```
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   108,445
Positions
    25,861        546      2,312     18,390      3,837         19     16,128     54,303      7,718     14,680      2,208        707     22,630     36,795
 
Changes from:       November 4, 2014                                 Total Change is:     3,725
      -157        231       -124       -413         81          7      4,141      4,372        405       -534        440        211        189     -1,898
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        0.5        2.1       17.0        3.5        0.0       14.9       50.1        7.1       13.5        2.0        0.7       20.9       33.9
 
Number of Traders in Each Category                                    Total Traders:        80
         9          .          6          6          5          .         15         27         12          8          7          5
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    61,280
Positions
    42,407      3,481        490      1,220      3,210        443      9,457     31,422        207        503          0          0      6,553     22,027
 
Changes from:       November 4, 2014                                 Total Change is:     1,581
       312       -108        304          7        -30          0        465      3,166       -269          0          0          0        762     -1,482
 
Percent of Open Interest Represented by Each Category of Trader
      69.2        5.7        0.8        2.0        5.2        0.7       15.4       51.3        0.3        0.8        0.0        0.0       10.7       35.9
 
Number of Traders in Each Category                                    Total Traders:        47
         7          .          .          .          5          .         11         19          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   151,660
Positions
    53,803     17,874      1,652     10,628     42,396      4,132     51,993     34,820      4,896      4,578     15,126        674     19,304     30,090
 
Changes from:       November 4, 2014                                 Total Change is:     7,445
     2,232      1,701      1,573       -443     -1,497        521        533      2,692        169       -164         19        513      2,511      1,754
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       11.8        1.1        7.0       28.0        2.7       34.3       23.0        3.2        3.0       10.0        0.4       12.7       19.8
 
Number of Traders in Each Category                                    Total Traders:       104
         7          9          .          7         15          5         28         26         13          4          7          .
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   227,576
Positions
   116,647     11,223      1,459     27,799     33,196        901     39,040    102,178      3,574     21,222     16,201      2,186     14,748     56,658
 
Changes from:       November 4, 2014                                 Total Change is:    19,602
    16,507      2,480        552     -3,093      5,767          3      5,752     11,075       -181        145      2,264         99       -182     -2,457
 
Percent of Open Interest Represented by Each Category of Trader
      51.3        4.9        0.6       12.2       14.6        0.4       17.2       44.9        1.6        9.3        7.1        1.0        6.5       24.9
 
Number of Traders in Each Category                                    Total Traders:       139
        13          6          .          9         19          5         22         45         11         12         13          4
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   463,976
Positions
   260,884     50,344      9,115     42,241     83,935     11,825     54,932    184,026      5,540     43,106     23,803      5,246     31,087     90,142
 
Changes from:       November 4, 2014                                 Total Change is:    -1,356
        29     16,799     -1,411        178       -662       -345       -737    -10,277       -880        491     -6,682      1,223         96        879
 
Percent of Open Interest Represented by Each Category of Trader
      56.2       10.9        2.0        9.1       18.1        2.5       11.8       39.7        1.2        9.3        5.1        1.1        6.7       19.4
 
Number of Traders in Each Category                                    Total Traders:       221
        19         15          8         15         28         19         28         61         18         20         35         11
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   123,726
Positions
    78,600     13,358         81      1,445     10,955      1,039     24,150     35,562        593        655     24,324        564     16,599     37,250
 
Changes from:       November 4, 2014                                 Total Change is:       384
     4,335        565       -101        -50       -394        -10     -2,353     -3,176        141         51      1,729        -98     -1,531      1,728
 
Percent of Open Interest Represented by Each Category of Trader
      63.5       10.8        0.1        1.2        8.9        0.8       19.5       28.7        0.5        0.5       19.7        0.5       13.4       30.1
 
Number of Traders in Each Category                                    Total Traders:        85
         9          6          .          .          9          4         14         32          7          .         11          .
