`Traders in Financial Futures - Futures Only Positions as of February 11, 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   157,495
Positions
    84,402      2,329      1,335     14,430     16,629        690     10,623     85,926      5,355     14,876      4,742        165     25,619     40,324
 
Changes from:       February 4, 2014                                 Total Change is:    -3,130
    -3,922        584        642        -47       -456         -1     -2,221     -1,725        525      1,418      1,072        -49        525     -3,722
 
Percent of Open Interest Represented by Each Category of Trader
      53.6        1.5        0.8        9.2       10.6        0.4        6.7       54.6        3.4        9.4        3.0        0.1       16.3       25.6
 
Number of Traders in Each Category                                    Total Traders:        93
        13          4          6          4          7          .         17         32         13         11          5          4
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Traders in Financial Futures - Futures Only Positions as of February 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,433
Positions
     8,719     15,634        604        900      1,149          0     16,363     10,581        339        632        625          0     14,876     13,501
 
Changes from:       February 4, 2014                                 Total Change is:       515
       258        147       -277          0        -94          0       -983      1,130        -16       -893         25          0      2,426       -400
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       36.8        1.4        2.1        2.7        0.0       38.6       24.9        0.8        1.5        1.5        0.0       35.1       31.8
 
Number of Traders in Each Category                                    Total Traders:        39
         5          9          .          .          .          0         11          9          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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   204,982
Positions
    19,102     85,412      1,846     24,008     30,177        828    121,615     33,969      4,496      1,168     28,767         20     31,899     19,467
 
Changes from:       February 4, 2014                                 Total Change is:     2,292
     3,305         54        843        219       -103        118         88      1,582       -397     -2,211      2,375          0        327     -2,180
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       41.7        0.9       11.7       14.7        0.4       59.3       16.6        2.2        0.6       14.0        0.0       15.6        9.5
 
Number of Traders in Each Category                                    Total Traders:       111
         8         13          6          9         15          6         39         17          8          .          9          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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   196,435
Positions
    84,301     40,931        647     24,799     18,660      3,425     40,886     80,114      3,054     24,135      6,218         94     15,094     43,292
 
Changes from:       February 4, 2014                                 Total Change is:    -2,926
       943        349        -48     -2,743        513       -647        919         -1       -182        490     -1,220       -828       -830       -862
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       20.8        0.3       12.6        9.5        1.7       20.8       40.8        1.6       12.3        3.2        0.0        7.7       22.0
 
Number of Traders in Each Category                                    Total Traders:       112
         8         14          4          8         17          7         22         32          8          .          8          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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   281,037
Positions
    96,688     33,479      3,697     40,516     80,002      4,936     65,787     51,995     10,287     17,027     36,120      1,033     41,066     59,488
 
Changes from:       February 4, 2014                                 Total Change is:     6,891
    -4,114      9,866        432        654       -552       -145      9,378      5,235        344     -1,884     -1,592     -2,017      4,243     -4,680
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       11.9        1.3       14.4       28.5        1.8       23.4       18.5        3.7        6.1       12.9        0.4       14.6       21.2
 
Number of Traders in Each Category                                    Total Traders:       183
        18         17         11         13         28         13         28         43         16          9         27          6
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Traders in Financial Futures - Futures Only Positions as of February 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   110,523
Positions
    77,014      9,071        527        953      5,561        138      9,097     53,108      1,661      5,026      7,007        155     15,952     33,295
 
Changes from:       February 4, 2014                                 Total Change is:   -14,871
   -15,004      1,533        133        298         -5        -99       -714    -12,169       -256        401     -1,764          0        370     -2,244
 
Percent of Open Interest Represented by Each Category of Trader
      69.7        8.2        0.5        0.9        5.0        0.1        8.2       48.1        1.5        4.5        6.3        0.1       14.4       30.1
 
Number of Traders in Each Category                                    Total Traders:        82
        11          9          6          .          8          .         13         30          9          .          6          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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    41,817
Positions
    19,955     24,490      8,024      2,126          0          0      4,399      3,244      3,184      1,650          0      2,184        295        691
 
