```
Traders in Financial Futures - Futures Only Positions as of September 2, 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   105,984
Positions
    18,078     39,647      1,976     16,000      2,758        223     20,890     24,962      5,852     14,950      2,734        550     27,465     27,282
 
Changes from:       August 26, 2014                                  Total Change is:    -2,457
    -1,285      4,748         47        150     -1,266         -8     -1,560     -5,484        699       -941        758        -38        479     -1,913
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       37.4        1.9       15.1        2.6        0.2       19.7       23.6        5.5       14.1        2.6        0.5       25.9       25.7
 
Number of Traders in Each Category                                    Total Traders:        77
         6          5          5          5          .          .         13         26         10         12          7          5
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Traders in Financial Futures - Futures Only Positions as of September 2, 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    60,436
Positions
    33,012      1,984        503      1,599      2,808          0     11,109     22,415      5,941        593          0          0      7,679     26,785
 
Changes from:       August 26, 2014                                  Total Change is:     6,675
     2,421        356        -22          0         61          0      1,674      1,709      1,129          0          0          0      1,473      3,442
 
Percent of Open Interest Represented by Each Category of Trader
      54.6        3.3        0.8        2.6        4.6        0.0       18.4       37.1        9.8        1.0        0.0        0.0       12.7       44.3
 
Number of Traders in Each Category                                    Total Traders:        45
         8          .          .          .          4          0         12         16          5          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   238,973
Positions
    72,581     74,580      2,093     19,503     31,489      1,879    107,623     57,851      3,701      4,398     38,287        195     27,000     28,898
 
Changes from:       August 26, 2014                                  Total Change is:     5,538
    10,820      1,748       -219       -585        456          5     -1,390      1,836     -1,152     -1,060        -99          5       -886      2,958
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       31.2        0.9        8.2       13.2        0.8       45.0       24.2        1.5        1.8       16.0        0.1       11.3       12.1
 
Number of Traders in Each Category                                    Total Traders:       111
         7          9          6          8         14          5         28         31         14          7          7          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   230,937
Positions
   143,384      8,272      2,886     34,883     19,813        288     26,430    130,130      3,386      3,796      4,155        381     15,503     61,626
 
Changes from:       August 26, 2014                                  Total Change is:    12,928
    15,229      1,022        295        569        227         19     -5,340      7,928       -855        705      2,086       -101      2,407      2,307
 
Percent of Open Interest Represented by Each Category of Trader
      62.1        3.6        1.2       15.1        8.6        0.1       11.4       56.3        1.5        1.6        1.8        0.2        6.7       26.7
 
Number of Traders in Each Category                                    Total Traders:       128
        13          7          4          9         16          5         13         58          8          4          8          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   419,850
Positions
   230,734     19,784      8,041     41,240     69,856      7,986     61,387    188,588      8,251     25,352     32,944      1,351     35,508     83,049
 
Changes from:       August 26, 2014                                  Total Change is:    17,141
    13,561      1,273        663     -5,427      2,202       -515      9,227     10,268       -360      1,053      2,571         49     -1,110        990
 
Percent of Open Interest Represented by Each Category of Trader
      55.0        4.7        1.9        9.8       16.6        1.9       14.6       44.9        2.0        6.0        7.8        0.3        8.5       19.8
 
Number of Traders in Each Category                                    Total Traders:       223
        20         11         11         14         30         16         29         65         18         22         32          8
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Traders in Financial Futures - Futures Only Positions as of September 2, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   114,146
Positions
     2,104     44,334      2,024      2,454      8,025      1,040     77,816     21,970      2,333      1,050     11,106      1,561     23,764     21,753
 
Changes from:       August 26, 2014                                  Total Change is:     6,327
      -422      6,081        650        424        730         55      5,054     -1,379        556        828       -203       -100       -718        -63
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       38.8        1.8        2.1        7.0        0.9       68.2       19.2        2.0        0.9        9.7        1.4       20.8       19.1
 
Number of Traders in Each Category                                    Total Traders:        90
         5         12          .          .          8          .         30         19         10          .         10          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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    43,027
Positions
    22,933     29,636      4,437        335          0         14      9,599      4,957      1,737      1,662          0      1,802        508        444
 
Changes from:       August 26, 2014                                  Total Change is:     2,574
     1,313        962        718       -442          0         14      1,058        790        102        -74          0          0       -115        -12
 
Percent of Open Interest Represented by Each Category of Trader
