```
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   106,914
Positions
    25,924        703      2,878     18,036      3,954          2     15,147     51,646      7,920     14,961      2,329        533     21,513     36,949
 
Changes from:       November 11, 2014                                Total Change is:    -1,531
        63        157        566       -354        117        -17       -981     -2,657        202        281        121       -174     -1,117        154
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        0.7        2.7       16.9        3.7        0.0       14.2       48.3        7.4       14.0        2.2        0.5       20.1       34.6
 
Number of Traders in Each Category                                    Total Traders:        77
         9          .          6          5          5          .         13         27         13          8          7          5
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    60,718
Positions
    41,168      3,347        708      1,662      3,538        707      9,551     30,828        314        503          0          0      6,105     21,276
 
Changes from:       November 11, 2014                                Total Change is:      -562
    -1,239       -134        218        442        328        264         94       -594        107          0          0          0       -448       -751
 
Percent of Open Interest Represented by Each Category of Trader
      67.8        5.5        1.2        2.7        5.8        1.2       15.7       50.8        0.5        0.8        0.0        0.0       10.1       35.0
 
Number of Traders in Each Category                                    Total Traders:        48
         7          .          .          .          5          .         12         18          5          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   166,966
Positions
    69,281     17,299      1,314      9,144     43,543      4,228     51,823     45,048      4,875      4,543     15,157      1,195     20,563     34,307
 
Changes from:       November 11, 2014                                Total Change is:    15,306
    15,478       -575       -338     -1,484      1,147         96       -170     10,228        -21        -35         31        521      1,259      4,217
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       10.4        0.8        5.5       26.1        2.5       31.0       27.0        2.9        2.7        9.1        0.7       12.3       20.5
 
Number of Traders in Each Category                                    Total Traders:       105
         8          8          4          6         15          6         28         28         14          4          7          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   238,898
Positions
   126,680      9,072      1,842     27,475     33,297        773     39,378    113,035      3,659     20,636     18,384      2,015     16,440     56,821
 
Changes from:       November 11, 2014                                Total Change is:    11,322
    10,033     -2,151        383       -324        101       -128        338     10,857         85       -586      2,183       -171      1,692        163
 
Percent of Open Interest Represented by Each Category of Trader
      53.0        3.8        0.8       11.5       13.9        0.3       16.5       47.3        1.5        8.6        7.7        0.8        6.9       23.8
 
Number of Traders in Each Category                                    Total Traders:       140
        13          5          .         10         17          7         24         46         14         12         13          4
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   465,168
Positions
   261,649     49,513      8,833     42,277     86,497     11,875     52,016    186,132      7,339     43,710     22,176      5,501     31,968     87,302
 
Changes from:       November 11, 2014                                Total Change is:     1,192
       765       -831       -282         36      2,562         50     -2,916      2,106      1,799        604     -1,627        255        881     -2,840
 
Percent of Open Interest Represented by Each Category of Trader
      56.2       10.6        1.9        9.1       18.6        2.6       11.2       40.0        1.6        9.4        4.8        1.2        6.9       18.8
 
Number of Traders in Each Category                                    Total Traders:       218
        19         15          7         15         29         19         29         57         21         23         31         11
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   117,859
Positions
    75,749     12,900        289      1,415     10,172      1,011     21,071     32,894      1,063         81     24,713        487     16,693     34,330
 
Changes from:       November 11, 2014                                Total Change is:    -5,867
    -2,851       -458        208        -30       -783        -28     -3,079     -2,668        470       -574        389        -77         94     -2,920
 
Percent of Open Interest Represented by Each Category of Trader
      64.3       10.9        0.2        1.2        8.6        0.9       17.9       27.9        0.9        0.1       21.0        0.4       14.2       29.1
 
Number of Traders in Each Category                                    Total Traders:        83
         9          6          .          .         11          .         13         29          8          .         13          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    58,337
Positions
    30,127     25,390     19,595          0      2,279          0      4,956      7,229      1,337      1,083        871        973        266        663
 
Changes from:       November 11, 2014                                Total Change is:     2,658
       710        779      2,000          0        183          0          0       -477          0          0          0          0        -52        173
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       43.5       33.6        0.0        3.9        0.0        8.5       12.4        2.3        1.9        1.5        1.7        0.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        29
