```
Traders in Financial Futures - Futures Only Positions as of October 7, 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   100,900
Positions
    10,358      5,313      2,161     19,746      3,984          2     25,768     45,060      6,124     13,979      2,315         62     22,700     35,879
 
Changes from:       September 30, 2014                               Total Change is:    11,524
     3,227     -1,352        608        524     -1,121          1      5,621      9,550      2,193      1,356         64       -186     -1,820      1,767
 
Percent of Open Interest Represented by Each Category of Trader
      10.3        5.3        2.1       19.6        3.9        0.0       25.5       44.7        6.1       13.9        2.3        0.1       22.5       35.6
 
Number of Traders in Each Category                                    Total Traders:        80
         5          5          4          5          5          .         19         25          9         10          5          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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    60,516
Positions
    35,977      3,555        162      1,199      3,331        443     16,308     28,198        170        503          0          0      5,754     24,657
 
Changes from:       September 30, 2014                               Total Change is:     3,293
       848        523         85        589         54          0      2,818      3,382        -69          0          0          0       -978       -682
 
Percent of Open Interest Represented by Each Category of Trader
      59.5        5.9        0.3        2.0        5.5        0.7       26.9       46.6        0.3        0.8        0.0        0.0        9.5       40.7
 
Number of Traders in Each Category                                    Total Traders:        47
         7          .          .          .          5          .         12         18          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   129,666
Positions
    19,469     14,584         43     12,295     36,422      3,999     65,834     26,095      2,632      4,728     15,424      1,541     19,125     28,926
 
Changes from:       September 30, 2014                               Total Change is:    -2,703
     9,480      1,867       -333       -664        287        327     -9,980     -5,607         46     -1,278     -2,031      1,501     -1,802      1,240
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       11.2        0.0        9.5       28.1        3.1       50.8       20.1        2.0        3.6       11.9        1.2       14.7       22.3
 
Number of Traders in Each Category                                    Total Traders:       108
         6          9          .          8         16          6         27         28         10          5          9          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   223,255
Positions
   123,682      4,361        682     32,080     31,997        579     27,877    117,443      3,286     13,026      6,973      1,441     20,602     56,493
 
Changes from:       September 30, 2014                               Total Change is:   -16,222
   -17,285     -3,268        407        128     -1,897        256     -7,715    -12,722        416        715       -562        916      5,940        232
 
Percent of Open Interest Represented by Each Category of Trader
      55.4        2.0        0.3       14.4       14.3        0.3       12.5       52.6        1.5        5.8        3.1        0.6        9.2       25.3
 
Number of Traders in Each Category                                    Total Traders:       127
        15          4          .         10         18          6         17         47         13          7          9          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   425,656
Positions
   219,948     29,711      7,581     41,963     86,477     11,019     60,122    166,201      6,370     41,845     28,387      4,309     32,499     85,601
 
Changes from:       September 30, 2014                               Total Change is:    15,670
    20,320      2,428      2,235     -2,127      2,913      1,850     -5,690      1,382        597     -3,136       -762      3,247     -1,626      1,780
 
Percent of Open Interest Represented by Each Category of Trader
      51.7        7.0        1.8        9.9       20.3        2.6       14.1       39.0        1.5        9.8        6.7        1.0        7.6       20.1
 
Number of Traders in Each Category                                    Total Traders:       221
        19         13          8         16         29         17         28         59         18         22         35          8
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   129,561
Positions
    64,159     14,773          0      1,440     11,825        986     39,513     42,535        460      5,040     22,398        119     17,844     36,465
 
Changes from:       September 30, 2014                               Total Change is:    11,073
    19,689     -2,230         -7          0     -2,247        -14     -8,404     13,488       -128      1,438        122        -28     -1,473      2,117
 
Percent of Open Interest Represented by Each Category of Trader
      49.5       11.4        0.0        1.1        9.1        0.8       30.5       32.8        0.4        3.9       17.3        0.1       13.8       28.1
 
Number of Traders in Each Category                                    Total Traders:        95
         9          6          0          .          8          4         19         32          4          7         12          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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    36,521
Positions
    22,134     20,160      3,182          0      2,478          0      8,049      7,133      1,228        515        871        973        440        496
 
Changes from:       September 30, 2014                               Total Change is:     1,289
     1,174          0         29          0         36          0         87      1,357          0          0          0          0         -1       -133
 
Percent of Open Interest Represented by Each Category of Trader
      60.6       55.2        8.7        0.0        6.8        0.0       22.0       19.5        3.4        1.4        2.4        2.7        1.2        1.4
 
Number of Traders in Each Category                                    Total Traders:        26
         7          8          7          0          .          0          .          .          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   147,139
