```
Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   111,438
Positions
    10,697     29,589        355     13,513      2,170      2,890     29,219     40,340      4,247     16,313      4,271        349     33,855     27,227
 
Changes from:       June 24, 2014                                    Total Change is:     8,245
       107     14,378        -32       -477       -248        246      5,598     -2,974       -842       -228       -308          4      3,869     -1,979
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       26.6        0.3       12.1        1.9        2.6       26.2       36.2        3.8       14.6        3.8        0.3       30.4       24.4
 
Number of Traders in Each Category                                    Total Traders:        75
         4          7          .          .          .          .         19         18          8         13          8          .
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Traders in Financial Futures - Futures Only Positions as of July 1, 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    35,221
Positions
    11,949      1,517         18        900      2,139          0     10,010     17,241        307        613          0          0     11,424     13,999
 
Changes from:       June 24, 2014                                    Total Change is:     1,622
       159     -1,385         17          0          0          0        478      2,680         61          0          0          0        907        249
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        4.3        0.1        2.6        6.1        0.0       28.4       49.0        0.9        1.7        0.0        0.0       32.4       39.7
 
Number of Traders in Each Category                                    Total Traders:        39
         4          4          .          .          .          0         10         16          4          .          0          0
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   255,911
Positions
     2,551    111,137        274     27,692     30,053      1,714    176,813     50,340      2,352      2,917     37,328        195     41,403     22,518
 
Changes from:       June 24, 2014                                    Total Change is:     1,542
    -1,358        554       -112     -1,503       -158        -77        811     -2,640        379      1,087      1,021         17      2,298      2,558
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       43.4        0.1       10.8       11.7        0.7       69.1       19.7        0.9        1.1       14.6        0.1       16.2        8.8
 
Number of Traders in Each Category                                    Total Traders:       116
         .         11          4         10         13          5         47         18          6          6          8          .
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   156,480
Positions
    75,858     23,509        203     30,855     16,894         23     19,599     72,574      3,235      3,809      2,467          0     22,898     37,575
 
Changes from:       June 24, 2014                                    Total Change is:     8,223
    -4,912     14,497         -1        281        193         -3      2,427     -3,051      1,536      1,332     -1,233          0      7,563     -3,715
 
Percent of Open Interest Represented by Each Category of Trader
      48.5       15.0        0.1       19.7       10.8        0.0       12.5       46.4        2.1        2.4        1.6        0.0       14.6       24.0
 
Number of Traders in Each Category                                    Total Traders:       111
         7         11          5          8         13          .         15         47         12          6          4          0
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   291,488
Positions
   123,003     17,969      1,541     48,334     70,415      6,394     40,639     92,697      4,842     28,959     29,261        874     36,902     67,495
 
Changes from:       June 24, 2014                                    Total Change is:       244
    -1,918         -2       -197        264       -593       -503     -3,509     -1,041      1,105      1,860        902       -168      3,310        741
 
Percent of Open Interest Represented by Each Category of Trader
      42.2        6.2        0.5       16.6       24.2        2.2       13.9       31.8        1.7        9.9       10.0        0.3       12.7       23.2
 
Number of Traders in Each Category                                    Total Traders:       191
        19         10          6         16         25         15         25         52         12         20         24          7
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   114,918
Positions
     1,913     46,781         10      3,324      2,465        123     75,971     31,998        801        721     10,911         78     31,977     21,751
 
Changes from:       June 24, 2014                                    Total Change is:    12,920
       594      8,519        -62        679        -28          9     10,845      4,981       -981        221        617         -2      1,617       -133
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       40.7        0.0        2.9        2.1        0.1       66.1       27.8        0.7        0.6        9.5        0.1       27.8       18.9
 
Number of Traders in Each Category                                    Total Traders:        87
         4         14          .          4          4          .         32         16          7          .         11          .