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    55,679
Positions
    29,417     24,611     17,595          0      2,096          0      4,956      7,706      1,337      1,083        871        973        318        490
 
Changes from:       November 4, 2014                                 Total Change is:     2,657
      -784        300      5,000          0        134          0     -1,074     -2,724        109        282       -100          0       -876        -62
 
Percent of Open Interest Represented by Each Category of Trader
      52.8       44.2       31.6        0.0        3.8        0.0        8.9       13.8        2.4        1.9        1.6        1.7        0.6        0.9
 
Number of Traders in Each Category                                    Total Traders:        30
         8          9          6          0          .          0          .          7          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   167,364
Positions
    49,010     41,327      3,731     54,109      1,458          0     24,091     79,664     29,308      3,302      6,515          0      3,813      5,361
 
Changes from:       November 4, 2014                                 Total Change is:     7,507
       232     -2,841      2,056        -52         18          0     -1,173      2,024      6,679        -12        162         -1       -222       -590
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       24.7        2.2       32.3        0.9        0.0       14.4       47.6       17.5        2.0        3.9        0.0        2.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       123
         8          9          4          6          4          0         23         47          9         18          8          0
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    73,442
Positions
    11,310     54,931      6,036      1,091          0          0      1,447      5,638        267     46,648          0      6,025        618        545
 
Changes from:       November 4, 2014                                 Total Change is:     2,775
     2,363        655          0       -533          0          0        187      2,380       -162      1,210          0          0       -290        -98
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       74.8        8.2        1.5        0.0        0.0        2.0        7.7        0.4       63.5        0.0        8.2        0.8        0.7
 
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 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    19,809
Positions
     7,550      3,029         45      1,038        559          0      8,304      9,339        310        657      1,200          0      1,905      5,327
 
Changes from:       November 4, 2014                                 Total Change is:    -3,907
    -2,973        -24         36         -8        197          0       -767     -3,878       -169       -354        121          0        328       -190
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       15.3        0.2        5.2        2.8        0.0       41.9       47.1        1.6        3.3        6.1        0.0        9.6       26.9
 
Number of Traders in Each Category                                    Total Traders:        65
         5          6          .          4          .          0         14         21          4          5          7          0
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    67,770
Positions
    22,525     38,546        390      5,155      2,175        331     28,662     10,800        114      2,654      4,186         79      7,863     11,151
 
Changes from:       November 4, 2014                                 Total Change is:     1,285
      -677       -328        -52        597        -69        -93      1,994        474       -231        -73        619         78       -258        888
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       56.9        0.6        7.6        3.2        0.5       42.3       15.9        0.2        3.9        6.2        0.1       11.6       16.5
 
Number of Traders in Each Category                                    Total Traders:       104
        15         15          .         11          .          4         24         16          4          6         15          .
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   135,540
Positions
    45,049     77,092        779     10,309      4,350        661     57,324     21,600        228      5,307      8,371        158     15,725     22,301
 
Changes from:       November 4, 2014                                 Total Change is:     2,570
    -1,353       -656       -104      1,193       -137       -186      3,988        948       -462       -145      1,237        155       -516      1,775
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       56.9        0.6        7.6        3.2        0.5       42.3       15.9        0.2        3.9        6.2        0.1       11.6       16.5
 
Number of Traders in Each Category                                    Total Traders:       104
        15         15          .         11          .          4         24         16          4          6         15          .
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   730,037
Positions
    42,184    187,373     34,317    315,427    127,687     47,496    109,087    170,183     32,683     40,299     45,876      4,198    104,346     80,224
 
Changes from:       November 4, 2014                                 Total Change is:     1,517
       165     12,011     -1,574      4,448     -3,198     -1,576      4,087       -646        528     -1,062       -257        895     -4,393     -4,665
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       25.7        4.7       43.2       17.5        6.5       14.9       23.3        4.5        5.5        6.3        0.6       14.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       574
        31         41         24        120         59         73         97        122         83         54         49         17
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   145,896
Positions
    18,219     54,609      2,674     58,886     27,454      1,955      6,818     11,381      1,191     11,468      8,733      1,855     42,830     36,044
 
Changes from:       November 4, 2014                                 Total Change is:    -6,662
    -4,179       -802          3       -557     -1,285        -14     -2,480     -1,249        136          5       -247        519        -95     -3,723
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       37.4        1.8       40.4       18.8        1.3        4.7        7.8        0.8        7.9        6.0        1.3       29.4       24.7
 
Number of Traders in Each Category                                    Total Traders:        87
         8         10          4         17          7          5         15         16          9          9          4          .
