`Traders in Financial Futures - Futures Only Positions as of April 8, 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   120,336
Positions
    25,725      7,844      1,151     14,882      7,256        178     30,064     60,963      5,847     17,024      3,212        149     25,316     33,736
 
Changes from:       April 1, 2014                                    Total Change is:     2,370
      -310      3,799        283        103     -1,273        -28       -149     -1,444        998       -550        326         39      1,984       -330
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        6.5        1.0       12.4        6.0        0.1       25.0       50.7        4.9       14.1        2.7        0.1       21.0       28.0
 
Number of Traders in Each Category                                    Total Traders:        80
         7          9          6          4          4          .         16         19          9         13          8          5
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Traders in Financial Futures - Futures Only Positions as of April 8, 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    44,752
Positions
     9,073     14,406          2        934      2,013          0     18,662     13,847        367        613        901          0     15,101     13,216
 
Changes from:       April 1, 2014                                    Total Change is:    -2,476
     5,935     -1,513        -59          0         48          0     -5,506     -2,281         64        -19        290          0     -2,891        975
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       32.2        0.0        2.1        4.5        0.0       41.7       30.9        0.8        1.4        2.0        0.0       33.7       29.5
 
Number of Traders in Each Category                                    Total Traders:        39
         6          5          .          .          .          0          9         13          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 8, 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   226,667
Positions
     7,659    104,778        492     21,423     28,062      1,467    155,023     37,067      2,486      1,900     32,521         13     36,204     19,781
 
Changes from:       April 1, 2014                                    Total Change is:    15,230
      -465      6,460       -563     -2,640        249        -12     13,672      3,792        223        -74      3,419          0      5,089      1,662
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       46.2        0.2        9.5       12.4        0.6       68.4       16.4        1.1        0.8       14.3        0.0       16.0        8.7
 
Number of Traders in Each Category                                    Total Traders:       116
         5         11          4          8         13          6         41         25          6          4          9          .
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Traders in Financial Futures - Futures Only Positions as of April 8, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   181,814
Positions
   112,183     13,948        176     18,766     19,249      4,066     24,135     90,072      2,184      2,652      7,056      1,227     16,425     43,836
 
Changes from:       April 1, 2014                                    Total Change is:    -6,650
    -3,270      3,859         93        970     -1,211        406     -8,022     -6,904        -51       -646        289      1,206      2,664     -4,337
 
Percent of Open Interest Represented by Each Category of Trader
      61.7        7.7        0.1       10.3       10.6        2.2       13.3       49.5        1.2        1.5        3.9        0.7        9.0       24.1
 
Number of Traders in Each Category                                    Total Traders:       115
        11          9          4          7         16          6         16         40          9          4         12          .
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Traders in Financial Futures - Futures Only Positions as of April 8, 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   261,439
Positions
    58,013     26,687      1,814     42,370     90,142      5,386     78,871     41,407      4,038     26,463     29,534        755     43,729     61,676
 
Changes from:       April 1, 2014                                    Total Change is:     1,364
    10,064        208       -204        299     -1,336         89    -10,258      4,243        811       -491     -2,671        -76      1,130        300
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       10.2        0.7       16.2       34.5        2.1       30.2       15.8        1.5       10.1       11.3        0.3       16.7       23.6
 
Number of Traders in Each Category                                    Total Traders:       190
        16         15          9         14         30         14         31         41         14         19         24          9
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Traders in Financial Futures - Futures Only Positions as of April 8, 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    96,887
Positions
    21,824     32,365        397      5,654      3,864         75     38,593     25,557      1,274      3,410      6,489        271     25,389     26,595
 
Changes from:       April 1, 2014                                    Total Change is:     2,888
      -594      6,934        -21     -1,859        -49        -25      3,238     -4,815        662        549       -704       -436      1,374      1,342
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       33.4        0.4        5.8        4.0        0.1       39.8       26.4        1.3        3.5        6.7        0.3       26.2       27.4
 
Number of Traders in Each Category                                    Total Traders:        72
         6         13          .          .          6          .         22         13          8          .          6          .
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Traders in Financial Futures - Futures Only Positions as of April 8, 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   130,331
Positions
    44,820     42,906        109        228      2,284        152     69,774     78,479        345      7,263      3,629          0      7,640      2,427
 
