .          .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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    18,209
Positions
     3,082      2,589          7      1,388          0          0     10,205      9,249        427        748      1,379          0      2,352      4,558
 
Changes from:       September 23, 2014                               Total Change is:     2,063
       828     -1,014          6       -125          0          0      1,026      1,798        231        252        623          0       -155        419
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       14.2        0.0        7.6        0.0        0.0       56.0       50.8        2.3        4.1        7.6        0.0       12.9       25.0
 
Number of Traders in Each Category                                    Total Traders:        64
         5          7          .          .          0          0         16         22          .          .          8          0
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Traders in Financial Futures - Futures Only Positions as of September 30, 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    69,201
Positions
    22,340     44,332        370      4,913      2,733        178     28,848      7,130      1,606      2,709      4,337         48      8,190      8,469
 
Changes from:       September 23, 2014                               Total Change is:     1,451
       793      3,391        -34        118         49         21        434       -979       -139       -124     -1,873          0        382      1,014
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       64.1        0.5        7.1        3.9        0.3       41.7       10.3        2.3        3.9        6.3        0.1       11.8       12.2
 
Number of Traders in Each Category                                    Total Traders:       113
        15         17          .          9          .          4         32         17          .          8         12          .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   138,401
Positions
    44,680     88,663        740      9,825      5,465        356     57,696     14,260      3,211      5,418      8,673         96     16,379     16,937
 
Changes from:       September 23, 2014                               Total Change is:     2,901
     1,586      6,782        -68        235         98         42        867     -1,958       -278       -247     -3,745          0        764      2,028
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       64.1        0.5        7.1        3.9        0.3       41.7       10.3        2.3        3.9        6.3        0.1       11.8       12.2
 
Number of Traders in Each Category                                    Total Traders:       113
        15         17          .          9          .          4         32         17          .          8         12          .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   688,127
Positions
    40,900    183,106     12,087    325,304    121,789     54,782     97,024    186,066     22,705     42,074     43,896      2,307     90,943     61,388
 
Changes from:       September 23, 2014                               Total Change is:     1,092
    -3,022     -4,286      1,138     -6,479      2,583      1,686      4,182      1,422        526       -233     -2,283         40      3,254        265
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       26.6        1.8       47.3       17.7        8.0       14.1       27.0        3.3        6.1        6.4        0.3       13.2        8.9
 
Number of Traders in Each Category                                    Total Traders:       572
        34         38         19        123         59         77         83        129         72         50         56         15
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   128,148
Positions
     7,387     63,020      2,373     57,820     29,660      2,468      4,881      7,454        318     11,079      7,608          0     41,822     15,247
 
Changes from:       September 23, 2014                               Total Change is:       915
     2,059      1,683     -1,685        146          6       -109       -964      1,483        -38        244        -69          0      1,262       -356
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       49.2        1.9       45.1       23.1        1.9        3.8        5.8        0.2        8.6        5.9        0.0       32.6       11.9
 
Number of Traders in Each Category                                    Total Traders:        76
         5         10          4         17          7          8         11         15          .          6          5          0
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Traders in Financial Futures - Futures Only Positions as of September 30, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,799,895
Positions
   200,183    633,049     15,951  1,352,881    476,107    246,109    473,681    906,028     98,970    154,977    181,441     11,536    245,607    230,704
 
Changes from:       September 23, 2014                               Total Change is:       883
   -14,202    -18,640      2,908    -33,875     12,138      9,724     22,643     -3,392      5,910     -2,385    -11,071        202      9,958      3,104
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       22.6        0.6       48.3       17.0        8.8       16.9       32.4        3.5        5.5        6.5        0.4        8.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       561
        38         34         15        119         57         73         81        129         65         48         55         15
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Traders in Financial Futures - Futures Only Positions as of September 30, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    98,921
Positions
    12,658     34,407        150     44,406     43,434      1,914     21,609     12,822      1,928      1,007        401          0     15,249      3,865
 
Changes from:       September 23, 2014                               Total Change is:     3,733
     4,779       -571        -22        -34      2,077         33     -5,122        370      1,187       -147          0          0      3,059        659
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       34.8        0.2       44.9       43.9        1.9       21.8       13.0        1.9        1.0        0.4        0.0       15.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        95
         8         11          .         33         10         13         20          9          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 30, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    75,621
Positions
     2,960     49,058        642     36,546      6,090        813     25,164      9,126        831      1,513      3,732        176      6,977      5,153
 
Changes from:       September 23, 2014                               Total Change is:        54
      -980        613         78     -1,096        109       -130      1,994        -66       -477       -496        -75        -36      1,198         38
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       64.9        0.8       48.3        8.1        1.1       33.3       12.1        1.1        2.0        4.9        0.2        9.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       246
        17         24          .         29         19         14         66         46         12         11         34          4
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Traders in Financial Futures - Futures Only Positions as of September 30, 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   378,107
Positions
    14,802    245,288      3,210    182,728     30,451      4,065    125,818     45,632      4,153      7,566     18,661        880     34,885     25,767
 