Changes from:       February 4, 2014                                 Total Change is:     3,048
      -588       -831        829        -97          0          0      3,019      2,851         -2          0          0          0       -113        201
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       58.6       19.2        5.1        0.0        0.0       10.5        7.8        7.6        3.9        0.0        5.2        0.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         6          9          9          .          0          0          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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   127,225
Positions
    51,654     53,029        127     40,365        705        155     11,929     50,351     12,405      4,732      4,231        513      5,345      5,709
 
Changes from:       February 4, 2014                                 Total Change is:    -4,607
       330        266         16     -1,160         -5        155     -3,908     -4,610        504       -550       -588        -10         16       -335
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       41.7        0.1       31.7        0.6        0.1        9.4       39.6        9.8        3.7        3.3        0.4        4.2        4.5
 
Number of Traders in Each Category                                    Total Traders:       103
         8         10          .          4          .          .         19         38          8         11          8          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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    19,085
Positions
     1,856     10,602         29        845        209          0     11,942      4,957        768        525        412          0      3,120      2,108
 
Changes from:       February 4, 2014                                 Total Change is:    -1,013
       173        452         25       -338          0          0       -784       -831        155       -199        -13          0        -45       -801
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       55.6        0.2        4.4        1.1        0.0       62.6       26.0        4.0        2.8        2.2        0.0       16.3       11.0
 
Number of Traders in Each Category                                    Total Traders:        55
         5          7          .          .          .          0         19         14          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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    66,710
Positions
    23,839     37,422      4,499      7,902      4,040        561     10,428      6,957      3,765      5,333      1,199         12     10,373      8,256
 
Changes from:       February 4, 2014                                 Total Change is:     7,803
     5,812     -5,167      4,357      1,222       -166        -55     -8,337      1,909      3,266       -156         80          9      1,684      3,569
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       56.1        6.7       11.8        6.1        0.8       15.6       10.4        5.6        8.0        1.8        0.0       15.5       12.4
 
Number of Traders in Each Category                                    Total Traders:        95
        22         11          8         11          .          4         20         14          8          6          6          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,379
Positions
     8,459     10,643          0        965          0          0      2,420      1,200          0        500          0          0      1,035      1,536
 
Changes from:       February 4, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      63.2       79.6        0.0        7.2        0.0        0.0       18.1        9.0        0.0        3.7        0.0        0.0        7.7       11.5
 
Number of Traders in Each Category                                    Total Traders:        20
         6          6          0          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   106,661
Positions
    39,518     62,316        239     13,873      8,080      1,122     23,255     18,753        290      9,665      2,397         24     18,675     13,440
 
Changes from:       February 4, 2014                                 Total Change is:   -11,153
     3,463    -22,862        -44        514       -331       -109    -14,273      8,657       -708     -1,311        160         18      1,297      4,066
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       58.4        0.2       13.0        7.6        1.1       21.8       17.6        0.3        9.1        2.2        0.0       17.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        94
        23         10          .         10          .          4         20         16          4          6          6          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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   808,380
Positions
    40,563    181,731     66,948    315,879    106,570     45,341    105,003    196,650     42,570     47,601     53,495      4,019    140,455    111,056
 
Changes from:       February 4, 2014                                 Total Change is:    36,433
      -163    -11,335     15,686     13,811    -12,528       -289     -6,342     13,471     -1,981     -1,041      8,396     -1,015     17,766     26,028
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       22.5        8.3       39.1       13.2        5.6       13.0       24.3        5.3        5.9        6.6        0.5       17.4       13.7
 
Number of Traders in Each Category                                    Total Traders:       571
        39         38         26        116         58         59         91        123         80         55         51         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   192,719
Positions
    47,354     65,449      3,640     61,893     22,458      2,468     18,867     21,062      1,954      7,891      8,442        246     48,406     67,000
 
Changes from:       February 4, 2014                                 Total Change is:    17,965
    10,538      2,645        -20      3,005       -691        632      1,726     -4,830        336     -1,380       -162        104      3,024     19,951
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       34.0        1.9       32.1       11.7        1.3        9.8       10.9        1.0        4.1        4.4        0.1       25.1       34.8
 
Number of Traders in Each Category                                    Total Traders:        89
         7          8          .         16          8          9         17         18         10          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 3,078,305
Positions
   242,962    858,325     39,625  1,285,435    436,064    198,862    551,982    999,244     81,778    204,326    231,038     13,090    460,245    220,279
 