Changes from:       April 1, 2014                                    Total Change is:   -14,939
       114      2,039       -205    -40,153        295          1     20,246    -16,521        184      4,934       -186          0        -60       -546
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       32.9        0.1        0.2        1.8        0.1       53.5       60.2        0.3        5.6        2.8        0.0        5.9        1.9
 
Number of Traders in Each Category                                    Total Traders:       103
         5         10          .          .          4          .         44         19          4         13          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    22,284
Positions
     3,679     13,459      3,060        564        122         99     13,194      1,437        443          0      3,055          0      1,245        609
 
Changes from:       April 1, 2014                                    Total Change is:    -4,206
      -208      2,297     -4,037        564        -33        -20        992       -505     -1,567          0          0          0         70       -341
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       60.4       13.7        2.5        0.5        0.4       59.2        6.4        2.0        0.0       13.7        0.0        5.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          .          .          .          .          5          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    32,898
Positions
     1,055     21,825         15      1,586        189          0     22,536      7,368        204      2,806        637          0      4,696      2,660
 
Changes from:       April 1, 2014                                    Total Change is:       585
       109      1,048        -48        195          0          0        617       -646        -18        -79         88          0       -191        161
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       66.3        0.0        4.8        0.6        0.0       68.5       22.4        0.6        8.5        1.9        0.0       14.3        8.1
 
Number of Traders in Each Category                                    Total Traders:        59
         .          9          .          5          .          0         21         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    58,307
Positions
    21,147     36,075        111      6,677      4,589        276     17,260      8,254         45      4,675      1,924          2      8,115      7,033
 
Changes from:       April 1, 2014                                    Total Change is:    -5,743
       667     -4,639        -78       -165        148         14     -6,205       -548         33        137        -70          0       -146       -603
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       61.9        0.2       11.5        7.9        0.5       29.6       14.2        0.1        8.0        3.3        0.0       13.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       103
        21         13          .          9          .          .         22         18          .          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   116,613
Positions
    42,293     72,149        222     13,354      9,177        552     34,520     16,507         89      9,349      3,847          4     16,230     14,066
 
Changes from:       April 1, 2014                                    Total Change is:   -11,486
     1,333     -9,277       -156       -329        296         27    -12,409     -1,096         65        274       -140          0       -291     -1,205
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       61.9        0.2       11.5        7.9        0.5       29.6       14.2        0.1        8.0        3.3        0.0       13.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       103
        21         13          .          9          .          .         22         18          .          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   676,428
Positions
    42,567    222,458     12,017    309,079     98,475     41,691     83,106    164,129     28,119     56,404     38,845      3,536     99,911     67,159
 
Changes from:       April 1, 2014                                    Total Change is:    -5,034
    -1,735      2,310      2,689     -4,838      4,966      1,569    -10,201     -6,682      4,301      3,551    -11,313        472       -842     -3,346
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       32.9        1.8       45.7       14.6        6.2       12.3       24.3        4.2        8.3        5.7        0.5       14.8        9.9
 
Number of Traders in Each Category                                    Total Traders:       554
        40         37         23        120         50         60         86        118         83         55         48         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   124,265
Positions
     8,838     59,371        488     45,954     21,557      1,618      7,453      8,498        726     13,805      6,029         12     45,371     25,966
 
Changes from:       April 1, 2014                                    Total Change is:     3,006
       889        -42        102     -1,138        427         57      2,865      1,381         75      1,058         54          7       -909        945
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       47.8        0.4       37.0       17.3        1.3        6.0        6.8        0.6       11.1        4.9        0.0       36.5       20.9
 
Number of Traders in Each Category                                    Total Traders:        87
         .         13          4         14          7          7         21         13          9         11          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,760,817
Positions
   212,307    859,101     13,980  1,322,107    391,072    193,884    423,830    823,723     91,397    216,651    167,733     13,963    272,698    205,964
 