         8          9          6          0          .          0          .          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   167,389
Positions
    50,625     43,154      3,687     53,771      1,614          0     26,419     80,721     25,962      2,914      6,963        124      3,887      5,164
 
Changes from:       November 11, 2014                                Total Change is:        25
     1,615      1,827        -44       -338        156          0      2,328      1,057     -3,346       -388        448        124         74       -197
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       25.8        2.2       32.1        1.0        0.0       15.8       48.2       15.5        1.7        4.2        0.1        2.3        3.1
 
Number of Traders in Each Category                                    Total Traders:       122
         6          9          4          6          4          0         25         48          8         15          8          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    69,924
Positions
    11,058     57,903      2,981        789          0          0        793      4,795        730     50,062          0      2,970        541        545
 
Changes from:       November 11, 2014                                Total Change is:    -3,518
      -252      2,972     -3,055       -302          0          0       -654       -843        463      3,414          0     -3,055        -77          0
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       82.8        4.3        1.1        0.0        0.0        1.1        6.9        1.0       71.6        0.0        4.2        0.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         4          6          .          .          0          0          .          8          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    19,907
Positions
     7,380      3,240          1        898        813          0      8,137      9,374        222        829      1,112          0      2,440      5,145
 
Changes from:       November 11, 2014                                Total Change is:        98
      -170        211        -44       -140        254          0       -167         35        -88        172        -88          0        535       -182
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       16.3        0.0        4.5        4.1        0.0       40.9       47.1        1.1        4.2        5.6        0.0       12.3       25.8
 
Number of Traders in Each Category                                    Total Traders:        63
         6          6          .          .          4          0         10         22          .          5          7          0
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    71,721
Positions
    23,108     41,519        448      5,378      2,172        312     31,031     11,536          2      2,756      3,992         95      8,593     11,646
 
Changes from:       November 11, 2014                                Total Change is:     3,951
       584      2,973         59        223         -3        -19      2,369        736       -112        102       -194         16        730        496
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       57.9        0.6        7.5        3.0        0.4       43.3       16.1        0.0        3.8        5.6        0.1       12.0       16.2
 
Number of Traders in Each Category                                    Total Traders:       107
        16         15          .         11          .          4         25         18          .          7         13          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   143,442
Positions
    46,216     83,038        896     10,755      4,344        624     62,062     23,071          4      5,511      7,984        189     17,185     23,292
 
Changes from:       November 11, 2014                                Total Change is:     7,902
     1,167      5,946        117        446         -6        -37      4,738      1,471       -224        204       -387         31      1,460        991
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       57.9        0.6        7.5        3.0        0.4       43.3       16.1        0.0        3.8        5.6        0.1       12.0       16.2
 
Number of Traders in Each Category                                    Total Traders:       107
        16         15          .         11          .          4         25         18          .          7         13          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   753,656
Positions
    40,553    205,309     39,024    327,126    125,093     47,273    113,399    170,670     36,355     40,886     47,112      5,460    103,579     77,359
 
Changes from:       November 11, 2014                                Total Change is:    23,619
    -1,630     17,935      4,707     11,699     -2,594       -223      4,312        487      3,672        587      1,237      1,262       -767     -2,865
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       27.2        5.2       43.4       16.6        6.3       15.0       22.6        4.8        5.4        6.3        0.7       13.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       590
        29         45         25        120         57         72        102        125         85         59         51         19
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   148,714
Positions
    16,330     57,995      2,269     60,290     26,220      1,981      9,650     14,445      1,296     10,900      8,697      3,166     42,832     32,645
 
Changes from:       November 11, 2014                                Total Change is:     2,818
    -1,889      3,386       -405      1,404     -1,234         26      2,832      3,064        105       -568        -36      1,311          2     -3,399
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       39.0        1.5       40.5       17.6        1.3        6.5        9.7        0.9        7.3        5.8        2.1       28.8       22.0
 
Number of Traders in Each Category                                    Total Traders:        93