      53.3       68.9       10.3        0.8        0.0        0.0       22.3       11.5        4.0        3.9        0.0        4.2        1.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        26
         7          9          9          .          0          .          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   144,255
Positions
    51,559     70,449      1,258      7,907        545          0     71,666     61,323      2,577      2,257      3,791      1,105      5,926      3,207
 
Changes from:       August 26, 2014                                  Total Change is:     2,590
    -2,507      1,720        240        525          0          0      3,575        967        -34        453       -294        471       -133       -480
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       48.8        0.9        5.5        0.4        0.0       49.7       42.5        1.8        1.6        2.6        0.8        4.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       118
        12         13          5          7          .          0         32         32         10          9          8          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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    86,435
Positions
     5,752     42,873     22,606      3,291         13        283     25,778      7,095        301     20,470          0      6,025      1,929      7,239
 
Changes from:       August 26, 2014                                  Total Change is:    22,471
      -807        222     15,960        -64         13        -13      7,374        610       -683         -1          0          0        705      6,362
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       49.6       26.2        3.8        0.0        0.3       29.8        8.2        0.3       23.7        0.0        7.0        2.2        8.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .         11          4          .          .          .          4          5          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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    23,319
Positions
     3,193      8,102        243      1,664        189          0     14,148      8,325        277        632      3,352          0      3,162      2,831
 
Changes from:       August 26, 2014                                  Total Change is:      -300
       816     -1,262          7        150          0          0       -942      1,174         48        -39       -292          0       -340         25
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       34.7        1.0        7.1        0.8        0.0       60.7       35.7        1.2        2.7       14.4        0.0       13.6       12.1
 
Number of Traders in Each Category                                    Total Traders:        71
         7          8          .          4          .          0         22         20          4          .          6          0
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Traders in Financial Futures - Futures Only Positions as of September 2, 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    64,775
Positions
    18,870     36,118        537      4,656      4,568        316     27,231      7,937        796      2,955      4,899        686      8,731      8,920
 
Changes from:       August 26, 2014                                  Total Change is:     3,857
      -974      5,168        320        -39        146          7      3,283     -3,029        789        100        119        100        273        239
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       55.8        0.8        7.2        7.1        0.5       42.0       12.3        1.2        4.6        7.6        1.1       13.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       119
        17         17          4          9          .          4         29         18          6         10         15          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   129,550
Positions
    37,739     72,236      1,074      9,312      9,135        631     54,461     15,874      1,592      5,909      9,797      1,371     17,461     17,840
 
Changes from:       August 26, 2014                                  Total Change is:     7,714
    -1,947     10,335        639        -78        292         13      6,565     -6,058      1,578        200        238        199        545        478
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       55.8        0.8        7.2        7.1        0.5       42.0       12.3        1.2        4.6        7.6        1.1       13.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       119
        17         17          4          9          .          4         29         18          6         10         15          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   781,007
Positions
    44,474    173,044     49,766    317,563    108,450     57,278     99,904    197,393     40,259     47,605     51,698      3,594    120,563     99,525
 
Changes from:       August 26, 2014                                  Total Change is:    11,359
     1,760     -6,853      6,580     -3,816        670       -501      1,498      3,969      1,589       -451      3,358         93      4,606      2,454
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       22.2        6.4       40.7       13.9        7.3       12.8       25.3        5.2        6.1        6.6        0.5       15.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       583
        33         42         29        128         58         72         85        128         74         53         56         20
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   164,798
Positions
    30,829     52,736      4,231     64,585     24,310      1,782     10,582     20,604      1,093     11,182     10,246          0     40,514     49,796
 
Changes from:       August 26, 2014                                  Total Change is:       670
     4,532       -119     -1,608     -1,737         20          2        963      2,948       -960         11       -466          0       -533        853
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       32.0        2.6       39.2       14.8        1.1        6.4       12.5        0.7        6.8        6.2        0.0       24.6       30.2
 
Number of Traders in Each Category                                    Total Traders:        88
         8         10          5         17          8          7         13         19          6          7          6          0
