`Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   154,862
Positions
    81,648     11,601      1,790     14,291      9,898        690     11,118     83,157      4,668     14,164      4,895        173     26,320     37,990
 
Changes from:       February 11, 2014                                Total Change is:    -2,633
    -2,754      9,272        455       -139     -6,731          0        495     -2,769       -687       -712        153          8        701     -2,334
 
Percent of Open Interest Represented by Each Category of Trader
      52.7        7.5        1.2        9.2        6.4        0.4        7.2       53.7        3.0        9.1        3.2        0.1       17.0       24.5
 
Number of Traders in Each Category                                    Total Traders:        92
        11          4          7          4          7          .         18         31         10         11          6          5
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Traders in Financial Futures - Futures Only Positions as of February 18, 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    51,003
Positions
     9,780     18,983        709        900      1,149          0     18,298     15,239        297      1,293      1,985          0     19,726     12,641
 
Changes from:       February 11, 2014                                Total Change is:     8,570
     1,061      3,349        105          0          0          0      1,935      4,658        -42        661      1,360          0      4,850       -860
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       37.2        1.4        1.8        2.3        0.0       35.9       29.9        0.6        2.5        3.9        0.0       38.7       24.8
 
Number of Traders in Each Category                                    Total Traders:        42
         4         10          .          .          .          0         10         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   241,471
Positions
    17,792    107,788      3,315     24,877     28,236        752    148,409     45,719      3,878      1,568     28,877        218     40,662     22,688
 
Changes from:       February 11, 2014                                Total Change is:    36,489
    -1,310     22,376      1,469        869     -1,941        -76     26,794     11,750       -618        400        110        198      8,763      3,221
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       44.6        1.4       10.3       11.7        0.3       61.5       18.9        1.6        0.6       12.0        0.1       16.8        9.4
 
Number of Traders in Each Category                                    Total Traders:       120
        10         12          9         10         14          5         47         15          9          .         10          .
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Traders in Financial Futures - Futures Only Positions as of February 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   200,057
Positions
    85,445     38,326      1,028     23,105     17,418      3,453     43,462     82,600      3,172     25,144      7,511         95     15,153     46,454
 
Changes from:       February 11, 2014                                Total Change is:     3,622
     1,144     -2,605        381     -1,694     -1,242         28      2,576      2,486        118      1,009      1,293          1         59      3,162
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       19.2        0.5       11.5        8.7        1.7       21.7       41.3        1.6       12.6        3.8        0.0        7.6       23.2
 
Number of Traders in Each Category                                    Total Traders:       115
         9         12          6          8         15          4         24         33         12          4         10          .
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   291,360
Positions
    87,336     47,163      3,806     41,219     78,888      5,043     78,567     46,323      9,699     17,757     37,319      1,690     46,243     61,429
 
Changes from:       February 11, 2014                                Total Change is:    10,323
    -9,352     13,684        109        703     -1,114        107     12,780     -5,672       -588        730      1,199        657      5,177      1,941
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       16.2        1.3       14.1       27.1        1.7       27.0       15.9        3.3        6.1       12.8        0.6       15.9       21.1
 
Number of Traders in Each Category                                    Total Traders:       189
        17         18         11         15         26         13         33         40         18         12         28          5
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Traders in Financial Futures - Futures Only Positions as of February 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   103,049
Positions
    68,397      9,468        581        943      5,281        103      8,330     46,950      1,607      6,059      7,253        128     16,901     31,678
 
Changes from:       February 11, 2014                                Total Change is:    -7,474
    -8,617        397         54        -10       -280        -35       -767     -6,158        -54      1,033        246        -27        949     -1,617
 
Percent of Open Interest Represented by Each Category of Trader
      66.4        9.2        0.6        0.9        5.1        0.1        8.1       45.6        1.6        5.9        7.0        0.1       16.4       30.7
 
Number of Traders in Each Category                                    Total Traders:        77
         9          9          6          .          9          .         11         28          9          .          6          .
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,408
Positions
    21,768     23,295      6,182      1,992          0          0      3,028      4,791      3,184      1,650          0      2,275        329        681
 
Changes from:       February 11, 2014                                Total Change is:    -1,409
     1,813     -1,195     -1,842       -134          0          0     -1,371      1,547          0          0          0         91         34        -10
 