         7         11          .         17          7          5         21         14          9          8          6          5
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,024,708
Positions
   201,516    816,968    103,378  1,379,330    539,515    181,308    573,195    835,575    120,846    151,765    193,913      9,633    303,737    223,572
 
Changes from:       November 11, 2014                                Total Change is:   104,003
   -13,961     57,492     40,816     57,410       -865     -7,179     18,422     -1,863      6,813      5,740      6,331       -213     -3,845      2,671
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       27.0        3.4       45.6       17.8        6.0       19.0       27.6        4.0        5.0        6.4        0.3       10.0        7.4
 
Number of Traders in Each Category                                    Total Traders:       574
        33         41         21        114         56         67         99        124         71         56         51         12
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    99,278
Positions
     6,778     32,953        394     45,164     46,507      2,195     22,138     11,356      1,640        698        401          0     20,271      3,832
 
Changes from:       November 11, 2014                                Total Change is:     1,968
    -3,304      1,079        202      2,988      1,215       -395      3,386     -1,585        989          0          0          0     -1,898        463
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       33.2        0.4       45.5       46.8        2.2       22.3       11.4        1.7        0.7        0.4        0.0       20.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        96
         7         11          .         37         11         14         15         11          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    84,518
Positions
     4,004     49,378      5,710     37,050      5,823        689     22,056     10,582      2,946      2,893      3,048         54      9,115      6,286
 
Changes from:       November 11, 2014                                Total Change is:     5,426
      -249        579        843      1,804        -10        150        679      1,346      1,271        194         80          3        733      1,165
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       58.4        6.8       43.8        6.9        0.8       26.1       12.5        3.5        3.4        3.6        0.1       10.8        7.4
 
Number of Traders in Each Category                                    Total Traders:       251
        19         24         12         33         20         10         65         48         18         19         23          .
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    11,474
Positions
     4,779      8,758        100        894          0          0      1,914      1,729          0        838          0          0      2,949        887
 
Changes from:       November 11, 2014                                Total Change is:     1,791
       -47        700          0          3          0          0      1,053        792          0          0          0          0        782        299
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       76.3        0.9        7.8        0.0        0.0       16.7       15.1        0.0        7.3        0.0        0.0       25.7        7.7
 
Number of Traders in Each Category                                    Total Traders:        21
         5          6          .          .          0          0          5          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   365,218
Positions
    18,983    225,960      5,191    180,778     29,117      3,445    109,276     52,831      6,166     10,277     15,241        270     30,832     26,997
 
Changes from:       November 11, 2014                                Total Change is:    18,177
       405        808      2,801      9,005        -52        750      3,095      7,737      1,387        968        402         13       -247      4,331
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       61.9        1.4       49.5        8.0        0.9       29.9       14.5        1.7        2.8        4.2        0.1        8.4        7.4
 
Number of Traders in Each Category                                    Total Traders:       249
        17         26          8         33         20         10         64         49         14         17         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   384,968
Positions
   104,648     71,909     21,511    122,781    139,281     24,935     79,024     96,296      5,096      6,599      8,352          0     20,374     17,588
 
Changes from:       November 11, 2014                                Total Change is:       119
    -2,270      2,565       -339     -4,285       -773      2,183      1,498     -4,129       -310         43        466          0      3,599        456
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       18.7        5.6       31.9       36.2        6.5       20.5       25.0        1.3        1.7        2.2        0.0        5.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       260
        21         13          6         52         43         26         44         60         16         10         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    70,753
Positions
     4,984     19,725        161     31,479          0         82     15,657     24,301        918      4,589      1,533          0     12,883     24,033
 
Changes from:       November 11, 2014                                Total Change is:     2,309
       141       -173        161       -359          0         16      4,559      1,560        234     -1,474        151          0       -969        360
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       27.9        0.2       44.5        0.0        0.1       22.1       34.3        1.3        6.5        2.2        0.0       18.2       34.0
 
Number of Traders in Each Category                                    Total Traders:        73