Changes from:       April 1, 2014                                    Total Change is:   -40,202
    -6,585     18,293      6,403    -19,031     22,165      8,087    -47,944    -22,932      3,747     12,510    -56,790      2,278        333    -21,453
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       31.1        0.5       47.9       14.2        7.0       15.4       29.8        3.3        7.8        6.1        0.5        9.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       531
        39         36         18        116         46         56         83        118         68         49         44         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    90,796
Positions
     6,768     39,769          0     48,658     36,574      2,202     20,727      4,962        753        705      2,787          0     10,983      3,749
 
Changes from:       April 1, 2014                                    Total Change is:    -1,475
     2,241     -3,781          0       -627      2,218        122     -2,930       -278        -56       -316       -239          0         91        539
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       43.8        0.0       53.6       40.3        2.4       22.8        5.5        0.8        0.8        3.1        0.0       12.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        91
         9         11          0         37         10         14         15          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    74,360
Positions
     6,174     46,947        234     32,501      4,618        762     20,700     16,269        356      2,295      1,488         37     11,301      3,649
 
Changes from:       April 1, 2014                                    Total Change is:     1,027
     1,318     -6,634       -287     -1,724        263        269     -1,866      7,353       -229        178        -40          1      3,366        331
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       63.1        0.3       43.7        6.2        1.0       27.8       21.9        0.5        3.1        2.0        0.1       15.2        4.9
 
Number of Traders in Each Category                                    Total Traders:       223
        16         22          4         35         14          9         56         45         15         18         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   371,802
Positions
    30,870    234,734      1,169    162,506     23,090      3,811    103,499     81,345      1,780     11,474      7,441        187     56,506     18,245
 
Changes from:       April 1, 2014                                    Total Change is:     5,134
     6,592    -33,169     -1,436     -8,622      1,313      1,347     -9,331     36,764     -1,143        892       -201          5     16,830      1,654
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       63.1        0.3       43.7        6.2        1.0       27.8       21.9        0.5        3.1        2.0        0.1       15.2        4.9
 
Number of Traders in Each Category                                    Total Traders:       223
        16         22          4         35         14          9         56         45         15         18         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   316,752
Positions
    62,256     59,406      5,588    147,836    123,312     11,608     49,489     82,485      9,603      9,076      7,306          0     21,296     17,444
 
Changes from:       April 1, 2014                                    Total Change is:    -1,738
    10,452     -7,611     -2,870     -1,286      1,300        380    -12,272        802      4,252       -230        -20          0       -164      2,029
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       18.8        1.8       46.7       38.9        3.7       15.6       26.0        3.0        2.9        2.3        0.0        6.7        5.5
 
Number of Traders in Each Category                                    Total Traders:       249
        22         13          4         54         38         28         38         58         13         14         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    62,964
Positions
     2,642     16,126        119     32,169        216        132     12,160     14,825         81      5,370     19,577          0     10,291     11,888
 
Changes from:       April 1, 2014                                    Total Change is:       974
    -1,121       -151          0      2,858          0        -64       -697      1,174         81       -817        152          0        734       -218
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       25.6        0.2       51.1        0.3        0.2       19.3       23.5        0.1        8.5       31.1        0.0       16.3       18.9
 
Number of Traders in Each Category                                    Total Traders:        72
         5          8          .         22          .          .         12         10          .          6          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    99,593
Positions
    17,476      4,663        296     15,972      1,174         35     31,818      2,166        796     21,342      2,497         39     11,819     87,927
 
Changes from:       April 1, 2014                                    Total Change is:     1,007
       523        221        -79        354     -1,335          0     -2,746       -156         72        822        388         39      2,022      1,857
 
Percent of Open Interest Represented by Each Category of Trader
      17.5        4.7        0.3       16.0        1.2        0.0       31.9        2.2        0.8       21.4        2.5        0.0       11.9       88.3
 
Number of Traders in Each Category                                    Total Traders:        75
        17          6          .          6          .          .         26          5          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   103,230
Positions
     4,724     69,351      1,844     60,368     16,141      4,344     20,587      3,924      4,416        816        279          0      6,131      2,931
 