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,839
Positions
    15,560     26,897      3,713      2,742          0          0      8,102        151      2,012      1,386          0      1,802        522      1,264
 
Changes from:       June 24, 2014                                    Total Change is:       624
      -644       -126         13        -18          0          0        979          2          0          0          0          0        294        735
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       75.0       10.4        7.7        0.0        0.0       22.6        0.4        5.6        3.9        0.0        5.0        1.5        3.5
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          7          .          0          0          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   129,425
Positions
    30,600     79,480        138      5,491      1,319          0     82,158     42,433        568      2,915      3,861          0      7,555      1,626
 
Changes from:       June 24, 2014                                    Total Change is:     1,092
       -70      1,426         -6         79          0          0        601        -26         56       -153       -108          0        585       -250
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       61.4        0.1        4.2        1.0        0.0       63.5       32.8        0.4        2.3        3.0        0.0        5.8        1.3
 
Number of Traders in Each Category                                    Total Traders:       116
         7         16          .          6          .          0         46         21          4         10          6          0
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,539
Positions
     4,786     17,560      6,090      1,648        391          0     18,332      4,615      3,109        375      3,275      2,750      1,449        749
 
Changes from:       June 24, 2014                                    Total Change is:     4,109
       -86      1,392          0       -172        190        -95      4,315      2,400        132        -12          0          0         27         90
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       45.6       15.8        4.3        1.0        0.0       47.6       12.0        8.1        1.0        8.5        7.1        3.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        27
         .          7          .          .          .          0          6          7          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    33,455
Positions
     1,625      9,156          0      2,048        509          0     25,260     16,330        200        520      4,342          0      3,802      2,918
 
Changes from:       June 24, 2014                                    Total Change is:     2,040
        45      3,116          0         52          0          0      1,717     -1,271       -145         45        168          0        326        172
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       27.4        0.0        6.1        1.5        0.0       75.5       48.8        0.6        1.6       13.0        0.0       11.4        8.7
 
Number of Traders in Each Category                                    Total Traders:        75
         .         12          0          6          .          0         30         10          .          .         10          0
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    65,075
Positions
    17,777     36,802        249      6,948      4,555        227     27,074     12,245        263      3,708      4,167         12      8,818      6,557
 
Changes from:       June 24, 2014                                    Total Change is:     6,963
      -507      7,011         -3        -18         88        -40      6,384        381         -1         85        242         12      1,050       -727
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       56.6        0.4       10.7        7.0        0.3       41.6       18.8        0.4        5.7        6.4        0.0       13.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       118
        18         15          .          9          .          .         37         16          7          8         12          .
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   130,149
Positions
    35,554     73,604        497     13,896      9,109        453     54,148     24,489        526      7,415      8,334         24     17,636     13,113
 
Changes from:       June 24, 2014                                    Total Change is:    13,926
    -1,013     14,021         -5        -35        176        -79     12,767        761         -1        169        483         24      2,099     -1,454
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       56.6        0.4       10.7        7.0        0.3       41.6       18.8        0.4        5.7        6.4        0.0       13.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       118
        18         15          .          9          .          .         37         16          7          8         12          .
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   727,127
Positions
    55,067    195,646     18,630    325,200    107,233     43,478     95,098    203,319     24,890     55,429     49,769      2,479    106,855     81,681
 
Changes from:       June 24, 2014                                    Total Change is:    21,672
       457      2,450      5,126     -2,459      5,948        601      4,852     -3,945      4,305      2,186      3,979         43      6,560      3,165
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       26.9        2.6       44.7       14.7        6.0       13.1       28.0        3.4        7.6        6.8        0.3       14.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       567
        33         44         25        124         52         63         86        120         69         58         50         17
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   138,887
Positions
    17,839     53,587      2,062     57,099     23,951      1,694      9,816     11,607        558      9,326      9,267          0     40,493     36,161
 
Changes from:       June 24, 2014                                    Total Change is:     6,268
     4,937       -386          0       -796      2,040        102        791        855       -144        219      1,011          0      1,159      2,790
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       38.6        1.5       41.1       17.2        1.2        7.1        8.4        0.4        6.7        6.7        0.0       29.2       26.0
 