         7          8          .         21          0          .         16         13          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   126,538
Positions
    34,549     23,156      4,654      9,264      2,031      1,119     52,155     19,180      2,787     10,958      1,908          1     11,051     71,702
 
Changes from:       November 11, 2014                                Total Change is:    -1,070
    -1,447     -2,833      1,328        314     -1,175          2     -3,563      1,565        681      1,930        840       -288        -27     -1,190
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       18.3        3.7        7.3        1.6        0.9       41.2       15.2        2.2        8.7        1.5        0.0        8.7       56.7
 
Number of Traders in Each Category                                    Total Traders:       101
        15         13          4         10          .          .         36          9         10         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   122,704
Positions
     8,329     69,920        476     70,374     28,814      5,466     27,815     11,280      2,684      1,076        988          0      6,484      3,076
 
Changes from:       November 11, 2014                                Total Change is:     4,641
      -416      2,299        -21      1,400      1,339       -330      2,548      1,139        -32        201          0          0      1,291        247
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       57.0        0.4       57.4       23.5        4.5       22.7        9.2        2.2        0.9        0.8        0.0        5.3        2.5
 
Number of Traders in Each Category                                    Total Traders:       105
         8         12          .         39         20         14         12          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   339,323
Positions
    52,299    178,507      2,534    114,499     51,085     50,887     83,864     43,822      1,534     18,543      9,219        395     14,768      1,340
 
Changes from:       November 11, 2014                                Total Change is:     1,612
       769      3,369        289      1,344     -2,307         10     -1,193        358        205      1,011        -82         28       -851       -258
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       52.6        0.7       33.7       15.1       15.0       24.7       12.9        0.5        5.5        2.7        0.1        4.4        0.4
 
Number of Traders in Each Category                                    Total Traders:       209
        25         17          8         57         24         28         36         17          9         24          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   819,445
Positions
    12,021    131,491      5,811    383,374    148,607    115,238     95,084    196,438     15,745     23,125     39,851        208    168,839    166,056
 
Changes from:       November 11, 2014                                Total Change is:      -871
       -69     10,402        234    -11,980      1,224     -2,164     10,066      3,566      1,209      3,897    -11,594         96     -2,160     -3,844
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       16.0        0.7       46.8       18.1       14.1       11.6       24.0        1.9        2.8        4.9        0.0       20.6       20.3
 
Number of Traders in Each Category                                    Total Traders:       170
         7         15          7         35         34         37         29         30         20         10         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   528,202
Positions
    21,634     84,701      1,042    259,495     32,553     83,089     32,537    220,246      9,116      7,117      7,002         60    114,112     90,393
 
Changes from:       November 11, 2014                                Total Change is:    18,717
       200      5,152        473      2,007       -704      2,590      9,037     14,001        838          0          0          0      3,572     -3,633
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       16.0        0.2       49.1        6.2       15.7        6.2       41.7        1.7        1.3        1.3        0.0       21.6       17.1
 
Number of Traders in Each Category                                    Total Traders:        86
         .          9          4         40         10         25          9         12         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,496,963
Positions
    78,233    158,468     21,637    259,491    509,204     89,410    751,531    226,776     75,925    106,267    262,091     10,273    104,196    143,179
 
Changes from:       November 11, 2014                                Total Change is:    99,223
   -21,441      3,271      9,180     14,980      5,314         94     91,612      9,843     30,361     -9,847     50,226        912    -16,628     -9,978
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       10.6        1.4       17.3       34.0        6.0       50.2       15.1        5.1        7.1       17.5        0.7        7.0        9.6
 
Number of Traders in Each Category                                    Total Traders:       264
        13         27          9         39         46         36         48         36         33         17         37          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,902,018
Positions
   119,629    190,964     43,929  1,021,813    822,154    350,421    499,684    733,573    120,956    387,040    171,592     38,014    320,532    430,415
 
Changes from:       November 11, 2014                                Total Change is:   115,552
     5,321     28,735     19,193     19,660     26,092    -19,129      2,841     35,020     42,752     40,771      2,674     -4,565      8,708    -15,220
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        6.6        1.5       35.2       28.3       12.1       17.2       25.3        4.2       13.3        5.9        1.3       11.0       14.8
 
Number of Traders in Each Category                                    Total Traders:       383