Positions
    43,992     58,079         70     52,401        612          0     42,096     77,603      1,660      2,756      3,915          0      4,164      5,200
 
Changes from:       September 30, 2014                               Total Change is:    -1,539
     3,258      4,728         69         14         22          0     -5,107     -5,409       -300        455        -29          0         72       -620
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       39.5        0.0       35.6        0.4        0.0       28.6       52.7        1.1        1.9        2.7        0.0        2.8        3.5
 
Number of Traders in Each Category                                    Total Traders:       113
         6         13          .          4          .          0         21         48          7         10          7          0
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Traders in Financial Futures - Futures Only Positions as of October 7, 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    45,481
Positions
     4,787     25,117      6,152      2,237          0          0      1,570      5,269      2,095     21,784          0      6,025        831        823
 
Changes from:       September 30, 2014                               Total Change is:   -17,841
   -14,542    -16,434       -174       -753          0          0       -340       -101     -1,176       -781       -100          0        -75        144
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       55.2       13.5        4.9        0.0        0.0        3.5       11.6        4.6       47.9        0.0       13.2        1.8        1.8
 
Number of Traders in Each Category                                    Total Traders:        22
         4          4          .          .          0          0          4          5          .          4          0          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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    19,214
Positions
     5,231      3,877          5      1,462        116          0      9,522      9,227        423        522      1,254          0      2,049      4,312
 
Changes from:       September 30, 2014                               Total Change is:     1,005
     2,149      1,288         -2         74        116          0       -683        -22         -4       -226       -125          0       -303       -246
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       20.2        0.0        7.6        0.6        0.0       49.6       48.0        2.2        2.7        6.5        0.0       10.7       22.4
 
Number of Traders in Each Category                                    Total Traders:        62
         5          7          .          4          .          0         15         21          .          .          6          0
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Traders in Financial Futures - Futures Only Positions as of October 7, 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    66,136
Positions
    22,954     41,524        280      4,518      2,823        213     24,261      6,700      2,683      3,057      3,297         46      8,127      8,572
 
Changes from:       September 30, 2014                               Total Change is:    -3,065
       614     -2,808        -91       -395         91         35     -4,587       -430      1,077        348     -1,040         -3        -63        104
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       62.8        0.4        6.8        4.3        0.3       36.7       10.1        4.1        4.6        5.0        0.1       12.3       13.0
 
Number of Traders in Each Category                                    Total Traders:       103
        16         15          .          9          .          4         26         13          4          7         14          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   132,272
Positions
    45,907     83,048        559      9,036      5,646        425     48,522     13,400      5,365      6,113      6,594         91     16,254     17,144
 
Changes from:       September 30, 2014                               Total Change is:    -6,129
     1,227     -5,615       -181       -789        181         69     -9,174       -860      2,154        695     -2,079         -5       -125        207
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       62.8        0.4        6.8        4.3        0.3       36.7       10.1        4.1        4.6        5.0        0.1       12.3       13.0
 
Number of Traders in Each Category                                    Total Traders:       103
        16         15          .          9          .          4         26         13          4          7         14          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   683,188
Positions
    40,033    167,384     14,908    312,711    124,733     54,048     99,991    187,290     28,703     41,955     42,285      3,750     87,089     60,086
 
Changes from:       September 30, 2014                               Total Change is:    -4,939
      -867    -15,722      2,821    -12,593      2,944       -733      2,967      1,223      5,998       -120     -1,611      1,443     -3,855     -1,301
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       24.5        2.2       45.8       18.3        7.9       14.6       27.4        4.2        6.1        6.2        0.5       12.7        8.8
 
Number of Traders in Each Category                                    Total Traders:       578
        33         40         18        120         60         73         87        126         77         51         61         17
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   128,038
Positions
     9,803     56,784        793     57,493     29,731      2,525      5,196     16,441        309     11,058      7,318        180     40,681     13,957
 
Changes from:       September 30, 2014                               Total Change is:      -110
     2,416     -6,236     -1,580       -327         71         57        315      8,987         -9        -21       -290        180     -1,141     -1,290
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       44.3        0.6       44.9       23.2        2.0        4.1       12.8        0.2        8.6        5.7        0.1       31.8       10.9
 
Number of Traders in Each Category                                    Total Traders:        81
         5         10          5         17          7          7         13         16          .          8          5          .