Percent of Open Interest Represented by Each Category of Trader
      53.9       57.6       15.3        4.9        0.0        0.0        7.5       11.9        7.9        4.1        0.0        5.6        0.8        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7          8          9          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   131,097
Positions
    50,711     53,083      1,463     39,679        973        667      7,455     43,584     20,543      4,360      5,636        353      5,866      4,795
 
Changes from:       February 11, 2014                                Total Change is:     3,872
      -943         54      1,336       -686        268        512     -4,474     -6,767      8,138       -372      1,405       -160        521       -914
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       40.5        1.1       30.3        0.7        0.5        5.7       33.2       15.7        3.3        4.3        0.3        4.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       104
         7         11          5          4          .          .         17         41          8          9          9          .
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    12,649
Positions
     7,608        873      3,130          0        509          0      1,215      3,537        151          0      3,055          0        545      1,394
 
Changes from:       February 11, 2014                                Total Change is:    -3,782
    -2,653        507          0       -688        387          0       -494     -4,383        151          0          0          0        -98       -444
 
Percent of Open Interest Represented by Each Category of Trader
      60.1        6.9       24.7        0.0        4.0        0.0        9.6       28.0        1.2        0.0       24.2        0.0        4.3       11.0
 
Number of Traders in Each Category                                    Total Traders:        20
         5          .          .          0          .          0          .          7          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    21,516
Positions
     1,667     11,949         27        827        209          0     14,158      5,793        724        524        809          0      3,589      2,005
 
Changes from:       February 11, 2014                                Total Change is:     2,431
      -189      1,347         -2        -18          0          0      2,216        836        -44         -1        397          0        469       -103
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       55.5        0.1        3.8        1.0        0.0       65.8       26.9        3.4        2.4        3.8        0.0       16.7        9.3
 
Number of Traders in Each Category                                    Total Traders:        58
         4          8          .          .          .          0         19         15          .          .          6          0
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,663
Positions
    17,231     33,681        222      7,216      4,053        529     16,172      8,690         61      5,093      1,326         13      9,128      7,090
 
Changes from:       February 11, 2014                                Total Change is:   -11,047
    -6,609     -3,741     -4,277       -686         13        -32      5,745      1,733     -3,704       -240        128          1     -1,245     -1,167
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       60.5        0.4       13.0        7.3        1.0       29.1       15.6        0.1        9.1        2.4        0.0       16.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       100
        20         11          .         11          .          4         23         16          .         10          7          .
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   111,326
Positions
    34,461     67,362        444     14,432      8,105      1,058     32,344     17,379        122     10,185      2,652         25     18,255     14,179
 
Changes from:       February 11, 2014                                Total Change is:     4,665
    -5,057      5,046        205        559         25        -64      9,089     -1,374       -168        520        255          1       -420        739
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       60.5        0.4       13.0        7.3        1.0       29.1       15.6        0.1        9.1        2.4        0.0       16.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       100
        20         11          .         11          .          4         23         16          .         10          7          .
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   833,784
Positions
    40,629    176,911     78,841    313,151    101,902     47,180    103,026    199,631     50,813     45,882     53,486      2,367    151,895    122,653
 
Changes from:       February 11, 2014                                Total Change is:    25,404
        65     -4,820     11,893     -2,728     -4,668      1,838     -1,976      2,981      8,243     -1,719         -9     -1,652     11,440     11,598
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       21.2        9.5       37.6       12.2        5.7       12.4       23.9        6.1        5.5        6.4        0.3       18.2       14.7
 
Number of Traders in Each Category                                    Total Traders:       569
        39         37         31        115         54         58         92        127         82         55         50         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   201,030
Positions
    54,663     65,112      3,220     61,332     22,006      1,603     20,756     24,503      1,964      7,968      8,190        163     49,361     74,269
 
Changes from:       February 11, 2014                                Total Change is:     8,311
     7,309       -337       -420       -561       -452       -865      1,889      3,441         10         77       -252        -83        955      7,269
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       32.4        1.6       30.5       10.9        0.8       10.3       12.2        1.0        4.0        4.1        0.1       24.6       36.9
 