Number of Traders in Each Category                                    Total Traders:        82
         6         12          .         17          8          7         12         16          5          7          4          0
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,941,198
Positions
   256,113    780,272     12,865  1,350,572    426,478    198,853    459,645    991,794     88,427    230,528    202,524     12,384    331,811    227,601
 
Changes from:       June 24, 2014                                    Total Change is:    77,018
    -3,136     33,445      6,368     -4,724     23,128     -1,096     41,559     -2,745        991      9,849     14,852        200     27,007      1,875
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       26.5        0.4       45.9       14.5        6.8       15.6       33.7        3.0        7.8        6.9        0.4       11.3        7.7
 
Number of Traders in Each Category                                    Total Traders:       547
        35         40         19        118         48         59         86        117         57         54         49         16
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    87,547
Positions
     2,940     38,988          0     46,460     34,319      1,939     24,364      6,274        779        739        401          0     10,326      4,847
 
Changes from:       June 24, 2014                                    Total Change is:     4,326
    -2,715      3,095         -3      3,857       -774         56      2,427        846       -216          0          0          0        920      1,322
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       44.5        0.0       53.1       39.2        2.2       27.8        7.2        0.9        0.8        0.5        0.0       11.8        5.5
 
Number of Traders in Each Category                                    Total Traders:        90
         5         12          0         37         10         13         15          8          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    71,784
Positions
     5,097     41,153        349     36,312      5,920        512     18,623     12,075        874      3,432      4,853        139      6,446      5,908
 
Changes from:       June 24, 2014                                    Total Change is:     3,249
       -82       -742        152        788         20       -195        207      2,636        156      2,006        928        -23        240        317
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       57.3        0.5       50.6        8.2        0.7       25.9       16.8        1.2        4.8        6.8        0.2        9.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       235
        20         22          5         32         16          8         57         46          9         19         23          4
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   358,922
Positions
    25,485    205,766      1,743    181,561     29,601      2,562     93,115     60,376      4,371     17,159     24,264        697     32,229     29,542
 
Changes from:       June 24, 2014                                    Total Change is:    16,246
      -408     -3,708        762      3,941        100       -974      1,034     13,178        780     10,029      4,638       -117      1,199      1,587
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       57.3        0.5       50.6        8.2        0.7       25.9       16.8        1.2        4.8        6.8        0.2        9.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       235
        20         22          5         32         16          8         57         46          9         19         23          4
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Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   331,972
Positions
    75,777     40,408     15,622    124,271    127,977     17,666     65,188     99,057      6,580      9,152      9,808        186     17,530     14,668
 
Changes from:       June 24, 2014                                    Total Change is:    18,597
     5,904      4,074      3,809      8,310        376        425      2,312     12,173     -1,048        762         26        186     -2,063     -1,424
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       12.2        4.7       37.4       38.6        5.3       19.6       29.8        2.0        2.8        3.0        0.1        5.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       254
        19          9          .         58         40         27         43         57         15         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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    57,925
Positions
     2,389     26,357          0     30,993          0         49     10,446     14,079         15      4,619      1,280          0      9,414     16,145
 
Changes from:       June 24, 2014                                    Total Change is:      -407
       165         30          0        305          0       -100       -633       -475          0       -184        -13          0         40        151
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       45.5        0.0       53.5        0.0        0.1       18.0       24.3        0.0        8.0        2.2        0.0       16.3       27.9
 
Number of Traders in Each Category                                    Total Traders:        69
         6          8          0         21          0          .         15         10          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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    88,590
Positions
    26,119      6,722      2,343     14,050      1,049        816     27,986      4,249      2,006      4,397      2,383          0     10,873     69,022
 
Changes from:       June 24, 2014                                    Total Change is:    -7,758
     1,823        153         87     -4,252        -15        197     -4,779      1,233     -1,139         84        437          0        221     -8,711
 
Percent of Open Interest Represented by Each Category of Trader
      29.5        7.6        2.6       15.9        1.2        0.9       31.6        4.8        2.3        5.0        2.7        0.0       12.3       77.9
 
Number of Traders in Each Category                                    Total Traders:        82
        13          8          .         10          .          .         29          9          8          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   110,241
Positions