Changes from:       April 1, 2014                                    Total Change is:       608
       767       -236         15       -309      1,336        -23        380         -9        207         53          0          0       -482       -682
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       67.2        1.8       58.5       15.6        4.2       19.9        3.8        4.3        0.8        0.3        0.0        5.9        2.8
 
Number of Traders in Each Category                                    Total Traders:        94
         6          9          .         35         15         13         19          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   263,193
Positions
    26,000     87,531      3,064     97,744     66,994     45,283     51,274     42,812      1,951     22,765      7,772        364     14,748      7,422
 
Changes from:       April 1, 2014                                    Total Change is:     9,808
     2,249     20,123        190       -651     -4,408      3,305      2,994     -6,742        -23         22     -1,534        140      1,582     -1,243
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       33.3        1.2       37.1       25.5       17.2       19.5       16.3        0.7        8.6        3.0        0.1        5.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       194
        22         17          .         55         23         25         29         19          8         25          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   709,594
Positions
     8,917     84,380      6,926    273,949    181,176    127,242     91,324    104,742     12,940     19,529     31,520        583    168,184    160,085
 
Changes from:       April 1, 2014                                    Total Change is:    -4,787
       532     -5,535       -526    -18,657     30,072     -4,693      4,970    -18,768     -4,857      5,370       -197        -84     13,158       -199
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       11.9        1.0       38.6       25.5       17.9       12.9       14.8        1.8        2.8        4.4        0.1       23.7       22.6
 
Number of Traders in Each Category                                    Total Traders:       174
         7         16          4         32         38         38         30         32         16          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   481,663
Positions
    24,226     72,654      1,168    271,198     36,056     73,032     13,320    186,274      1,190      7,013     21,514          0     90,516     89,775
 
Changes from:       April 1, 2014                                    Total Change is:     2,249
      -435    -10,792        747      1,298     -2,990        -33       -142      4,570       -324       -601        748          0      1,739     10,323
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.1        0.2       56.3        7.5       15.2        2.8       38.7        0.2        1.5        4.5        0.0       18.8       18.6
 
Number of Traders in Each Category                                    Total Traders:        83
         .          8          4         36         11         23          .         16          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 1,057,788
Positions
    43,338    154,038      9,959    253,751    326,099     77,901    472,152    170,276     49,894     22,866    118,429     29,938     97,989    121,254
 
Changes from:       April 1, 2014                                    Total Change is:    33,669
   -18,359     20,337     -3,030     64,441      9,479      7,388     -1,085     15,502    -15,307      1,530     12,286     -2,391        482    -10,595
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       14.6        0.9       24.0       30.8        7.4       44.6       16.1        4.7        2.2       11.2        2.8        9.3       11.5
 
Number of Traders in Each Category                                    Total Traders:       244
        13         27          7         37         42         34         46         36         21         10         33          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    64,992
Positions
    17,469     13,507      9,607          0        859          0     17,474     20,399     20,437          0          0          0          5        183
 
Changes from:       April 1, 2014                                    Total Change is:    11,017
     1,025        627      2,045          0        859          0      4,662      4,201      3,285          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       20.8       14.8        0.0        1.3        0.0       26.9       31.4       31.4        0.0        0.0        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         9          5          9          0          .          0          7         10          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 2,572,114
Positions
   152,708    164,186     38,072    696,936  1,101,411    188,387    874,094    356,496     56,816    275,411    173,554     27,926    261,764    465,266
 
Changes from:       April 1, 2014                                    Total Change is:    68,150
   -13,303     78,773      1,265     45,681    -93,470      3,860     12,669     49,101      8,526     -1,891     23,213      1,145     10,198     -4,263
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        6.4        1.5       27.1       42.8        7.3       34.0       13.9        2.2       10.7        6.7        1.1       10.2       18.1
 
Number of Traders in Each Category                                    Total Traders:       363
        17         46         12         38         77         53         52         65         42         19         49         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 2,045,106
Positions
   172,126    142,860     23,616    796,431    642,080    213,069    441,948    425,033     21,410    179,585    193,964      3,623    193,298    379,451
 
