```
Traders in Financial Futures - Futures Only Positions as of August 12, 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   108,979
Positions
    14,780     42,058      1,912     16,091      3,757        116     25,306     22,912      5,288     18,848      1,960        587     26,051     30,389
 
Changes from:       August 5, 2014                                   Total Change is:    -6,282
       751     -7,315        262       -127         54         75     -6,018     -1,410       -192       -596         14        162       -599      2,068
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       38.6        1.8       14.8        3.4        0.1       23.2       21.0        4.9       17.3        1.8        0.5       23.9       27.9
 
Number of Traders in Each Category                                    Total Traders:        77
         6          5          4          4          5          .         16         20         11         16          5          4
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Traders in Financial Futures - Futures Only Positions as of August 12, 2014                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    51,981
Positions
    34,216      1,457        406      1,599      2,287          0      7,940     23,252        246        613          0          0      6,961     24,333
 
Changes from:       August 5, 2014                                   Total Change is:    -5,257
      -740       -148        217          0         19          0     -3,852     -5,486        -23          0          0          0       -859        164
 
Percent of Open Interest Represented by Each Category of Trader
      65.8        2.8        0.8        3.1        4.4        0.0       15.3       44.7        0.5        1.2        0.0        0.0       13.4       46.8
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          .          .          .          0          9         18          4          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   223,719
Positions
    26,450     72,755      1,733     24,687     30,935      1,956    132,642     52,757      2,281      4,046     36,045         75     29,849     25,182
 
Changes from:       August 5, 2014                                   Total Change is:    -7,082
     3,124       -794      1,042     -1,173       -409         62     -5,249     -5,137     -1,818       -559       -938          0     -2,511        910
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       32.5        0.8       11.0       13.8        0.9       59.3       23.6        1.0        1.8       16.1        0.0       13.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       112
         5          9          5          8         14          5         40         21         12          6          8          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   192,140
Positions
   108,904     28,040      1,742     34,041     17,598        452     25,113     94,908      2,897      4,571      1,252         96     14,324     45,155
 
Changes from:       August 5, 2014                                   Total Change is:      -766
    -2,487     17,191     -1,342         16     -1,291        101      1,662     -5,710        -29      1,089     -1,640         40        184     -8,086
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       14.6        0.9       17.7        9.2        0.2       13.1       49.4        1.5        2.4        0.7        0.0        7.5       23.5
 
Number of Traders in Each Category                                    Total Traders:       106
        11          9          4          9         14          6         11         46         13          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   376,424
Positions
   199,980     16,316      2,311     40,997     64,844      7,998     54,781    159,247      7,492     25,584     31,598      1,317     35,964     85,301
 
Changes from:       August 5, 2014                                   Total Change is:    -2,580
     3,213      1,659         74     -5,880     -1,511        578     -3,311     -4,098       -409        530       -538        506      2,119      1,159
 
Percent of Open Interest Represented by Each Category of Trader
      53.1        4.3        0.6       10.9       17.2        2.1       14.6       42.3        2.0        6.8        8.4        0.3        9.6       22.7
 
Number of Traders in Each Category                                    Total Traders:       202
        21          9          9         12         30         17         22         62         16         22         24          9
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Traders in Financial Futures - Futures Only Positions as of August 12, 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    94,030
Positions
     9,662     30,199        816      2,003      7,469        973     55,276     20,409      1,335        207      8,972      1,765     21,993     22,092
 
Changes from:       August 5, 2014                                   Total Change is:    -4,166
     5,200     -1,391       -283       -605         -7         -1     -5,989     -2,089        433       -697       -155        -55     -2,169       -618
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       32.1        0.9        2.1        7.9        1.0       58.8       21.7        1.4        0.2        9.5        1.9       23.4       23.5
 
Number of Traders in Each Category                                    Total Traders:        80
         8          8          .          .          7          .         23         21          6          .          9          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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    39,837
Positions
    21,271     28,874      3,719      2,431          0          0      7,036      3,397      1,636      1,489          0      1,802        453        409
 
Changes from:       August 5, 2014                                   Total Change is:       341
      -133          0          0       -653          0          0      1,051        502          0        103          0          0        -27       -161
 
Percent of Open Interest Represented by Each Category of Trader
      53.4       72.5        9.3        6.1        0.0        0.0       17.7        8.5        4.1        3.7        0.0        4.5        1.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        22