        22         36         21         38         81         64         60         69         67         28         49         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,034,058
Positions
   113,324    151,558     13,518    424,583    597,371    315,720    634,442    228,895    112,036    151,099    223,893     22,420    246,916    368,647
 
Changes from:       November 11, 2014                                Total Change is:    61,325
    -9,962     11,737      1,229     11,561     36,946    -18,506     28,190      7,521     22,451      5,007       -895      2,705     18,650     -1,863
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        7.5        0.7       20.9       29.4       15.5       31.2       11.3        5.5        7.4       11.0        1.1       12.1       18.1
 
Number of Traders in Each Category                                    Total Traders:       273
        12         32         12         38         48         44         48         44         36         16         35         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   712,743
Positions
   295,087    164,481    188,334          0      3,697     19,119     25,922    128,199     90,809     16,660     16,239     45,981     30,831     55,884
 
Changes from:       November 11, 2014                                Total Change is:    24,742
    13,948     15,761      4,795          0     -5,379      4,219        393     -1,448      2,603     -4,533       -173      6,439     -3,122     -2,075
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       23.1       26.4        0.0        0.5        2.7        3.6       18.0       12.7        2.3        2.3        6.5        4.3        7.8
 
Number of Traders in Each Category                                    Total Traders:       104
        17         26         34          0          .          .         15         24         23          .         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,656,623
Positions
 2,256,863  2,009,047  2,528,237  1,145,007    710,940    387,102  1,734,643  1,850,348  2,063,483    468,510    582,497    301,018    771,760  1,223,951
 
Changes from:       November 11, 2014                                Total Change is:  -101,412
   -97,652     37,929    -44,588     65,967     -9,596      6,131     -2,092    -94,176    -45,584    -26,224        862      9,413     33,217     38,197
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       17.2       21.7        9.8        6.1        3.3       14.9       15.9       17.7        4.0        5.0        2.6        6.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       290
        24         61         78         13         25         24         34         79         90         10         37         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    50,591
Positions
    33,596      6,064          0      4,625     11,465      4,935      6,152     19,135         50      1,112      8,640         29         92        273
 
Changes from:       November 11, 2014                                Total Change is:       136
       209        554          0     -1,039       -515          4        964       -163          0        -12        109         29        -19        118
 
Percent of Open Interest Represented by Each Category of Trader
      66.4       12.0        0.0        9.1       22.7        9.8       12.2       37.8        0.1        2.2       17.1        0.1        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        48
         6         10          0          .         10          4          4          8          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    53,863
Positions
    40,520     16,111          0          0     14,491      1,013      8,916      8,908      2,831        427     10,392          0        156        117
 
Changes from:       November 11, 2014                                Total Change is:        47
    -1,026        327          0          0       -152          0      1,078       -144          0         20         -3          0        -25         19
 
Percent of Open Interest Represented by Each Category of Trader
      75.2       29.9        0.0        0.0       26.9        1.9       16.6       16.5        5.3        0.8       19.3        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        47
         5          5          0          0         14          .          7          6          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    90,731
Positions
    15,409     56,694        807     11,952         86         86     28,404     29,845      1,540     19,858        381         55     12,620      1,237
 
Changes from:       November 11, 2014                                Total Change is:    -4,475
    -1,326         55          0        656         86         -5      1,318     -1,028        184     -1,289        159         -8     -4,005     -3,918
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       62.5        0.9       13.2        0.1        0.1       31.3       32.9        1.7       21.9        0.4        0.1       13.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       164
         7          .          .         16          .          .         45         19          9         69          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   385,463
Positions
    45,533     79,726     50,836     50,476     25,810     44,478     75,010     58,615     58,948     10,311      7,621     27,973     21,898     31,456
 
Changes from:       November 11, 2014                                Total Change is:    -7,471
    -7,079    -16,276      6,832     20,625     -1,126     -2,369    -20,086      3,921     -1,666        164        450       -578     -3,314      3,341
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       20.7       13.2       13.1        6.7       11.5       19.5       15.2       15.3        2.7        2.0        7.3        5.7        8.2
 
Number of Traders in Each Category                                    Total Traders:       188
        16         16         22          7         18         13         38         49         53          8         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated November 21, 2014