Changes from:       April 1, 2014                                    Total Change is:    80,923
    48,505     34,540    -16,082     -7,971     92,705      2,866     42,196    -20,296    -11,470      6,394        517       -762     17,247     -1,095
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        7.0        1.2       38.9       31.4       10.4       21.6       20.8        1.0        8.8        9.5        0.2        9.5       18.6
 
Number of Traders in Each Category                                    Total Traders:       280
        15         33          5         26         58         44         31         70         23         13         34          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   310,870
Positions
   139,131     89,333     69,912        708      3,791      2,650     19,037     28,907     35,040      1,137     12,247     12,452     30,803     56,538
 
Changes from:       April 1, 2014                                    Total Change is:    18,871
    12,255      7,769      1,898          0          0        700      2,107      8,244      1,556       -596     -2,695      1,002        -51        397
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       28.7       22.5        0.2        1.2        0.9        6.1        9.3       11.3        0.4        3.9        4.0        9.9       18.2
 
Number of Traders in Each Category                                    Total Traders:        76
        16         23         31          .          .          .          8         14         14          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,647,642
Positions
 1,518,807  2,141,488  2,053,667  2,807,846    566,022    297,418    538,646  1,368,557  2,090,004    262,308    564,586    298,597    780,349  1,267,303
 
Changes from:       April 1, 2014                                    Total Change is:    71,921
    31,003    135,504    -14,588     37,185      8,172     45,654     58,420     -2,853    -53,027     17,966      8,409      3,200    -53,892    -58,550
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       20.1       19.3       26.4        5.3        2.8        5.1       12.9       19.6        2.5        5.3        2.8        7.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       283
        30         56         78         11         24         22         33         80         93         12         26         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    47,153
Positions
    34,526      1,008          0      4,960     14,917      4,831      2,498     17,937        201         38      8,123          0         99        136
 
Changes from:       April 1, 2014                                    Total Change is:     6,712
     6,718          0          0          0      6,636          0        -26       -118          0          8        214          0         12        -20
 
Percent of Open Interest Represented by Each Category of Trader
      73.2        2.1        0.0       10.5       31.6       10.2        5.3       38.0        0.4        0.1       17.2        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         8          .          0          4          9          .          4         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    42,450
Positions
    38,738        307          0        333     21,407      1,936        775      4,978        634          0     12,998          0         34        190
 
Changes from:       April 1, 2014                                    Total Change is:    11,727
    10,702        -84          0        -29     11,233        -14        554       -202        512          0        246          0          2         36
 
Percent of Open Interest Represented by Each Category of Trader
      91.3        0.7        0.0        0.8       50.4        4.6        1.8       11.7        1.5        0.0       30.6        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        36
         6          .          0          .         10          .          .          7          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    50,988
Positions
     9,782      8,654        987      7,405      3,638        145      5,741     31,729      3,075     14,902        801          0      8,951      1,959
 
Changes from:       April 1, 2014                                    Total Change is:    -1,163
    -2,675      7,845        220       -677     -1,011         -5        -52     -8,307        618        821       -504        -30        617         11
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       17.0        1.9       14.5        7.1        0.3       11.3       62.2        6.0       29.2        1.6        0.0       17.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       144
         7          .          .         10          6          .         18         31          8         65          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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   359,952
Positions
    66,641     39,839     35,186     49,751     23,372     22,509     61,513    106,680     61,727      7,122      9,047     34,775     20,728     26,817
 
Changes from:       April 1, 2014                                    Total Change is:     2,906
       893     -6,829      2,643       -735      1,511        569     -7,750     -2,082      3,701     -3,346     -2,231      3,040      3,891      2,584
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       11.1        9.8       13.8        6.5        6.3       17.1       29.6       17.1        2.0        2.5        9.7        5.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       177
        18         11         22          8         14         12         40         52         49         12         11         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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    15,669
Positions
       774      4,650          0      5,844         77        340      3,021      9,674        756      4,896        169          0         38          3
 
Changes from:       April 1, 2014                                    Total Change is:     1,526
       623          0          0        170          0         -3        157      1,512          7        553         10          0         19          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       29.7        0.0       37.3        0.5        2.2       19.3       61.7        4.8       31.2        1.1        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          5          .          .          6          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated April 11, 2014