         6          8          7          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   154,694
Positions
    75,837     62,957         56      9,813        545          0     51,101     72,001      9,911      2,598      4,174        860      4,518      4,190
 
Changes from:       August 5, 2014                                   Total Change is:    11,458
    23,742       -624        -11      4,620          0          0    -24,992      4,153      7,958        306       -854        860     -1,025        -24
 
Percent of Open Interest Represented by Each Category of Trader
      49.0       40.7        0.0        6.3        0.4        0.0       33.0       46.5        6.4        1.7        2.7        0.6        2.9        2.7
 
Number of Traders in Each Category                                    Total Traders:       121
        14          9          4          8          .          0         30         41         11          7          8          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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    34,789
Positions
     8,499     18,138      6,030      2,447         13        283     13,103      3,632         75        329      3,277      2,748      1,275        593
 
Changes from:       August 5, 2014                                   Total Change is:    -1,043
     1,215          0          0        412       -188        188     -2,947       -875         53        -26          2         -2         64       -221
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       52.1       17.3        7.0        0.0        0.8       37.7       10.4        0.2        0.9        9.4        7.9        3.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        26
         .          8          .          .          .          .          5          5          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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    25,214
Positions
     2,157     11,714        163      1,862        189          0     16,142      6,494        222        964      3,654          0      3,704      2,778
 
Changes from:       August 5, 2014                                   Total Change is:      -389
        51       -852         24          6          0          0     -1,103         48         18        308        210          0        307        163
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       46.5        0.6        7.4        0.7        0.0       64.0       25.8        0.9        3.8       14.5        0.0       14.7       11.0
 
Number of Traders in Each Category                                    Total Traders:        68
         5          9          .          4          .          0         21         16          4          4          8          0
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Traders in Financial Futures - Futures Only Positions as of August 12, 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    54,959
Positions
    21,321     27,805        128      4,247      4,841        239     14,746     11,088      2,517      3,632      1,828          2      8,129      6,514
 
Changes from:       August 5, 2014                                   Total Change is:    -3,369
     2,212     -4,689         52        -60       -160         70     -4,686      1,908       -516       -162       -297          0       -279        263
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       50.6        0.2        7.7        8.8        0.4       26.8       20.2        4.6        6.6        3.3        0.0       14.8       11.9
 
Number of Traders in Each Category                                    Total Traders:       108
        24         10          .          9          .          4         23         18          5         12          9          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   109,918
Positions
    42,641     55,609        255      8,493      9,681        478     29,492     22,176      5,033      7,264      3,655          4     16,258     13,027
 
Changes from:       August 5, 2014                                   Total Change is:    -6,738
     4,423     -9,378        104       -119       -320        139     -9,372      3,816     -1,031       -324       -593          0       -558        525
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       50.6        0.2        7.7        8.8        0.4       26.8       20.2        4.6        6.6        3.3        0.0       14.8       11.9
 
Number of Traders in Each Category                                    Total Traders:       108
        24         10          .          9          .          4         23         18          5         12          9          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   752,126
Positions
    42,617    176,336     37,034    314,531    110,429     55,845    102,676    201,227     33,491     46,344     43,313      3,751    115,837     90,700
 
Changes from:       August 5, 2014                                   Total Change is:     5,832
     1,551        -25       -719        464       -759      2,020      1,059      3,898     -5,347        778       -565       -289      6,314      7,619
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       23.4        4.9       41.8       14.7        7.4       13.7       26.8        4.5        6.2        5.8        0.5       15.4       12.1
 
Number of Traders in Each Category                                    Total Traders:       571
        34         40         25        124         61         71         86        125         69         48         53         16
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   160,239
Positions
    25,464     51,742      5,612     64,648     25,765      1,789     11,017     16,990      1,947      9,188     10,257          3     40,571     46,134
 
Changes from:       August 5, 2014                                   Total Change is:       377
    -1,076     -3,084       -102        387       -150         -1      2,072     -4,917       -360        158       -266          0       -701      9,257
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       32.3        3.5       40.3       16.1        1.1        6.9       10.6        1.2        5.7        6.4        0.0       25.3       28.8
 
Number of Traders in Each Category                                    Total Traders:        90