Changes from:       February 4, 2014                                 Total Change is:    92,338
    18,347      1,951      6,678     58,628    -54,583     -9,207    -47,060     84,781     -4,863     -2,742     38,349     -1,154     73,711     30,386
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       27.9        1.3       41.8       14.2        6.5       17.9       32.5        2.7        6.6        7.5        0.4       15.0        7.2
 
Number of Traders in Each Category                                    Total Traders:       552
        41         35         21        108         57         53         90        121         66         50         50         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    92,531
Positions
     9,019     38,872         32     50,856     38,858      1,903     17,993      5,610        635        726      2,537          0     11,367      4,084
 
Changes from:       February 4, 2014                                 Total Change is:    -7,335
    -1,198     -4,857          6        667     -3,222       -204     -6,039        246       -491        202          0          0       -278      1,187
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       42.0        0.0       55.0       42.0        2.1       19.4        6.1        0.7        0.8        2.7        0.0       12.3        4.4
 
Number of Traders in Each Category                                    Total Traders:        87
         8          9          .         34         12         13         14          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    81,194
Positions
    10,903     60,314        229     37,283      4,011      1,289     21,711      7,886        524      1,484      3,237         19      7,753      3,685
 
Changes from:       February 4, 2014                                 Total Change is:   -14,315
       356       -877    -10,163      1,747       -421        349        186      2,530     -2,488       -466        935       -630     -3,207     -3,552
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       74.3        0.3       45.9        4.9        1.6       26.7        9.7        0.6        1.8        4.0        0.0        9.5        4.5
 
Number of Traders in Each Category                                    Total Traders:       202
        20         20          4         35         13          9         54         31         13         11         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   405,971
Positions
    54,516    301,570      1,144    186,415     20,056      6,447    108,553     39,432      2,618      7,419     16,186         94     38,765     18,424
 
Changes from:       February 4, 2014                                 Total Change is:     8,733
     3,231     -4,876         98     15,547     -2,103      1,747     -6,528      9,530        317        236      1,605        -81     -5,834      2,496
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       74.3        0.3       45.9        4.9        1.6       26.7        9.7        0.6        1.8        4.0        0.0        9.5        4.5
 
Number of Traders in Each Category                                    Total Traders:       202
        20         20          4         35         13          9         54         31         13         11         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   290,189
Positions
    54,692     45,225      8,017    139,254    124,537     11,950     40,215     72,581      5,699     11,120      6,298         10     19,232     15,872
 
Changes from:       February 4, 2014                                 Total Change is:     2,639
    14,062    -22,405        697     -4,260     20,568        567     -6,271      3,269     -1,115        174        935          5     -1,220        118
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       15.6        2.8       48.0       42.9        4.1       13.9       25.0        2.0        3.8        2.2        0.0        6.6        5.5
 
Number of Traders in Each Category                                    Total Traders:       253
        27          9          5         57         38         27         39         56         12         16         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    72,609
Positions
     3,654     45,115          0     32,958          0        661     18,676     16,023        145      5,898      5,448         19     10,598      5,198
 
Changes from:       February 4, 2014                                 Total Change is:     1,444
     1,224        123          0       -145       -206       -105        511        653         23        301        662         19       -384        275
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       62.1        0.0       45.4        0.0        0.9       25.7       22.1        0.2        8.1        7.5        0.0       14.6        7.2
 
Number of Traders in Each Category                                    Total Traders:        83
         6          8          0         21          0          .         18         15          .          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   112,393
Positions
    35,386     10,609      1,081     13,764      1,329        459     42,310      1,962      1,402      8,224     10,263         24      9,743     85,264
 
Changes from:       February 4, 2014                                 Total Change is:       724
     1,740       -604         36      1,456     -1,329       -515       -483     -2,058         46        322        815        -76     -1,802      4,409
 
Percent of Open Interest Represented by Each Category of Trader
      31.5        9.4        1.0       12.2        1.2        0.4       37.6        1.7        1.2        7.3        9.1        0.0        8.7       75.9
 
Number of Traders in Each Category                                    Total Traders:       102
        21          7          .         12          .          .         37          5         10         14          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   101,350
Positions
     2,611     64,965      4,220     59,576     12,800      3,874     19,049      8,072      4,180      2,189        265          0      5,651      2,974
 