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Traders in Financial Futures - Futures Only Positions as of October 7, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,775,750
Positions
   208,740    610,591     12,981  1,291,606    490,526    242,103    525,602    905,870     90,344    154,529    174,881     17,807    232,038    230,647
 
Changes from:       September 30, 2014                               Total Change is:   -24,145
     8,557    -22,458     -2,970    -61,275     14,419     -4,006     51,921       -158     -8,626       -448     -6,560      6,271    -13,569        -57
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       22.0        0.5       46.5       17.7        8.7       18.9       32.6        3.3        5.6        6.3        0.6        8.4        8.3
 
Number of Traders in Each Category                                    Total Traders:       567
        37         36         13        116         58         69         89        123         65         49         59         15
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Traders in Financial Futures - Futures Only Positions as of October 7, 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    99,046
Positions
    16,961     32,702        132     41,520     46,483      2,102     20,295     12,383        893        747        401          0     16,396      3,950
 
Changes from:       September 30, 2014                               Total Change is:       125
     4,303     -1,705        -18     -2,886      3,049        188     -1,314       -439     -1,035       -260          0          0      1,147         85
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       33.0        0.1       41.9       46.9        2.1       20.5       12.5        0.9        0.8        0.4        0.0       16.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        92
         8         10          .         34         11         14         17          9          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 7, 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    75,014
Positions
     3,462     49,095        629     35,527      6,991        853     26,075      7,924        618      1,570      4,210         63      6,217      4,630
 
Changes from:       September 30, 2014                               Total Change is:      -607
       501         38        -13     -1,019        901         40        912     -1,203       -213         57        478       -113       -760       -523
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       65.4        0.8       47.4        9.3        1.1       34.8       10.6        0.8        2.1        5.6        0.1        8.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       244
        17         26          .         29         19         12         58         45         14         13         37          4
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   375,071
Positions
    17,309    245,476      3,145    177,633     34,956      4,265    130,376     39,618      3,090      7,849     21,052        317     31,087     23,152
 
Changes from:       September 30, 2014                               Total Change is:    -3,036
     2,507        188        -65     -5,095      4,505        200      4,558     -6,014     -1,063        283      2,391       -563     -3,798     -2,615
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       65.4        0.8       47.4        9.3        1.1       34.8       10.6        0.8        2.1        5.6        0.1        8.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       244
        17         26          .         29         19         12         58         45         14         13         37          4
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Traders in Financial Futures - Futures Only Positions as of October 7, 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   421,340
Positions
   141,871     17,638     26,504    114,914    174,321     25,628     74,406    131,930     11,534      7,420     13,260          5     19,058     20,520
 
Changes from:       September 30, 2014                               Total Change is:    20,371
    11,407     -7,650      3,382     -9,230     23,369      7,687      6,957    -10,948        143        395      2,807          5       -375      1,576
 
Percent of Open Interest Represented by Each Category of Trader
      33.7        4.2        6.3       27.3       41.4        6.1       17.7       31.3        2.7        1.8        3.1        0.0        4.5        4.9
 
Number of Traders in Each Category                                    Total Traders:       249
        23          7          4         49         47         25         29         58         16         13         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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    55,637
Positions
     1,728     23,828        186     30,095          0         88      7,413     12,066          0      4,891        893          0     11,236     18,576
 
Changes from:       September 30, 2014                               Total Change is:    -7,998
    -1,050       -402        -14     -1,089          0         42     -5,793     -5,618       -271        616        -27          0       -439     -1,708
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       42.8        0.3       54.1        0.0        0.2       13.3       21.7        0.0        8.8        1.6        0.0       20.2       33.4
 
Number of Traders in Each Category                                    Total Traders:        61
         .          7          .         20          0          .         10          9          0          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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    98,042
Positions
    43,372     16,121      1,801      9,188      1,576      1,085     25,472      9,718      1,989      5,548      1,076         40      9,547     64,636
 
Changes from:       September 30, 2014                               Total Change is:    -6,506
     2,974      1,303        414       -260       -185         32    -10,281        783      1,399        886        576         40     -1,710    -10,868
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       16.4        1.8        9.4        1.6        1.1       26.0        9.9        2.0        5.7        1.1        0.0        9.7       65.9
 
Number of Traders in Each Category                                    Total Traders:        84