Changes from:       September 23, 2014                               Total Change is:       269
    -4,901      3,065        392     -5,482        546       -648      9,968       -331     -2,387     -2,480       -375       -181      5,988        188
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       64.9        0.8       48.3        8.1        1.1       33.3       12.1        1.1        2.0        4.9        0.2        9.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       246
        17         24          .         29         19         14         66         46         12         11         34          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   400,969
Positions
   130,464     25,288     23,122    124,144    150,952     17,941     67,449    142,878     11,391      7,025     10,453          0     19,433     18,944
 
Changes from:       September 23, 2014                               Total Change is:     3,752
     9,175     -3,656        588     -6,001      1,751        709     -4,334        564      3,993       -432       -223          0         54         26
 
Percent of Open Interest Represented by Each Category of Trader
      32.5        6.3        5.8       31.0       37.6        4.5       16.8       35.6        2.8        1.8        2.6        0.0        4.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       254
        22          7          .         52         47         29         28         65         15         12         21          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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    63,635
Positions
     2,778     24,230        200     31,184          0         46     13,206     17,684        271      4,275        920          0     11,675     20,284
 
Changes from:       September 23, 2014                               Total Change is:      -856
        91       -236          0       -357          0          6     -1,335     -1,173        221        -49       -433          0        567        759
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       38.1        0.3       49.0        0.0        0.1       20.8       27.8        0.4        6.7        1.4        0.0       18.3       31.9
 
Number of Traders in Each Category                                    Total Traders:        65
         5          8          .         22          0          .         10         12          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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   104,548
Positions
    40,398     14,818      1,387      9,448      1,761      1,053     35,753      8,935        590      4,662        500          0     11,257     75,504
 
Changes from:       September 23, 2014                               Total Change is:     2,145
     1,739     -1,039        468       -635        137         33     -1,741      2,518       -259        999        500          0      1,541       -213
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       14.2        1.3        9.0        1.7        1.0       34.2        8.5        0.6        4.5        0.5        0.0       10.8       72.2
 
Number of Traders in Each Category                                    Total Traders:        85
        17          8          .          8          .          4         29         11          5          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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   114,883
Positions
     7,316     74,865        700     64,105     23,736      5,336     26,297      3,781      3,807      1,486        521          0      5,836      2,137
 
Changes from:       September 23, 2014                               Total Change is:       683
       724         69        290     -2,171      1,607        -64      1,030       -554        405        124          0          0        345     -1,070
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       65.2        0.6       55.8       20.7        4.6       22.9        3.3        3.3        1.3        0.5        0.0        5.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        93
         7         12          .         36         13         14         16          .          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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   344,123
Positions
    25,249    186,221      3,974    120,353     31,102     53,710     96,429     48,779      2,047     21,701      9,716        493     20,167      8,081
 
Changes from:       September 23, 2014                               Total Change is:    -6,051
    -7,532    -16,668        296     -9,027     -3,465      6,160        459      4,343       -276        526        347        239      3,104      2,973
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       54.1        1.2       35.0        9.0       15.6       28.0       14.2        0.6        6.3        2.8        0.1        5.9        2.3
 
Number of Traders in Each Category                                    Total Traders:       214
        16         24          6         62         22         31         38         13          8         26         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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   869,246
Positions
     6,838     67,537      7,418    383,704    193,676    136,911    132,357    209,503     18,864     21,766     63,605      3,317    158,071    168,415
 
Changes from:       September 23, 2014                               Total Change is:    12,982
    -7,970    -15,176     -5,805     31,123     16,336       -614     -4,829     23,011     -3,029       -285     -8,457      2,680      1,711      4,036
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        7.8        0.9       44.1       22.3       15.8       15.2       24.1        2.2        2.5        7.3        0.4       18.2       19.4
 
Number of Traders in Each Category                                    Total Traders:       180
         5         16          .         33         40         43         34         30         17          9         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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   514,574
Positions
    28,101     64,548        843    252,107     37,028     86,050     25,802    208,752      8,342      5,410     13,024         60    107,859     95,927
 
Changes from:       September 23, 2014                               Total Change is:     8,525
      -770         68       -978      7,591      1,019       -786      1,088      8,704        556     -1,664        258          0      3,488       -316
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       12.5        0.2       49.0        7.2       16.7        5.0       40.6        1.6        1.1        2.5        0.0       21.0       18.6
 
Number of Traders in Each Category                                    Total Traders:        82
         .          7          .         37         10         23          7         13         10          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 1,612,005
Positions
   107,085    199,506      1,708    281,224    503,427     70,806    866,914    479,456     26,773    147,505    172,614      6,793    103,197    150,922
 
Changes from:       September 23, 2014                               Total Change is:   -67,067
   -17,729    -29,903       -791     16,521     11,202       -841    -39,752    -40,370     -5,384    -18,894        -20      1,544     -1,741     -2,504
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       12.4        0.1       17.4       31.2        4.4       53.8       29.7        1.7        9.2       10.7        0.4        6.4        9.4
 
Number of Traders in Each Category                                    Total Traders:       265
        14         25          4         35         52         34         43         41         22         15         40          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 2,731,029
Positions
   103,901    166,359     26,821  1,037,278    811,115    346,632    483,601    581,677     51,789    373,464    214,179     37,328    270,215    495,129
 