Changes from:       February 4, 2014                                 Total Change is:       607
        50      1,147        -68      2,838     -4,421         51     -1,246      3,627         -6        -38          0          0       -974        277
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       64.1        4.2       58.8       12.6        3.8       18.8        8.0        4.1        2.2        0.3        0.0        5.6        2.9
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          .         32         16         12         13          8          4          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   258,061
Positions
    24,522     80,871      4,925     82,680     74,649     49,863     65,834     29,925      2,085     17,434      6,398        869      9,849      8,476
 
Changes from:       February 4, 2014                                 Total Change is:    -7,396
     3,740    -12,318        148     -6,839      7,268      2,324     -6,043     -2,142        -95      1,007       -283         26     -1,664     -2,324
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       31.3        1.9       32.0       28.9       19.3       25.5       11.6        0.8        6.8        2.5        0.3        3.8        3.3
 
Number of Traders in Each Category                                    Total Traders:       190
        18         23          4         42         32         25         25         23          8         21          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   694,851
Positions
     6,662     98,470     10,439    299,568    140,894    121,889     73,097     95,803     11,028     16,184     39,149      1,463    154,521    175,716
 
Changes from:       February 4, 2014                                 Total Change is:    16,143
     2,179      2,624     -1,295      4,042      5,317      1,735     13,474     -4,437     -3,302     -2,885      7,764      1,089      1,106      6,648
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       14.2        1.5       43.1       20.3       17.5       10.5       13.8        1.6        2.3        5.6        0.2       22.2       25.3
 
Number of Traders in Each Category                                    Total Traders:       160
         4         15          4         38         31         37         25         33         19          4         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   455,014
Positions
    19,368    101,668        102    262,069     22,220     66,868     16,835    148,964      1,548      7,795     21,762      1,806     78,623     90,076
 
Changes from:       February 4, 2014                                 Total Change is:       889
         8     -6,227       -251     -9,403        413      5,797        274      1,675         56         42     -1,075         24      4,342        477
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       22.3        0.0       57.6        4.9       14.7        3.7       32.7        0.3        1.7        4.8        0.4       17.3       19.8
 
Number of Traders in Each Category                                    Total Traders:        78
         .         10          .         34          6         21          .         15          8          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   895,617
Positions
    57,753    130,328     19,965    225,821    242,723     71,764    227,966    143,964    102,394     55,573     61,107     23,692    110,689     99,680
 
Changes from:       February 4, 2014                                 Total Change is:   -14,278
    -8,236      5,228      6,941      6,882    -28,778      3,422    -24,351     -8,709     12,079     -2,363      1,571        -42     -8,610     -5,990
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       14.6        2.2       25.2       27.1        8.0       25.5       16.1       11.4        6.2        6.8        2.6       12.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       226
        14         24         10         38         36         33         47         28         31         15         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    46,717
Positions
     5,798     15,105     11,783        800          0        500     18,004      9,497      9,792          0          0          0         40         40
 
Changes from:       February 4, 2014                                 Total Change is:     8,701
     1,635      2,652      2,382          0          0          0      2,608      1,671      2,056          0          0          0         20        -60
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       32.3       25.2        1.7        0.0        1.1       38.5       20.3       21.0        0.0        0.0        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        42
         9          9          9          .          0          .         10         11         10          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 2,410,966
Positions
   201,439    167,373     59,800    614,853    824,222    263,649    619,832    318,108    105,505    258,051    191,200     28,435    259,402    452,674
 
Changes from:       February 4, 2014                                 Total Change is:    28,455
    22,090    -15,986     -7,128      4,132    -13,881     18,746    -35,723     15,438     21,836     10,329      2,245      1,250     -7,077      5,935
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        6.9        2.5       25.5       34.2       10.9       25.7       13.2        4.4       10.7        7.9        1.2       10.8       18.8
 
Number of Traders in Each Category                                    Total Traders:       361
        28         40         17         40         72         57         47         71         44         18         45         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,970,055
Positions
   138,953    197,638     18,489    690,461    491,281    239,553    444,166    378,503     59,837    141,414    227,433     10,885    226,297    346,436
 