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,920,705
Positions
   215,477    759,476     62,562  1,321,920    540,380    188,487    554,773    837,438    114,033    146,025    187,582      9,846    307,582    220,901
 
Changes from:       November 4, 2014                                 Total Change is:    40,897
       925     43,271     12,910     21,993    -12,597     -4,777     24,663     -5,159     10,132     -4,875        411      1,418    -21,492     -4,712
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       26.0        2.1       45.3       18.5        6.5       19.0       28.7        3.9        5.0        6.4        0.3       10.5        7.6
 
Number of Traders in Each Category                                    Total Traders:       560
        33         39         19        115         57         68         97        119         69         51         49         13
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    97,310
Positions
    10,082     31,874        192     42,176     45,292      2,590     18,752     12,941        651        698        401          0     22,169      3,369
 
Changes from:       November 4, 2014                                 Total Change is:    -1,478
    -5,113        477        -64      2,366     -1,674       -108        856         33         95       -124          0          0        614       -237
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       32.8        0.2       43.3       46.5        2.7       19.3       13.3        0.7        0.7        0.4        0.0       22.8        3.5
 
Number of Traders in Each Category                                    Total Traders:        91
         8         10          .         35         11         14         13         10          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    79,091
Positions
     4,252     48,799      4,867     35,246      5,834        539     21,377      9,236      1,676      2,700      2,968         51      8,383      5,121
 
Changes from:       November 4, 2014                                 Total Change is:    11,034
       235      5,812      4,443      2,656        -61        -90      1,977       -604        642        798        -26         -4        377        922
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       61.7        6.2       44.6        7.4        0.7       27.0       11.7        2.1        3.4        3.8        0.1       10.6        6.5
 
Number of Traders in Each Category                                    Total Traders:       234
        17         23          9         30         20          9         59         43         16         19         22          .
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is     9,683
Positions
     4,826      8,058        100        891          0          0        861        937          0        838          0          0      2,167        588
 
Changes from:       November 4, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      49.8       83.2        1.0        9.2        0.0        0.0        8.9        9.7        0.0        8.7        0.0        0.0       22.4        6.1
 
Number of Traders in Each Category                                    Total Traders:        20
         5          7          .          .          0          0          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   347,041
Positions
    18,578    225,152      2,390    171,773     29,169      2,695    106,181     45,094      4,779      9,309     14,839        257     31,079     22,666
 
Changes from:       November 4, 2014                                 Total Change is:     6,756
    -1,510     10,214        271      8,825       -303       -450      9,178     -4,105       -390       -198       -130        -21     -8,949      1,670
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       64.9        0.7       49.5        8.4        0.8       30.6       13.0        1.4        2.7        4.3        0.1        9.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       232
        16         24          6         30         20          9         58         44         14         17         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   384,849
Positions
   106,918     69,344     21,850    127,066    140,054     22,752     77,526    100,425      5,406      6,556      7,886          0     16,775     17,132
 
Changes from:       November 4, 2014                                 Total Change is:       480
    -7,857      2,496       -111      6,125     -4,825        -13      2,359      1,646        370       -872       -168          0        479      1,085
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       18.0        5.7       33.0       36.4        5.9       20.1       26.1        1.4        1.7        2.0        0.0        4.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       263
        22         12          6         57         43         25         36         67         15         10         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    68,444
Positions
     4,843     19,898          0     31,838          0         66     11,098     22,741        684      6,063      1,382          0     13,852     23,673
 
Changes from:       November 4, 2014                                 Total Change is:     3,794
      -342        116          0         86          0        -31        973      5,476       -704      2,429       -325          0      1,383       -738
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       29.1        0.0       46.5        0.0        0.1       16.2       33.2        1.0        8.9        2.0        0.0       20.2       34.6
 
Number of Traders in Each Category                                    Total Traders:        68
         6          8          0         19          0          .         15         11          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   127,608
Positions
    35,996     25,989      3,326      8,950      3,206      1,117     55,718     17,615      2,106      9,028      1,068        289     11,078     72,892
 
Changes from:       November 4, 2014                                 Total Change is:     9,403
       860      1,366     -1,601        911      1,624         11     10,147      2,633       -187       -611        -61       -182         55      5,800