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Traders in Financial Futures - Futures Only Positions as of September 2, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,081,045
Positions
   253,834    787,150     42,064  1,309,963    465,769    232,411    526,007    963,340    116,435    187,292    212,437     12,795    400,244    248,644
 
Changes from:       August 26, 2014                                  Total Change is:    53,444
    20,135        328      6,945    -12,809        835       -101      8,538     10,967      6,882     -2,548     18,879        706     25,696      8,003
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       25.5        1.4       42.5       15.1        7.5       17.1       31.3        3.8        6.1        6.9        0.4       13.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       568
        35         39         22        123         56         66         87        124         67         49         55         18
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Traders in Financial Futures - Futures Only Positions as of September 2, 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    89,681
Positions
     3,232     36,472         98     42,346     37,345      1,833     29,127      8,941        804        515        401          0     11,726      3,787
 
Changes from:       August 26, 2014                                  Total Change is:      -367
    -1,947       -239          0     -2,241         78        -37      3,361       -288        260          0          0          0        237       -141
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       40.7        0.1       47.2       41.6        2.0       32.5       10.0        0.9        0.6        0.4        0.0       13.1        4.2
 
Number of Traders in Each Category                                    Total Traders:        91
         6         12          .         33         11         12         19          8          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 2, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    73,483
Positions
     7,080     40,163        383     33,114      5,985        614     20,720     14,055        921      1,748      5,373         47      8,855      5,940
 
Changes from:       August 26, 2014                                  Total Change is:     1,405
       154      1,115        102      1,354         65        -26       -156        142         -6       -123        105          5        102        -97
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       54.7        0.5       45.1        8.1        0.8       28.2       19.1        1.3        2.4        7.3        0.1       12.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       250
        20         23          5         31         18         12         66         49         13         17         26          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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   367,413
Positions
    35,399    200,815      1,917    165,571     29,927      3,072    103,600     70,277      4,604      8,740     26,863        237     44,273     29,701
 
Changes from:       August 26, 2014                                  Total Change is:     7,027
       769      5,573        509      6,772        325       -130       -780        711        -31       -616        527         26        508       -483
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       54.7        0.5       45.1        8.1        0.8       28.2       19.1        1.3        2.4        7.3        0.1       12.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       250
        20         23          5         31         18         12         66         49         13         17         26          .
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Traders in Financial Futures - Futures Only Positions as of September 2, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   378,474
Positions
    89,730     25,054     39,938    125,109    139,409     16,476     73,760    125,750      4,276      8,326      8,665          0     20,859     18,906
 
Changes from:       August 26, 2014                                  Total Change is:     6,039
     3,363        113        323     -4,857          5      3,043      3,748      4,546     -1,220        196        -13        -40      1,483       -718
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        6.6       10.6       33.1       36.8        4.4       19.5       33.2        1.1        2.2        2.3        0.0        5.5        5.0
 
Number of Traders in Each Category                                    Total Traders:       255
        20          7          5         56         43         27         39         61         13         12         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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    63,958
Positions
     2,896     25,234          0     31,942          0        125     13,544     17,624        206      5,227      1,418         90      9,928     19,261
 
Changes from:       August 26, 2014                                  Total Change is:      -500
       606         32          0       -301          0        -24       -445       -557        191       -808        202        -32        313       -312
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       39.5        0.0       49.9        0.0        0.2       21.2       27.6        0.3        8.2        2.2        0.1       15.5       30.1
 
Number of Traders in Each Category                                    Total Traders:        63
         6          7          0         20          0          .          9         10          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    88,666
Positions
    24,959     16,245      2,235     11,402      1,497      1,152     31,154      5,501      1,005      4,326          0        193     12,240     60,838
 
Changes from:       August 26, 2014                                  Total Change is:       878
        98      3,689       -435       -459        185         -5      1,537       -552         -2        104       -300        102        -62     -1,804
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       18.3        2.5       12.9        1.7        1.3       35.1        6.2        1.1        4.9        0.0        0.2       13.8       68.6
 
Number of Traders in Each Category                                    Total Traders:        89