Number of Traders in Each Category                                    Total Traders:        94
        10          8          .         16          7          8         17         19         11         10          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,163,772
Positions
   262,169    891,338     45,765  1,287,102    427,487    199,878    556,690  1,020,978     98,906    189,841    226,748     10,750    512,671    241,922
 
Changes from:       February 11, 2014                                Total Change is:    85,467
    19,207     33,013      6,140      1,667     -8,577      1,016      4,708     21,734     17,128    -14,485     -4,290     -2,340     52,426     21,643
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       28.2        1.4       40.7       13.5        6.3       17.6       32.3        3.1        6.0        7.2        0.3       16.2        7.6
 
Number of Traders in Each Category                                    Total Traders:       549
        41         34         24        107         53         51         91        125         67         48         50         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    94,229
Positions
     6,565     42,840         31     52,373     36,865      1,908     21,556      5,751        646        726      2,529          0     10,424      3,659
 
Changes from:       February 11, 2014                                Total Change is:     1,698
    -2,454      3,968         -1      1,517     -1,993          5      3,563        141         11          0         -8          0       -943       -425
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       45.5        0.0       55.6       39.1        2.0       22.9        6.1        0.7        0.8        2.7        0.0       11.1        3.9
 
Number of Traders in Each Category                                    Total Traders:        90
         8         10          .         34         12         13         15          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    87,275
Positions
    11,848     63,548        205     37,677      4,192      1,306     25,427      8,349        830      1,833      4,578        181      7,969      4,087
 
Changes from:       February 11, 2014                                Total Change is:     6,080
       945      3,234        -24        394        180         16      3,716        463        307        349      1,341        162        216        402
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       72.8        0.2       43.2        4.8        1.5       29.1        9.6        1.0        2.1        5.2        0.2        9.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       223
        22         22          5         36         14         10         58         34         10         16         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   436,373
Positions
    59,240    317,738      1,025    188,384     20,958      6,529    127,133     41,745      4,151      9,164     22,890        903     39,844     20,434
 
Changes from:       February 11, 2014                                Total Change is:    30,402
     4,724     16,168       -119      1,969        902         82     18,580      2,313      1,533      1,745      6,704        809      1,079      2,010
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       72.8        0.2       43.2        4.8        1.5       29.1        9.6        1.0        2.1        5.2        0.2        9.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       223
        22         22          5         36         14         10         58         34         10         16         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   294,567
Positions
    49,192     42,638      8,769    141,656    125,136     12,300     49,093     77,579      6,778      9,445      6,009          8     17,326     15,350
 
Changes from:       February 11, 2014                                Total Change is:     4,378
    -5,500     -2,587        752      2,402        599        350      8,878      4,998      1,079     -1,675       -289         -2     -1,906       -522
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       14.5        3.0       48.1       42.5        4.2       16.7       26.3        2.3        3.2        2.0        0.0        5.9        5.2
 
Number of Traders in Each Category                                    Total Traders:       255
        26         10          5         55         40         26         40         59         13         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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    68,886
Positions
     3,153     45,180          0     31,875         82        751     16,243     14,393        109      5,594      3,691          0     11,161      4,680
 
Changes from:       February 11, 2014                                Total Change is:    -3,723
      -501         65          0     -1,083         82         90     -2,433     -1,630        -36       -304     -1,757        -19        563       -518
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       65.6        0.0       46.3        0.1        1.1       23.6       20.9        0.2        8.1        5.4        0.0       16.2        6.8
 
Number of Traders in Each Category                                    Total Traders:        71
         5          8          0         17          .          .         14         11          .          9          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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   115,052
Positions
    38,530     10,593        960     13,292      5,461        964     37,959      1,248      3,393      6,179     10,229      3,673     10,102     78,531
 
Changes from:       February 11, 2014                                Total Change is:     2,659
     3,144        -16       -121       -472      4,132        505     -4,351       -714      1,991     -2,045        -34      3,649        359     -6,733
 
Percent of Open Interest Represented by Each Category of Trader
      33.5        9.2        0.8       11.6        4.7        0.8       33.0        1.1        2.9        5.4        8.9        3.2        8.8       68.3
 
Number of Traders in Each Category                                    Total Traders:        95
        22          7          .         11          .          .         32          5         10         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   101,862
Positions
     1,739     67,366      5,034     58,410     11,483      3,870     20,675      6,612      4,178      1,512        265          0      6,444      3,054
 