         7         11          5         17          9          7         15         18          6          5          8          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,959,433
Positions
   207,640    744,844     35,235  1,288,935    462,840    230,759    523,915    986,809     92,097    191,182    170,681     13,338    376,332    222,830
 
Changes from:       August 5, 2014                                   Total Change is:    27,276
     9,193     11,349        861     15,864     12,433     -5,373    -24,502     24,638     -5,498      2,971     -1,627     -1,316     35,076     -8,191
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       25.2        1.2       43.6       15.6        7.8       17.7       33.3        3.1        6.5        5.8        0.5       12.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       555
        34         38         19        118         58         65         87        123         59         47         50         14
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Traders in Financial Futures - Futures Only Positions as of August 12, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    89,897
Positions
    10,768     34,922         68     44,360     39,831      1,697     21,119      8,614        551        515        401          0     10,819      3,813
 
Changes from:       August 5, 2014                                   Total Change is:    -1,617
     2,255     -2,275          3     -3,647        180       -248        -24        133        -41          0          0          0         85        631
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       38.8        0.1       49.3       44.3        1.9       23.5        9.6        0.6        0.6        0.4        0.0       12.0        4.2
 
Number of Traders in Each Category                                    Total Traders:        91
         9          9          .         37         11         13         17          6          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 12, 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    68,866
Positions
     6,670     40,658        384     33,187      6,781        658     18,979     10,107      1,002      1,658      4,271         54      6,273      4,950
 
Changes from:       August 5, 2014                                   Total Change is:    -3,352
       843     -2,681        -28     -2,976      1,108       -115       -975     -1,517        100        201       -237        -46       -357         64
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       59.0        0.6       48.2        9.8        1.0       27.6       14.7        1.5        2.4        6.2        0.1        9.1        7.2
 
Number of Traders in Each Category                                    Total Traders:       232
        21         22          5         32         17         12         61         41         14         14         24          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   344,332
Positions
    33,350    203,290      1,919    165,934     33,906      3,292     94,897     50,534      5,011      8,291     21,356        272     31,366     24,752
 
Changes from:       August 5, 2014                                   Total Change is:   -16,759
     4,213    -13,407       -140    -14,879      5,540       -573     -4,873     -7,585        499      1,005     -1,184       -228     -1,783        319
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       59.0        0.6       48.2        9.8        1.0       27.6       14.7        1.5        2.4        6.2        0.1        9.1        7.2
 
Number of Traders in Each Category                                    Total Traders:       232
        21         22          5         32         17         12         61         41         14         14         24          .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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   356,117
Positions
    82,600     23,426     39,742    128,338    141,376     13,616     60,627    103,622      5,651      9,185      8,520         37     16,321     20,127
 
Changes from:       August 5, 2014                                   Total Change is:     1,933
     2,047      2,051      1,907      1,315        410     -3,398        906      1,429       -539       -299     -1,376         17        -23      1,432
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        6.6       11.2       36.0       39.7        3.8       17.0       29.1        1.6        2.6        2.4        0.0        4.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       249
        23          6          .         55         45         28         32         58         17         13         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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    59,147
Positions
     1,829     26,712          0     30,761          0        178     10,775     15,653         21      5,542      1,370          0     10,041     15,213
 
Changes from:       August 5, 2014                                   Total Change is:    -2,169
      -749         50          0     -1,690          0        135     -1,232       -784          5      1,621       -418       -271         12       -886
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       45.2        0.0       52.0        0.0        0.3       18.2       26.5        0.0        9.4        2.3        0.0       17.0       25.7
 
Number of Traders in Each Category                                    Total Traders:        60
         5          8          0         19          0          .         12          6          .          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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    80,779
Positions
    24,018      8,510      2,338     12,189      1,079      1,707     25,477      7,491      1,418      4,060        526        335      9,237     57,375
 
Changes from:       August 5, 2014                                   Total Change is:    -8,132
      -398        -55       -185     -1,320     -1,542         32     -5,826      1,091       -550        993       -939         23       -901     -6,007
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       10.5        2.9       15.1        1.3        2.1       31.5        9.3        1.8        5.0        0.7        0.4       11.4       71.0
 