        15         10          5         10          .          .         30         11          7         11          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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   115,235
Positions
     4,225     73,467      1,101     68,042     23,043      5,002     25,429      5,223      3,630      2,773        889          0      5,033      2,880
 
Changes from:       August 26, 2014                                  Total Change is:      -292
      -234         -2         13       -823        127       -238      1,200        269        -53        105        -15          0       -262       -393
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       63.8        1.0       59.0       20.0        4.3       22.1        4.5        3.2        2.4        0.8        0.0        4.4        2.5
 
Number of Traders in Each Category                                    Total Traders:        97
         6         11          .         37         13         15         20          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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   354,231
Positions
    35,714    211,349      9,800    121,495     43,021     42,839    101,737     30,852      9,656     16,987      3,998      1,529     14,474      1,187
 
Changes from:       August 26, 2014                                  Total Change is:     8,064
       397      3,815      7,331      1,382        951     -1,004     -2,027     -4,899      7,067        710       -961     -1,547     -4,245     -2,689
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       59.7        2.8       34.3       12.1       12.1       28.7        8.7        2.7        4.8        1.1        0.4        4.1        0.3
 
Number of Traders in Each Category                                    Total Traders:       216
        21         22         10         64         23         28         39         16         11         25          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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   917,199
Positions
     5,073     90,546     11,247    390,821    160,899    110,263    122,031    231,162     87,096     19,382     45,744        786    170,500    179,456
 
Changes from:       August 26, 2014                                  Total Change is:   -24,756
      -633    -15,280     -1,252    -16,956      7,732       -387     -4,374     -6,650     17,909     -3,298      1,078     -3,416    -12,349    -24,490
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        9.9        1.2       42.6       17.5       12.0       13.3       25.2        9.5        2.1        5.0        0.1       18.6       19.6
 
Number of Traders in Each Category                                    Total Traders:       175
         7         15          7         36         36         37         33         26         24          6         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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   543,378
Positions
    30,842     66,155     12,699    239,556     46,097     81,600     23,521    181,616     41,086      8,338     14,775         92    105,644     99,258
 
Changes from:       August 26, 2014                                  Total Change is:     6,770
     5,918     -2,684      2,060      3,404      5,006     -2,819      1,217        378     17,304        508     -1,570         32    -20,854    -10,937
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       12.2        2.3       44.1        8.5       15.0        4.3       33.4        7.6        1.5        2.7        0.0       19.4       18.3
 
Number of Traders in Each Category                                    Total Traders:        82
         4          6          5         34         11         23          6         13         12          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 1,377,870
Positions
    64,477    222,440     12,717    246,399    444,227     65,870    663,173    295,134     57,885    141,455    119,837     13,539    112,355    146,221
 
Changes from:       August 26, 2014                                  Total Change is:  -138,192
     6,353    -12,111    -36,112      6,999    -11,499     -7,196    -57,952    -11,850    -35,075      2,393      4,870    -13,537     -4,065    -15,682
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       16.1        0.9       17.9       32.2        4.8       48.1       21.4        4.2       10.3        8.7        1.0        8.2       10.6
 
Number of Traders in Each Category                                    Total Traders:       253
        15         28         13         36         46         33         46         31         30         17         34         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 2,721,411
Positions
   109,994    239,264     36,698  1,032,308    842,779    272,395    558,487    533,964     94,035    253,152    188,831     33,774    330,568    479,671
 
Changes from:       August 26, 2014                                  Total Change is:  -132,846
    25,697     12,369    -61,770     14,380    -87,252     -8,169    -35,665     74,611    -59,341    -10,061      8,903      3,518     -1,435    -15,715
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        8.8        1.3       37.9       31.0       10.0       20.5       19.6        3.5        9.3        6.9        1.2       12.1       17.6
 
Number of Traders in Each Category                                    Total Traders:       354
        17         37         23         33         83         58         38         80         49         17         49         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 2,157,862
Positions
   240,330    107,062     36,576    492,126    803,078    278,772    654,401    246,605     79,323     94,745    193,995     35,374    246,215    377,077
 
Changes from:       August 26, 2014                                  Total Change is:  -135,755
    47,331    -33,588     -8,099    -32,336    -37,816    -13,695    -35,861      3,189     -2,842    -14,733     16,025    -28,993    -46,527    -29,936
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        5.0        1.7       22.8       37.2       12.9       30.3       11.4        3.7        4.4        9.0        1.6       11.4       17.5
 
Number of Traders in Each Category                                    Total Traders:       282