        18          9          4          7          .          .         23         11          7         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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   118,144
Positions
     6,942     74,211        753     66,820     26,487      5,493     28,345      3,861      3,621        489        730          0      5,681      2,988
 
Changes from:       September 30, 2014                               Total Change is:     3,261
      -374       -654         53      2,715      2,751        157      2,048         80       -186       -997        209          0       -155        851
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       62.8        0.6       56.6       22.4        4.6       24.0        3.3        3.1        0.4        0.6        0.0        4.8        2.5
 
Number of Traders in Each Category                                    Total Traders:        98
         7         11          .         40         16         15         17          .          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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   339,157
Positions
    31,757    179,786      4,159    115,748     29,483     56,096     94,217     51,554      2,075     17,989      9,887        538     16,578      5,579
 
Changes from:       September 30, 2014                               Total Change is:    -4,966
     6,508     -6,435        185     -4,605     -1,619      2,386     -2,212      2,775         28     -3,712        171         45     -3,589     -2,502
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       53.0        1.2       34.1        8.7       16.5       27.8       15.2        0.6        5.3        2.9        0.2        4.9        1.6
 
Number of Traders in Each Category                                    Total Traders:       209
        17         21          6         63         19         32         40         14         10         23         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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   898,894
Positions
    11,920     88,402      3,451    392,751    187,159    131,342    148,176    203,044     15,612     21,589     91,372        928    173,125    177,584
 
Changes from:       September 30, 2014                               Total Change is:    29,648
     5,082     20,865     -3,967      9,047     -6,517     -5,569     15,819     -6,459     -3,252       -177     27,767     -2,389     15,054      9,169
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        9.8        0.4       43.7       20.8       14.6       16.5       22.6        1.7        2.4       10.2        0.1       19.3       19.8
 
Number of Traders in Each Category                                    Total Traders:       184
         6         21          .         33         40         37         30         32         18          8         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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   517,065
Positions
    29,689     65,198        262    249,034     38,493     84,074     26,584    210,652      9,086      5,410     15,165         60    112,866     94,075
 
Changes from:       September 30, 2014                               Total Change is:     2,491
     1,588        650       -581     -3,073      1,465     -1,976        782      1,900        744          0      2,141          0      5,007     -1,852
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       12.6        0.1       48.2        7.4       16.3        5.1       40.7        1.8        1.0        2.9        0.0       21.8       18.2
 
Number of Traders in Each Category                                    Total Traders:        84
         .          7          .         37         10         23          7         13         10          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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 1,514,157
Positions
   101,433    223,579     15,611    278,506    478,811     67,599    760,376    350,647     23,501    137,780    162,791     13,864    115,487    177,754
 
Changes from:       September 30, 2014                               Total Change is:   -97,848
    -5,652     24,073     13,903     -2,718    -24,616     -3,207   -106,538   -128,809     -3,272     -9,725     -9,823      7,071     12,290     26,832
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       14.8        1.0       18.4       31.6        4.5       50.2       23.2        1.6        9.1       10.8        0.9        7.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       265
        15         29          5         38         48         33         46         35         23         18         35         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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 2,708,628
Positions
    90,254    182,102     21,984  1,042,155    811,294    347,982    481,383    513,899     70,841    315,382    226,786     39,508    299,139    494,232
 
Changes from:       September 30, 2014                               Total Change is:   -22,401
   -13,647     15,743     -4,837      4,877        179      1,350     -2,218    -67,778     19,052    -58,082     12,607      2,180     28,924       -897
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        6.7        0.8       38.5       30.0       12.8       17.8       19.0        2.6       11.6        8.4        1.5       11.0       18.2
 
Number of Traders in Each Category                                    Total Traders:       374
        17         41          8         36         83         57         43         77         50         19         58         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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 2,079,846
Positions
   187,401    158,595     12,992    461,902    601,259    340,190    607,673    265,358     63,452    135,686    217,802     31,824    238,726    388,374
 
Changes from:       September 30, 2014                               Total Change is:   -15,995
   -48,114     35,240     -8,670     12,129    -77,304     19,721     -2,459    -21,945      1,770     -6,151     22,582       -414     16,193     13,025
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        7.6        0.6       22.2       28.9       16.4       29.2       12.8        3.1        6.5       10.5        1.5       11.5       18.7
 
Number of Traders in Each Category                                    Total Traders:       291