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       20.4        2.6        7.0        2.5        0.9       43.7       13.8        1.7        7.1        0.8        0.2        8.7       57.1
 
Number of Traders in Each Category                                    Total Traders:       103
        15         14          4         10          .          .         40          8          8          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   118,063
Positions
     8,745     67,621        497     68,974     27,475      5,796     25,267     10,141      2,716        875        988          0      5,193      2,829
 
Changes from:       November 4, 2014                                 Total Change is:     1,857
      -910      1,132          5      1,411       -631        231      1,188      1,249        -62         -6          0          0          0        -67
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       57.3        0.4       58.4       23.3        4.9       21.4        8.6        2.3        0.7        0.8        0.0        4.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       106
         9         11          .         40         20         14         13          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   337,711
Positions
    51,530    175,138      2,245    113,155     53,392     50,877     85,057     43,464      1,329     17,532      9,301        367     15,619      1,598
 
Changes from:       November 4, 2014                                 Total Change is:    -3,372
    -2,616        573         63      3,373     -5,543      1,024     -5,723      1,063       -834        569        247       -255      1,027        290
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       51.9        0.7       33.5       15.8       15.1       25.2       12.9        0.4        5.2        2.8        0.1        4.6        0.5
 
Number of Traders in Each Category                                    Total Traders:       207
        24         17          8         56         25         27         37         16          9         23          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   820,316
Positions
    12,090    121,089      5,577    395,354    147,383    117,402     85,018    192,872     14,536     19,228     51,445        112    170,999    169,900
 
Changes from:       November 4, 2014                                 Total Change is:    -8,800
      -259     13,952      3,014      2,002     -5,306     -4,689     -5,512      4,133     -4,862     -2,339    -11,064       -195      4,040     -3,783
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       14.8        0.7       48.2       18.0       14.3       10.4       23.5        1.8        2.3        6.3        0.0       20.8       20.7
 
Number of Traders in Each Category                                    Total Traders:       167
         7         16          7         32         35         39         27         31         23          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   509,485
Positions
    21,434     79,549        569    257,488     33,257     80,499     23,500    206,245      8,278      7,117      7,002         60    110,540     94,026
 
Changes from:       November 4, 2014                                 Total Change is:    -3,585
    -4,145      1,723        223      3,495        885     -4,677      1,762     -3,167        471          0          0          0       -714        957
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       15.6        0.1       50.5        6.5       15.8        4.6       40.5        1.6        1.4        1.4        0.0       21.7       18.5
 
Number of Traders in Each Category                                    Total Traders:        83
         .          8          .         40         11         26          7         11         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,397,740
Positions
    99,674    155,197     12,457    244,511    503,890     89,316    659,919    216,933     45,564    116,114    211,865      9,361    120,824    153,157
 
Changes from:       November 4, 2014                                 Total Change is:    73,310
     7,555    -27,388      7,753      4,259     13,138      3,760     36,910     24,854      4,043     -9,541     31,669      1,506     17,065     13,975
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       11.1        0.9       17.5       36.1        6.4       47.2       15.5        3.3        8.3       15.2        0.7        8.6       11.0
 
Number of Traders in Each Category                                    Total Traders:       271
        14         29          6         41         45         35         51         31         30         21         38         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,786,466
Positions
   114,308    162,229     24,736  1,002,153    796,062    369,550    496,843    698,553     78,204    346,269    168,918     42,579    311,824    445,635
 
Changes from:       November 4, 2014                                 Total Change is:    18,862
   -15,390     11,544     -2,589     31,545      7,659    -36,801    -18,184    -10,383      8,414     25,578        123      2,041     24,248     38,854
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        5.8        0.9       36.0       28.6       13.3       17.8       25.1        2.8       12.4        6.1        1.5       11.2       16.0
 
Number of Traders in Each Category                                    Total Traders:       372
        22         33         20         38         80         61         56         66         53         30         47         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,972,733
Positions
   123,286    139,821     12,289    413,022    560,425    334,226    606,252    221,374     89,585    146,092    224,788     19,715    228,266    370,510
 
Changes from:       November 4, 2014                                 Total Change is:    39,805
   -11,276     14,908      4,510    -23,624     -3,738     18,135     36,169     -4,238      9,771     19,377     -5,198       -104    -13,153      5,759
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        7.1        0.6       20.9       28.4       16.9       30.7       11.2        4.5        7.4       11.4        1.0       11.6       18.8
 