        14         26         12         36         54         45         50         53         32         13         36         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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   511,290
Positions
   187,553    100,481    132,448      2,053      9,383     14,735     17,237     74,705     78,504     11,337     12,638     37,026     30,397     51,370
 
Changes from:       August 26, 2014                                  Total Change is:   -30,339
   -21,890    -12,189     -8,264      2,053        -86      8,100     -2,908    -12,272     -8,140       -541        723      1,013        238        776
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       19.7       25.9        0.4        1.8        2.9        3.4       14.6       15.4        2.2        2.5        7.2        5.9       10.0
 
Number of Traders in Each Category                                    Total Traders:        90
        12         26         32          .          4          .          8         24         18          .          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 is13,117,576
Positions
 2,754,365  2,031,110  2,538,922  2,368,092  1,058,348    385,417    972,591  2,345,511  2,418,334    430,317    673,274    443,079    806,459  1,223,581
 
Changes from:       August 26, 2014                                  Total Change is:   231,781
   130,891    -97,258     54,761   -168,318     19,078     39,510     22,484     59,959    111,062      1,040    -30,889     23,163     17,188     52,395
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       15.5       19.4       18.1        8.1        2.9        7.4       17.9       18.4        3.3        5.1        3.4        6.1        9.3
 
Number of Traders in Each Category                                    Total Traders:       340
        31         63         86         12         30         26         34         94        100         12         45         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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    58,623
Positions
    36,655      2,844        750      6,952     15,637      4,915      6,392     22,932      2,344        535      9,009          0         80        192
 
Changes from:       August 26, 2014                                  Total Change is:     4,154
     1,143         29        750          1       -175          0         70      1,329      2,052        112        166          0         26          3
 
Percent of Open Interest Represented by Each Category of Trader
      62.5        4.9        1.3       11.9       26.7        8.4       10.9       39.1        4.0        0.9       15.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         6          8          .          .         10          .          .         11          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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    45,970
Positions
    38,038      7,387        455          0     12,438      1,378      2,172      8,890      2,692      1,105     12,410         13        117        307
 
Changes from:       August 26, 2014                                  Total Change is:     1,736
       196        109        455          0        516          0      1,061         54        150       -133        382         13         -6         57
 
Percent of Open Interest Represented by Each Category of Trader
      82.7       16.1        1.0        0.0       27.1        3.0        4.7       19.3        5.9        2.4       27.0        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        51
         5          6          .          0         15          .          .          9          .          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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    87,783
Positions
    13,805     33,072        678     12,138          0        174     35,735     47,137      2,091     13,265      2,775        100      9,797      1,756
 
Changes from:       August 26, 2014                                  Total Change is:    -3,024
        22       -256          0       -162          0          1     -2,395     -3,119       -579          6        617          0         83        312
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       37.7        0.8       13.8        0.0        0.2       40.7       53.7        2.4       15.1        3.2        0.1       11.2        2.0
 
Number of Traders in Each Category                                    Total Traders:       154
         8          .          .         17          0          .         51         12          8         59          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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   409,378
Positions
    61,666     42,862     51,903     54,756     30,767     30,270     76,241    111,561     62,163     13,590     10,835     34,764     24,025     34,253
 
Changes from:       August 26, 2014                                  Total Change is:    -4,987
    -3,285     -2,778      3,756      4,887      1,330     -4,288     -6,204     -1,181        675      1,020       -500     -1,959        411        -42
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       10.5       12.7       13.4        7.5        7.4       18.6       27.3       15.2        3.3        2.6        8.5        5.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       203
        19         17         25          8         19         12         45         46         54         18         20         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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    13,853
Positions
       611      2,900          0      5,541          0        915      6,182      8,839        446         30        750          0        128          3
 
Changes from:       August 26, 2014                                  Total Change is:       749
       -47          0          0      1,390          0        137       -587       -179         40       -250        750          0         66          1
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       20.9        0.0       40.0        0.0        6.6       44.6       63.8        3.2        0.2        5.4        0.0        0.9        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          6          0          .          8          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated September 5, 2014