     6,297     71,761        815     62,770     18,368      5,085     23,202      4,996      5,026      2,338        541          0      4,708      3,649
 
Changes from:       June 24, 2014                                    Total Change is:     3,642
     1,081      3,770       -130      1,291       -557        318      1,714     -1,107        549         30        -87          0     -1,211        886
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       65.1        0.7       56.9       16.7        4.6       21.0        4.5        4.6        2.1        0.5        0.0        4.3        3.3
 
Number of Traders in Each Category                                    Total Traders:        98
         8         11          .         33         16         14         20          7          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   327,077
Positions
    25,769    171,019      2,079    103,017     53,483     44,641     95,603     34,108      1,917     22,747      5,697        615     30,689     13,518
 
Changes from:       June 24, 2014                                    Total Change is:     4,357
      -919       -604     -1,695       -147        874     -3,418      2,470        567        149     -1,134       -394         57      8,994      8,821
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       52.3        0.6       31.5       16.4       13.6       29.2       10.4        0.6        7.0        1.7        0.2        9.4        4.1
 
Number of Traders in Each Category                                    Total Traders:       209
        19         22          4         55         22         28         40         17          8         26          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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   736,293
Positions
     5,295    102,863      8,614    288,915    183,107    122,746    113,254     98,006     16,449     28,559     36,657        103    152,358    167,748
 
Changes from:       June 24, 2014                                    Total Change is:    -2,804
       580    -17,797      3,337     15,720     11,303    -10,748     -8,926      4,422        527        415      1,409     -1,496     -2,213      6,239
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       14.0        1.2       39.2       24.9       16.7       15.4       13.3        2.2        3.9        5.0        0.0       20.7       22.8
 
Number of Traders in Each Category                                    Total Traders:       170
         4         17          .         34         40         39         29         26         15         10         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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   485,677
Positions
    25,978     78,999      1,014    242,851     41,819     76,516     21,979    180,243      6,446      9,858      8,675         60    100,975     91,905
 
Changes from:       June 24, 2014                                    Total Change is:     4,328
     4,324     -3,446     -1,811      2,348     16,439        772        565     -8,377     -1,202       -635       -207          0        -33      2,160
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       16.3        0.2       50.0        8.6       15.8        4.5       37.1        1.3        2.0        1.8        0.0       20.8       18.9
 
Number of Traders in Each Category                                    Total Traders:        83
         .         10          .         34         10         23          6         13          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 1,098,153
Positions
    42,055    139,097      5,522    201,507    374,374     78,232    577,209    179,229     33,774     38,294    128,662     23,118     98,442    136,145
 
Changes from:       June 24, 2014                                    Total Change is:    57,952
    10,570     13,973     -1,251    -15,207     20,018     15,129     42,777    -14,878      4,684     -6,122     31,984     -1,982      9,354     -9,725
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       12.7        0.5       18.3       34.1        7.1       52.6       16.3        3.1        3.5       11.7        2.1        9.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       236
        11         26          7         35         51         31         46         26         22         13         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 2,603,368
Positions
    84,563    159,574     28,513    881,430  1,087,077    217,104    705,382    374,742     59,437    308,829    171,792     32,364    285,746    472,765
 
Changes from:       June 24, 2014                                    Total Change is:    18,168
     2,967     -7,344     -3,455     26,965    -56,192      9,239    -41,697     54,026      3,519     -4,601      8,656        171     25,060      9,548
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        6.1        1.1       33.9       41.8        8.3       27.1       14.4        2.3       11.9        6.6        1.2       11.0       18.2
 
Number of Traders in Each Category                                    Total Traders:       369
        19         34          9         38         87         61         50         71         40         17         53         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 2,056,055
Positions
   173,032    118,326     14,580    704,656    823,710    247,021    510,650    235,911     60,829    101,297    173,995     21,115    222,875    360,568
 
Changes from:       June 24, 2014                                    Total Change is:   -66,142
   -13,789     16,282     -5,801     11,496    -75,569     16,411    -50,311      5,006    -12,154    -14,037      5,400     -1,780      3,823    -13,937
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        5.8        0.7       34.3       40.1       12.0       24.8       11.5        3.0        4.9        8.5        1.0       10.8       17.5
 
Number of Traders in Each Category                                    Total Traders:       272
        11         26          9         32         61         45         46         49         25         15         32          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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   411,799
Positions
   179,206     97,963     79,185          0      8,093      8,070     31,583     79,449     59,136      4,025      9,226     23,325     27,269     47,352
 
Changes from:       June 24, 2014                                    Total Change is:    -5,722