Number of Traders in Each Category                                    Total Traders:        77
        12          8          5         10          .          .         21         12         12         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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   113,722
Positions
     5,437     73,487      1,095     68,051     21,763      5,315     23,086      4,809      3,428      2,832        918          0      4,478      2,907
 
Changes from:       August 5, 2014                                   Total Change is:      -108
        52       -159         41      2,504        362       -603       -764         73        -84        210        377          0     -1,464       -115
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       64.6        1.0       59.8       19.1        4.7       20.3        4.2        3.0        2.5        0.8        0.0        3.9        2.6
 
Number of Traders in Each Category                                    Total Traders:        94
         6         11          .         36         13         15         18          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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   348,123
Positions
    38,606    192,243      3,783    118,886     39,149     44,310    101,541     52,295      2,087     15,913      5,784      3,169     19,828      5,303
 
Changes from:       August 5, 2014                                   Total Change is:    -6,670
    -2,551    -13,212        861      2,651       -468     -5,447        805     11,120       -280       -874      1,175       -287     -1,548       -132
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       55.2        1.1       34.2       11.2       12.7       29.2       15.0        0.6        4.6        1.7        0.9        5.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       216
        19         26          6         61         20         25         39         18          9         25          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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   835,608
Positions
    25,775     94,770      1,323    369,695    182,252    109,926    100,543    207,348     20,187     34,511     39,059        851    172,797    179,892
 
Changes from:       August 5, 2014                                   Total Change is:    60,585
    10,945      9,923       -764     38,292      7,860     -6,113      9,331     39,037        383      3,280      4,193       -999      6,230      7,065
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       11.3        0.2       44.2       21.8       13.2       12.0       24.8        2.4        4.1        4.7        0.1       20.7       21.5
 
Number of Traders in Each Category                                    Total Traders:       174
         8         21          4         32         37         34         30         26         21         10         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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   494,615
Positions
    31,413     69,151      1,139    244,615     49,463     77,996     20,164    174,306      8,202     10,585     12,654         60    100,441    101,644
 
Changes from:       August 5, 2014                                   Total Change is:       503
     6,899      1,915       -545     -9,597      3,257       -324      1,733     -1,234        128      2,071     -5,411          0        138      2,717
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       14.0        0.2       49.5       10.0       15.8        4.1       35.2        1.7        2.1        2.6        0.0       20.3       20.6
 
Number of Traders in Each Category                                    Total Traders:        84
         4          8          4         34         10         24          5         14          7          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 1,336,947
Positions
    55,738    242,070      4,601    245,746    465,990     72,772    630,192    190,125     57,908    130,115    147,101     28,873    111,002    127,507
 
Changes from:       August 5, 2014                                   Total Change is:     7,137
   -17,924     13,271     -3,245     15,402     -2,764        524     -8,207      4,377      9,284     -2,318     -1,393        729     12,892    -13,646
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       18.1        0.3       18.4       34.9        5.4       47.1       14.2        4.3        9.7       11.0        2.2        8.3        9.5
 
Number of Traders in Each Category                                    Total Traders:       261
        12         37          6         37         50         37         47         28         31         15         35         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 2,844,443
Positions
   119,254    212,770     54,493    967,969  1,041,916    255,875    690,375    449,794     88,105    305,895    205,236     40,192    322,285    496,062
 
Changes from:       August 5, 2014                                   Total Change is:    29,468
    22,159    -13,660      3,852      7,372    -10,357     18,009    -38,644     29,993     -6,924    -14,899     10,684     -1,031     39,574     -1,098
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.5        1.9       34.0       36.6        9.0       24.3       15.8        3.1       10.8        7.2        1.4       11.3       17.4
 
Number of Traders in Each Category                                    Total Traders:       387
        25         41         21         32         84         55         53         76         44         20         56         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 2,170,870
Positions
   214,284    143,049     28,916    572,319    814,734    279,627    608,631    257,491     41,793    140,115    185,245     36,484    248,701    383,531
 
Changes from:       August 5, 2014                                   Total Change is:     3,716
   -12,449     30,135        406     -3,538    -69,508     -6,661     26,582     26,623      4,530      5,676     -5,894      2,225    -13,055     21,860
 
Percent of Open Interest Represented by Each Category of Trader
       9.9        6.6        1.3       26.4       37.5       12.9       28.0       11.9        1.9        6.5        8.5        1.7       11.5       17.7
 
Number of Traders in Each Category                                    Total Traders:       293