Changes from:       February 4, 2014                                 Total Change is:    37,577
    24,164      4,013     -5,116     -6,604     -1,561     -3,737     28,083     33,696     14,753    -25,794     25,291      1,679     10,149    -31,441
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       10.0        0.9       35.0       24.9       12.2       22.5       19.2        3.0        7.2       11.5        0.6       11.5       17.6
 
Number of Traders in Each Category                                    Total Traders:       260
        17         27         10         30         56         43         26         58         31         17         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   293,954
Positions
   129,983    100,147     64,330        719      2,855      2,755     22,295     16,286     36,800          0     18,981      6,471     30,601     45,329
 
Changes from:       February 4, 2014                                 Total Change is:    20,845
    19,845     15,424     -3,409          0      1,348        652     -1,041       -806      6,213       -268      3,317       -814       -333     -1,080
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       34.1       21.9        0.2        1.0        0.9        7.6        5.5       12.5        0.0        6.5        2.2       10.4       15.4
 
Number of Traders in Each Category                                    Total Traders:        67
        14         23         27          .          .          .          9          7         13          0          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 9,968,139
Positions
 1,212,779  2,496,052  1,917,330  2,801,319    701,246    177,799    779,653  1,005,515  1,700,303    181,633    496,998    375,731    821,592  1,097,165
 
Changes from:       February 4, 2014                                 Total Change is:    10,529
    71,804    244,819   -120,687    -17,402   -153,462      8,876     65,312     80,417    -21,801    -56,711    -65,433     36,100     45,038      1,700
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       25.0       19.2       28.1        7.0        1.8        7.8       10.1       17.1        1.8        5.0        3.8        8.2       11.0
 
Number of Traders in Each Category                                    Total Traders:       275
        28         60         79         10         19         19         41         69         79         14         26         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    45,612
Positions
    36,011      1,144          0      3,761     12,418      5,336        431     18,230          0          0      8,313          0         73        171
 
Changes from:       February 4, 2014                                 Total Change is:    -2,914
    -3,320       -181          0          0       -213          0        380        752          0          0     -3,312          0         26         40
 
Percent of Open Interest Represented by Each Category of Trader
      79.0        2.5        0.0        8.2       27.2       11.7        0.9       40.0        0.0        0.0       18.2        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        47
         8          .          0          4         11          .          .         12          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    26,773
Positions
    21,472      3,016         40      2,354      5,904      1,944         40      4,034        380        510     11,339          0         33        116
 
Changes from:       February 4, 2014                                 Total Change is:      -203
      -618        198         30          8       -193        -27          0      1,157        380          0     -1,754          0         24          6
 
Percent of Open Interest Represented by Each Category of Trader
      80.2       11.3        0.1        8.8       22.1        7.3        0.1       15.1        1.4        1.9       42.4        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        36
         6          4          .          .          9          .          .          8          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    47,189
Positions
    10,612      7,668        751      8,950        492        416      6,847     34,409        872     10,015        588          0      8,726      1,993
 
Changes from:       February 4, 2014                                 Total Change is:      -425
       535       -163          0       -966        -37         -5       -737     -1,238        168         43        222          0        537        628
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       16.2        1.6       19.0        1.0        0.9       14.5       72.9        1.8       21.2        1.2        0.0       18.5        4.2
 
Number of Traders in Each Category                                    Total Traders:       142
         7          .          .         11          .          .         24         30          7         59          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   378,851
Positions
    77,858     75,587     51,084     27,679     14,077     29,503     48,477     94,340     62,372     41,240      7,851     19,292     21,346     24,745
 
Changes from:       February 4, 2014                                 Total Change is:    -5,266
    -9,140     12,044      4,951     -9,264         29      9,090       -895    -34,009      3,578     -2,151     -1,919      2,414     -3,849     -1,444
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       20.0       13.5        7.3        3.7        7.8       12.8       24.9       16.5       10.9        2.1        5.1        5.6        6.5
 
Number of Traders in Each Category                                    Total Traders:       169
        23          9         24          6         11         11         41         40         53         15         11         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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     8,960
Positions
       182        514          0      3,866         80        458      2,971      7,130        753        700          0          0         30         25
 
Changes from:       February 4, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        5.7        0.0       43.1        0.9        5.1       33.2       79.6        8.4        7.8        0.0        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          .          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated February 14, 2014