   -10,276    -20,287      5,366          0        220        536     -3,298     12,623      2,216      1,706        536     -1,848       -124     -5,084
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       23.8       19.2        0.0        2.0        2.0        7.7       19.3       14.4        1.0        2.2        5.7        6.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        81
        14         22         29          0          4          .         14         15         17          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,798,101
Positions
 2,418,560  2,271,493  2,092,824  2,526,870    823,826    237,900    839,525  2,084,404  2,185,211    424,603    638,802    297,466    775,142  1,166,175
 
Changes from:       June 24, 2014                                    Total Change is:   277,783
    73,288    163,004     49,682     38,270     13,565     -7,474     13,746     63,513        147    120,771     30,796    -32,693     22,046     -2,757
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       19.3       17.7       21.4        7.0        2.0        7.1       17.7       18.5        3.6        5.4        2.5        6.6        9.9
 
Number of Traders in Each Category                                    Total Traders:       305
        31         57         76         10         25         20         34         83         87         11         40         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    51,584
Positions
    31,624      1,448          0      7,000     15,058      4,863      7,675     20,461        331          0      9,273          0         91        150
 
Changes from:       June 24, 2014                                    Total Change is:       610
       792        130          0          8        587          4       -169         80          0        -25       -183        -16         16          8
 
Percent of Open Interest Represented by Each Category of Trader
      61.3        2.8        0.0       13.6       29.2        9.4       14.9       39.7        0.6        0.0       18.0        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        44
         8          5          0          4          7          .          5          9          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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    33,415
Positions
    26,363        501          0          0     11,233      1,445      3,979      6,295      1,223        305     12,546          0        100        172
 
Changes from:       June 24, 2014                                    Total Change is:       491
       167        376        -10          0         38          0        435        -73       -341        199        465          0         41         36
 
Percent of Open Interest Represented by Each Category of Trader
      78.9        1.5        0.0        0.0       33.6        4.3       11.9       18.8        3.7        0.9       37.5        0.0        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        43
         6          .          0          0         14          .          5          6          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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    58,275
Positions
    10,574     28,786        678      6,990      1,494        141     17,598     21,679      2,108     11,931      1,156          0      8,255      2,233
 
Changes from:       June 24, 2014                                    Total Change is:      -209
      -209       -995          0     -1,767        310        -97      3,081       -416        182     -1,925        625          0        526        182
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       49.4        1.2       12.0        2.6        0.2       30.2       37.2        3.6       20.5        2.0        0.0       14.2        3.8
 
Number of Traders in Each Category                                    Total Traders:       139
         6          .          .         13          4          .         30         21          9         55          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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   449,836
Positions
   101,413     20,157     43,453     50,347     28,466     26,601     85,636    187,273     66,688     11,929     11,670     33,781     29,988     31,747
 
Changes from:       June 24, 2014                                    Total Change is:    24,870
    14,234      4,329     -2,720     -6,818      1,062       -157      8,651      8,681      7,815       -697       -397      1,362      3,200      4,895
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        4.5        9.7       11.2        6.3        5.9       19.0       41.6       14.8        2.7        2.6        7.5        6.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       211
        25          8         23          7         17         13         45         56         53         25         17         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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    15,070
Positions
       986      2,900          0      7,148          0        248      5,949     11,278        638         29          0          0         72          6
 
Changes from:       June 24, 2014                                    Total Change is:      -299
       327        -67          0        642          0          7         16       -140       -103     -1,220          0          0         32          4
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       19.2        0.0       47.4        0.0        1.6       39.5       74.8        4.2        0.2        0.0        0.0        0.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          7          0          .          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,231
Positions
     1,264      5,790          0      5,532          0          0      1,622      3,897        407        188          0          0      1,218        137
 
Changes from:       June 24, 2014                                    Total Change is:        71
        26       -103          0         56          0          0       -244         53        181          0          0          0         52        -60
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       56.6        0.0       54.1        0.0        0.0       15.9       38.1        4.0        1.8        0.0        0.0       11.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          7          0          0          7          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated July 4, 2014