        16         29          9         33         61         47         55         53         26         15         31         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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   492,083
Positions
   192,634    102,662    134,521          0      9,459      7,022     18,644     70,059     70,692      9,620     12,749     28,948     30,002     55,971
 
Changes from:       August 5, 2014                                   Total Change is:    32,591
     2,266         81     24,237          0          0          0        447      1,453     -3,427        464       -620      7,146      1,458      3,721
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       20.9       27.3        0.0        1.9        1.4        3.8       14.2       14.4        2.0        2.6        5.9        6.1       11.4
 
Number of Traders in Each Category                                    Total Traders:        87
        16         25         32          0          4          .          8         21         17          4          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,745,334
Positions
 2,385,629  2,102,993  2,530,088  2,674,158    983,420    302,737    980,678  2,229,866  2,293,099    404,490    608,053    408,686    765,769  1,286,392
 
Changes from:       August 5, 2014                                   Total Change is:   247,263
   -62,932    121,541     61,129    -27,577      8,741        -54     86,096      6,685     48,977     48,779    -45,853     48,699     44,146     -2,602
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       16.5       19.9       21.0        7.7        2.4        7.7       17.5       18.0        3.2        4.8        3.2        6.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       327
        22         68         84         12         27         23         36         91         96         13         43         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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    55,398
Positions
    35,302      2,680          0      7,031     15,520      4,915      7,393     22,657        343        370      9,108          0         44        175
 
Changes from:       August 5, 2014                                   Total Change is:     1,562
       876        806          0          8        384          6        697        261        -31        100        197        -60        -34         -1
 
Percent of Open Interest Represented by Each Category of Trader
      63.7        4.8        0.0       12.7       28.0        8.9       13.3       40.9        0.6        0.7       16.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          6          0          .         10          .          .          9          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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    39,755
Positions
    34,789      4,425          0          0     10,572      1,378        969      8,552      2,467         45     12,101          0        107        260
 
Changes from:       August 5, 2014                                   Total Change is:     2,414
     4,429      1,447          0          0         -6          0     -1,436        271        198       -801        501          0         24          3
 
Percent of Open Interest Represented by Each Category of Trader
      87.5       11.1        0.0        0.0       26.6        3.5        2.4       21.5        6.2        0.1       30.4        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        46
         6          .          0          0         14          .          5          8          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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    84,214
Positions
    12,938     33,240        678     11,665          0         69     34,925     44,992      2,183     11,422        620          0     10,334      2,432
 
Changes from:       August 5, 2014                                   Total Change is:     2,214
       621       -201          0         21          0        -63        750      1,449        -83       -293        309          0      1,261        803
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       39.5        0.8       13.9        0.0        0.1       41.5       53.4        2.6       13.6        0.7        0.0       12.3        2.9
 
Number of Traders in Each Category                                    Total Traders:       149
         7          .          .         14          0          .         51         11          8         58          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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   390,841
Positions
    71,625     57,964     42,250     23,582     23,850     37,363     75,484     83,168     69,714     11,485      9,709     34,840     24,498     31,983
 
Changes from:       August 5, 2014                                   Total Change is:   -19,050
   -10,622     25,161      5,932    -10,274        -21     -1,525     -1,583    -48,478       -138        883       -698        366     -2,089        351
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       14.8       10.8        6.0        6.1        9.6       19.3       21.3       17.8        2.9        2.5        8.9        6.3        8.2
 
Number of Traders in Each Category                                    Total Traders:       190
        20         17         25          6         17         12         39         51         60         14         15         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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    12,468
Positions
       653      2,900          0      6,036          0        888      3,667      8,293        376        780          0          0         68         11
 
Changes from:       August 5, 2014                                   Total Change is:       450
         6        -31          0      1,015          0        483     -1,174        -27         19        250          0          0       -149          6
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       23.3        0.0       48.4        0.0        7.1       29.4       66.5        3.0        6.3        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          7          0          .          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated August 15, 2014