        15         37          6         37         52         46         42         57         28         13         38         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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   588,877
Positions
   232,590    124,474    166,687          0      4,612      9,527     14,439     89,841     82,420      9,677     14,073     39,680     33,857     57,563
 
Changes from:       September 30, 2014                               Total Change is:   -12,033
    -2,797        758     -5,398          0       -212      1,593      5,676     -8,077     -1,416     -8,492        433      2,070     -3,269     -1,784
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       21.1       28.3        0.0        0.8        1.6        2.5       15.3       14.0        1.6        2.4        6.7        5.7        9.8
 
Number of Traders in Each Category                                    Total Traders:        93
         9         31         29          0          .          .          8         27         24          .          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 2014                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,510,765
Positions
 2,956,031  1,257,784  2,689,513    523,034    848,610    490,197  1,613,698  2,452,950  2,451,647    533,572    632,817    455,508    797,565  1,231,739
 
Changes from:       September 30, 2014                               Total Change is:  -433,630
   192,544    -38,072    -28,632   -822,266    -94,282      1,197    169,858   -258,366     52,792    -45,517       -217      5,006     41,388    -73,056
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       10.1       21.5        4.2        6.8        3.9       12.9       19.6       19.6        4.3        5.1        3.6        6.4        9.8
 
Number of Traders in Each Category                                    Total Traders:       319
        30         56         82         11         26         26         43         89         98         11         45         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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    50,052
Positions
    34,548      4,701          0      7,405     13,527      4,915      2,428     18,658        198        425      7,841          0        133        212
 
Changes from:       September 30, 2014                               Total Change is:    -1,375
    -1,639        162          0         51       -677          0        123       -320         -3        110       -500          0        -17        -37
 
Percent of Open Interest Represented by Each Category of Trader
      69.0        9.4        0.0       14.8       27.0        9.8        4.9       37.3        0.4        0.8       15.7        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        44
         5          8          0          .         10          .          4          6          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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    46,623
Positions
    37,801      9,505          0          0     12,211      1,323      3,708      9,595      3,333        240     10,346          0        218        310
 
Changes from:       September 30, 2014                               Total Change is:       403
       320      1,371          0          0          9         -9       -157       -499        100        105       -566          0         44         -3
 
Percent of Open Interest Represented by Each Category of Trader
      81.1       20.4        0.0        0.0       26.2        2.8        8.0       20.6        7.1        0.5       22.2        0.0        0.5        0.7
 
Number of Traders in Each Category                                    Total Traders:        48
         .          8          0          0         14          .          5          8          .          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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    94,286
Positions
    14,219     56,085        745     11,296          0         68     34,176     33,374      2,135     20,055        150          0     11,592      1,729
 
Changes from:       September 30, 2014                               Total Change is:    -1,302
       623       -272        186       -791          0        -77        260       -626        174     -2,345       -135        -13        681       -539
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       59.5        0.8       12.0        0.0        0.1       36.2       35.4        2.3       21.3        0.2        0.0       12.3        1.8
 
Number of Traders in Each Category                                    Total Traders:       172
         9          .          .         15          0          .         49         23          6         72          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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   365,241
Positions
    72,690     48,644     42,791     38,247     26,535     30,561     53,536     79,092     59,132      9,261     12,014     35,480     23,543     30,992
 
Changes from:       September 30, 2014                               Total Change is:     6,404
    -1,022     15,627        354      2,585     -1,252      3,016     -1,952    -12,842      1,779     -1,784        108      2,712        716     -3,098
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       13.3       11.7       10.5        7.3        8.4       14.7       21.7       16.2        2.5        3.3        9.7        6.4        8.5
 
Number of Traders in Each Category                                    Total Traders:       187
        16         19         24          8         18         10         34         51         56          9         16         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 7, 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    10,571
Positions
       223      3,138          0      2,113        628        585      7,080      5,901        307         25          0          0        238         12
 
Changes from:       September 30, 2014                               Total Change is:      -603
      -154          0          0         52       -100        100       -578        161          0          0       -750          0        -23        -14
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       29.7        0.0       20.0        5.9        5.5       67.0       55.8        2.9        0.2        0.0        0.0        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          .          9          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated October 10, 2014