Changes from:       February 11, 2014                                Total Change is:       512
      -872      2,401        814     -1,166     -1,317         -4      1,626     -1,460         -2       -677          0          0        793         80
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       66.1        4.9       57.3       11.3        3.8       20.3        6.5        4.1        1.5        0.3        0.0        6.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        92
         4         11          .         34         15         13         15          8          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   250,713
Positions
    24,299     78,786      4,237     89,287     70,291     48,253     53,290     30,584      2,170     17,537      6,223        779     10,861      9,390
 
Changes from:       February 11, 2014                                Total Change is:    -7,348
      -223     -2,085       -688      6,607     -4,358     -1,610    -12,544        659         85        103       -175        -90      1,012        914
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       31.4        1.7       35.6       28.0       19.2       21.3       12.2        0.9        7.0        2.5        0.3        4.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       192
        18         22          5         44         31         23         27         24          9         21          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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   694,423
Positions
     4,410    108,543     13,021    278,214    154,912    120,956     89,340     74,255     11,246     17,646     36,525      1,205    158,385    173,760
 
Changes from:       February 11, 2014                                Total Change is:      -428
    -2,252     10,073      2,582    -21,354     14,018       -933     16,243    -21,548        218      1,462     -2,624       -258      3,864     -1,956
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       15.6        1.9       40.1       22.3       17.4       12.9       10.7        1.6        2.5        5.3        0.2       22.8       25.0
 
Number of Traders in Each Category                                    Total Traders:       159
         5         15          6         35         32         37         33         24         22          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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   451,347
Positions
    19,357     90,055        102    252,653     20,009     71,445     18,109    149,626      1,745      8,154     24,165      1,836     77,946     92,364
 
Changes from:       February 11, 2014                                Total Change is:    -3,667
       -11    -11,613          0     -9,416     -2,211      4,577      1,274        662        197        359      2,403         30       -677      2,288
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       20.0        0.0       56.0        4.4       15.8        4.0       33.2        0.4        1.8        5.4        0.4       17.3       20.5
 
Number of Traders in Each Category                                    Total Traders:        78
         .         10          .         34          6         21          .         14          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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   914,268
Positions
    55,055    137,286     31,202    219,285    257,349     70,427    249,704    117,124    106,427     45,570     62,240     23,837    112,761    108,376
 
Changes from:       February 11, 2014                                Total Change is:    18,651
    -2,698      6,958     11,237     -6,536     14,626     -1,337     21,738    -26,840      4,033    -10,003      1,133        145      2,072      8,696
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       15.0        3.4       24.0       28.1        7.7       27.3       12.8       11.6        5.0        6.8        2.6       12.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       223
        13         24          8         37         37         35         47         26         29         14         24          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    45,919
Positions
    10,972     16,331      9,891        500          0          0     15,059      9,980      9,380          0          0          0        117        337
 
Changes from:       February 11, 2014                                Total Change is:      -798
     5,174      1,226     -1,892       -300          0       -500     -2,945        483       -412          0          0          0         77        297
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       35.6       21.5        1.1        0.0        0.0       32.8       21.7       20.4        0.0        0.0        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        41
         9          8          7          .          0          0         10         13         10          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 2,430,028
Positions
   161,715    159,654     65,564    621,033    895,228    279,313    675,866    281,210     75,719    240,587    201,860     32,884    277,347    438,596
 
Changes from:       February 11, 2014                                Total Change is:    19,062
   -39,724     -7,719      5,764      6,180     71,006     15,664     56,034    -36,898    -29,786    -17,464     10,660      4,449     17,945    -14,078
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        6.6        2.7       25.6       36.8       11.5       27.8       11.6        3.1        9.9        8.3        1.4       11.4       18.0
 
Number of Traders in Each Category                                    Total Traders:       361
        27         42         26         42         72         59         55         60         47         16         47         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 2,055,110
Positions
   144,766    228,009     27,925    698,300    496,802    253,411    483,413    386,058     86,692    133,011    224,932     11,670    215,922    339,611
 