Changes from:       September 23, 2014                               Total Change is:    81,093
    -2,597    -18,192    -12,074     87,932    -32,222     35,565    -34,804     71,106     -5,790     -3,270     46,836      2,136     13,995     -6,272
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        6.1        1.0       38.0       29.7       12.7       17.7       21.3        1.9       13.7        7.8        1.4        9.9       18.1
 
Number of Traders in Each Category                                    Total Traders:       361
        20         34          7         38         77         63         39         75         48         19         59         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 2,095,841
Positions
   235,515    123,355     21,662    449,773    678,563    320,469    610,132    287,303     61,682    141,837    195,220     32,238    222,533    375,349
 
Changes from:       September 23, 2014                               Total Change is:   -31,444
   -69,962      4,586     -6,039    130,594    -42,395     10,352    -33,047    -27,718      7,651    -76,577      7,578      1,016      4,568     13,525
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        5.9        1.0       21.5       32.4       15.3       29.1       13.7        2.9        6.8        9.3        1.5       10.6       17.9
 
Number of Traders in Each Category                                    Total Traders:       299
        19         28          7         40         56         47         45         58         26         12         41          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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   600,910
Positions
   235,387    123,716    172,085          0      4,824      7,934      8,763     97,918     83,836     18,169     13,640     37,610     37,126     59,347
 
Changes from:       September 23, 2014                               Total Change is:    17,728
    -5,172      2,635     10,090          0        -16      1,312     -1,479     -8,081      8,069      2,805        570      2,178        -75        971
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       20.6       28.6        0.0        0.8        1.3        1.5       16.3       14.0        3.0        2.3        6.3        6.2        9.9
 
Number of Traders in Each Category                                    Total Traders:        94
        10         30         32          0          .          .          6         28         22          .          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 is12,944,395
Positions
 2,763,487  1,295,856  2,718,145  1,345,300    942,892    489,000  1,443,840  2,711,316  2,398,855    579,089    633,034    450,502    756,177  1,304,795
 
Changes from:       September 23, 2014                               Total Change is:  -222,877
   284,185   -189,099     36,207   -868,853    -77,052     28,144    111,409    -94,819     71,840    103,534     -8,744      4,679      5,978      5,967
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       10.0       21.0       10.4        7.3        3.8       11.2       20.9       18.5        4.5        4.9        3.5        5.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       322
        33         52         80         11         26         25         42         87         99         13         44         40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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    51,427
Positions
    36,187      4,539          0      7,354     14,204      4,915      2,305     18,978        201        315      8,341          0        150        249
 
Changes from:       September 23, 2014                               Total Change is:       -97
    -1,140        -22          0        332     -1,023          0        905        937         -8       -210         14          0         24          5
 
Percent of Open Interest Represented by Each Category of Trader
      70.4        8.8        0.0       14.3       27.6        9.6        4.5       36.9        0.4        0.6       16.2        0.0        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        46
         5          7          0          .         10          .          5          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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    46,220
Positions
    37,481      8,134          0          0     12,202      1,332      3,865     10,094      3,233        135     10,912          0        174        313
 
Changes from:       September 23, 2014                               Total Change is:     1,014
     3,112       -223          0          0        221        -46     -1,421        336        -50       -614        780          0         33         -4
 
Percent of Open Interest Represented by Each Category of Trader
      81.1       17.6        0.0        0.0       26.4        2.9        8.4       21.8        7.0        0.3       23.6        0.0        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          0          0         14          .          .         10          .          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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    95,588
Positions
    13,596     56,357        559     12,087          0        145     33,916     34,000      1,961     22,400        285         13     10,911      2,268
 
Changes from:       September 23, 2014                               Total Change is:     2,572
       321       -107          0       -909       -380         -2     -2,091      2,962        399      4,102        -19         -2        754       -279
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       59.0        0.6       12.6        0.0        0.2       35.5       35.6        2.1       23.4        0.3        0.0       11.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       183
         9          .          .         16          0          .         52         18          5         82          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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   358,837
Positions
    73,712     33,017     42,437     35,662     27,787     27,545     55,488     91,934     57,353     11,045     11,906     32,768     22,827     34,090
 
Changes from:       September 23, 2014                               Total Change is:   -30,202
    -6,655     -5,465      6,395    -20,399      2,916      1,891    -14,283    -34,941      3,289        706      1,014     -1,262        116     -4,039
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        9.2       11.8        9.9        7.7        7.7       15.5       25.6       16.0        3.1        3.3        9.1        6.4        9.5
 
Number of Traders in Each Category                                    Total Traders:       183
        16         18         23          9         15         10         38         42         52         10         20         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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    11,174
Positions
       377      3,138          0      2,061        728        485      7,658      5,740        307         25        750          0        261         26
 
Changes from:       September 23, 2014                               Total Change is:       443
        36          0          0       -600          0        -43      1,043        460          0         -5          0          0         12         26
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       28.1        0.0       18.4        6.5        4.3       68.5       51.4        2.7        0.2        6.7        0.0        2.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          .          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 3, 2014