Number of Traders in Each Category                                    Total Traders:       282
        18         31         12         36         50         43         51         46         37         16         34         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   688,001
Positions
   281,139    148,720    183,539          0      9,076     14,900     25,529    129,647     88,206     21,193     16,412     39,542     33,953     57,959
 
Changes from:       November 4, 2014                                 Total Change is:    26,922
    16,682     10,873     -2,889          0          5       -247      6,292     16,047     -1,385      5,500        981      3,088       -119        449
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       21.6       26.7        0.0        1.3        2.2        3.7       18.8       12.8        3.1        2.4        5.7        4.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       103
        16         25         31          0          .          .         16         25         21          .         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,758,035
Positions
 2,354,515  1,971,118  2,572,825  1,079,040    720,536    380,971  1,736,735  1,944,524  2,109,067    494,734    581,635    291,605    738,543  1,185,754
 
Changes from:       November 4, 2014                                 Total Change is:   -52,285
   -59,831     21,075    -44,067    -13,370     21,260     -7,763     53,841    -47,837     33,616     64,851     17,103    -27,100    -52,462    -18,572
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       16.8       21.9        9.2        6.1        3.2       14.8       16.5       17.9        4.2        4.9        2.5        6.3       10.1
 
Number of Traders in Each Category                                    Total Traders:       296
        25         59         78         12         27         24         37         81         93          9         37         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    50,455
Positions
    33,387      5,510          0      5,664     11,980      4,931      5,188     19,298         50      1,124      8,531          0        111        155
 
Changes from:       November 4, 2014                                 Total Change is:     1,102
     1,775        378          0     -1,732        248          0        602        628         -5        504       -109          0        -42        -38
 
Percent of Open Interest Represented by Each Category of Trader
      66.2       10.9        0.0       11.2       23.7        9.8       10.3       38.2        0.1        2.2       16.9        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         7          8          0          .         10          .          5          9          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    53,816
Positions
    41,546     15,784          0          0     14,643      1,013      7,838      9,052      2,831        407     10,395          0        181         98
 
Changes from:       November 4, 2014                                 Total Change is:      -180
      -169       -384          0          0        240         65        138       -140          0        -83        250          0       -131       -211
 
Percent of Open Interest Represented by Each Category of Trader
      77.2       29.3        0.0        0.0       27.2        1.9       14.6       16.8        5.3        0.8       19.3        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          0          0         15          .          5          7          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    95,206
Positions
    16,735     56,639        807     11,296          0         91     27,086     30,873      1,356     21,147        222         63     16,625      5,155
 
Changes from:       November 4, 2014                                 Total Change is:     3,049
       -37        390          0        999          0        -27        609     -1,432         73     -2,349         54          3      3,778      3,988
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       59.5        0.8       11.9        0.0        0.1       28.4       32.4        1.4       22.2        0.2        0.1       17.5        5.4
 
Number of Traders in Each Category                                    Total Traders:       177
         8          .          .         16          0          .         51         17          8         80          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   392,934
Positions
    52,612     96,002     44,004     29,851     26,936     46,847     95,096     54,694     60,614     10,147      7,171     28,551     25,212     28,115
 
Changes from:       November 4, 2014                                 Total Change is:    38,059
     3,783      9,259      4,125      2,701      6,562       -551     14,366     10,658      5,542        645      1,368      3,569      3,879     -2,473
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       24.4       11.2        7.6        6.9       11.9       24.2       13.9       15.4        2.6        1.8        7.3        6.4        7.2
 
Number of Traders in Each Category                                    Total Traders:       183
        17         15         21          6         20          9         38         46         57          9         17         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,675
Positions
        65      3,138          0      2,975        572        741      6,363      5,852        350         25          0          0        156         22
 
Changes from:       November 4, 2014                                 Total Change is:      -709
        -7          0          0       -155       -122        -15       -535        178          0          0       -750          0          3          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       29.4        0.0       27.9        5.4        6.9       59.6       54.8        3.3        0.2        0.0        0.0        1.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          .          4          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated November 14, 2014