Changes from:       February 11, 2014                                Total Change is:    85,055
     5,813     30,371      9,436      7,839      5,521     13,858     39,247      7,555     26,855     -8,403     -2,501        785    -10,375     -6,825
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       11.1        1.4       34.0       24.2       12.3       23.5       18.8        4.2        6.5       10.9        0.6       10.5       16.5
 
Number of Traders in Each Category                                    Total Traders:       269
        11         35         14         28         58         40         30         61         32         14         31          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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   314,854
Positions
   135,446    108,028     70,720        705      3,088      2,944     22,750     15,164     42,568        114     17,657      8,871     30,736     45,814
 
Changes from:       February 11, 2014                                Total Change is:    20,900
     5,463      7,881      6,390        -14        233        189        455     -1,122      5,768        114     -1,324      2,400        135        485
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       34.3       22.5        0.2        1.0        0.9        7.2        4.8       13.5        0.0        5.6        2.8        9.8       14.6
 
Number of Traders in Each Category                                    Total Traders:        69
        14         25         27          .          .          .          8          8         13          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 is 9,978,578
Positions
 1,239,529  2,546,485  1,863,388  2,824,499    594,911    174,081    794,155  1,062,090  1,695,042    158,414    534,821    378,374    851,096  1,129,386
 
Changes from:       February 11, 2014                                Total Change is:    10,439
    26,750     50,433    -53,942     23,180   -106,335     -3,718     14,502     56,575     -5,261    -23,219     37,823      2,643     29,504     32,221
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       25.5       18.7       28.3        6.0        1.7        8.0       10.6       17.0        1.6        5.4        3.8        8.5       11.3
 
Number of Traders in Each Category                                    Total Traders:       275
        25         64         79         10         20         18         38         70         75         14         27         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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    45,168
Positions
    35,371      1,144          0      3,761     11,946      5,336        633     17,912          0          0      8,647          0         67        183
 
Changes from:       February 11, 2014                                Total Change is:      -444
      -640          0          0          0       -472          0        202       -318          0          0        334          0         -6         12
 
Percent of Open Interest Represented by Each Category of Trader
      78.3        2.5        0.0        8.3       26.4       11.8        1.4       39.7        0.0        0.0       19.1        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        48
        10          .          0          4         11          .          .         11          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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    26,983
Positions
    21,629      2,634          0      2,358      6,011      1,940        586      3,855        405          0     12,023          0         65        115
 
Changes from:       February 11, 2014                                Total Change is:       210
       157       -382        -40          4        107         -4        546       -179         25       -510        684          0         32         -1
 
Percent of Open Interest Represented by Each Category of Trader
      80.2        9.8        0.0        8.7       22.3        7.2        2.2       14.3        1.5        0.0       44.6        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        36
         7          .          0          .          9          .          .          7          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    49,629
Positions
    10,303      7,993        751      6,704      3,291        397      7,694     31,552      1,546     12,876      1,635          8      9,350      2,456
 
Changes from:       February 11, 2014                                Total Change is:     2,440
      -309        325          0     -2,246      2,799        -19        847     -2,857        674      2,861      1,047          8        624        463
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       16.1        1.5       13.5        6.6        0.8       15.5       63.6        3.1       25.9        3.3        0.0       18.8        4.9
 
Number of Traders in Each Category                                    Total Traders:       158
         6          4          .          9          5          .         19         34          7         70         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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   409,111
Positions
    80,551     68,125     57,515     28,079     19,588     33,781     66,828     90,345     64,114     13,687      5,888     44,405     20,151     25,350
 
Changes from:       February 11, 2014                                Total Change is:    30,260
     2,693     -7,462      6,431        400      5,511      4,278     18,351     -3,995      1,742    -27,553     -1,963     25,113     -1,195        605
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       16.7       14.1        6.9        4.8        8.3       16.3       22.1       15.7        3.3        1.4       10.9        4.9        6.2
 
Number of Traders in Each Category                                    Total Traders:       185
        24          9         25          7         13         13         45         41         58         20         12         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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     9,349
Positions
       465        514          0      3,844         80        452      3,105      7,481        753        700          0          0         30         69
 
Changes from:       February 11, 2014                                Total Change is:       389
       283          0          0        -22          0         -6        134        351          0          0          0          0          0         44
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        5.5        0.0       41.1        0.9        4.8       33.2       80.0        8.1        7.5        0.0        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          .          .          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated February 21, 2014