```
Traders in Financial Futures - Futures Only Positions as of October 21, 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   102,170
Positions
    22,117      1,118      2,060     20,572      3,792          1     14,930     48,726      6,888     12,849      1,596        587     22,166     37,402
 
Changes from:       October 14, 2014                                 Total Change is:    -1,890
     5,801       -845       -564       -108       -113          1     -6,823     -1,629        659       -168       -321        228       -916        694
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        1.1        2.0       20.1        3.7        0.0       14.6       47.7        6.7       12.6        1.6        0.6       21.7       36.6
 
Number of Traders in Each Category                                    Total Traders:        73
         9          .          6          6          5          .         14         21         11         10          4          5
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Traders in Financial Futures - Futures Only Positions as of October 21, 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    55,550
Positions
    39,675      3,649        201      1,205      3,387        443      8,496     25,727        167        503          0          0      4,860     21,976
 
Changes from:       October 14, 2014                                 Total Change is:    -5,418
    -1,695       -163         63          6        -43          0     -3,558     -3,194        -11          0          0          0       -223     -2,070
 
Percent of Open Interest Represented by Each Category of Trader
      71.4        6.6        0.4        2.2        6.1        0.8       15.3       46.3        0.3        0.9        0.0        0.0        8.7       39.6
 
Number of Traders in Each Category                                    Total Traders:        41
         6          .          .          .          5          .         10         15          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   135,766
Positions
    49,968     15,794        999      9,419     45,800      3,364     44,554     21,503      2,721      5,427     13,948      1,896     17,418     29,741
 
Changes from:       October 14, 2014                                 Total Change is:    -2,705
    10,981     -1,075        574        741      3,601        -62    -13,725     -2,532       -271        187     -1,619        -11     -1,119     -1,310
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       11.6        0.7        6.9       33.7        2.5       32.8       15.8        2.0        4.0       10.3        1.4       12.8       21.9
 
Number of Traders in Each Category                                    Total Traders:       101
         9          7          .          5         19          6         23         24         10          6          8          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   185,412
Positions
    89,552      9,817      1,174     33,373     32,689        249     28,580     82,071      3,455     12,136      3,870      2,189     14,704     49,898
 
Changes from:       October 14, 2014                                 Total Change is:   -27,008
   -30,582      1,656        591        576       -844       -159      5,594    -24,075       -280     -2,694     -1,022        737       -791     -3,612
 
Percent of Open Interest Represented by Each Category of Trader
      48.3        5.3        0.6       18.0       17.6        0.1       15.4       44.3        1.9        6.5        2.1        1.2        7.9       26.9
 
Number of Traders in Each Category                                    Total Traders:       108
        15          5          4          9         15          4         16         36         13          8          4          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   439,863
Positions
   237,053     36,007      9,354     40,591     87,660     11,126     58,283    182,016      6,125     41,603     23,177      4,009     31,719     80,389
 
Changes from:       October 14, 2014                                 Total Change is:     4,990
     2,414      1,038         69         -5        -42        324      2,119      5,255        773     -2,269     -3,238        523      1,042        288
 
Percent of Open Interest Represented by Each Category of Trader
      53.9        8.2        2.1        9.2       19.9        2.5       13.3       41.4        1.4        9.5        5.3        0.9        7.2       18.3
 
Number of Traders in Each Category                                    Total Traders:       226
        21         13          9         14         36         19         32         57         17         23         30          7
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   115,985
Positions
    70,197     14,345        159      1,415     13,399        981     24,626     35,654        445        689     16,264        120     17,353     34,618
 
Changes from:       October 14, 2014                                 Total Change is:        44
     1,161       -203        145          0        300          9       -360        183        -78        -83        122          0       -750       -434
 
Percent of Open Interest Represented by Each Category of Trader
      60.5       12.4        0.1        1.2       11.6        0.8       21.2       30.7        0.4        0.6       14.0        0.1       15.0       29.8
 
Number of Traders in Each Category                                    Total Traders:        78
         9          5          .          .         10          4         13         30          5          .          7          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,740
Positions
    28,182     21,362      2,998          0      2,301          0      5,401      9,352      1,228        626        871        973        332        655
 
Changes from:       October 14, 2014                                 Total Change is:       543
     2,596        475          0          0        -80          0     -1,738        185          0       -145          0          0       -170        -37
 
Percent of Open Interest Represented by Each Category of Trader
      70.9       53.8        7.5        0.0        5.8        0.0       13.6       23.5        3.1        1.6        2.2        2.4        0.8        1.6
 
Number of Traders in Each Category                                    Total Traders:        29
         7          9          5          0          .          0          .          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   138,193
Positions
    46,164     44,877      1,444     54,110        771          0     25,140     75,230      4,844      2,775      4,556        390      3,326      6,081
 
Changes from:       October 14, 2014                                 Total Change is:      -843
     3,681    -11,668      1,372        549        159          0    -10,010      4,032      3,268        359        726        390       -452        878
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       32.5        1.0       39.2        0.6        0.0       18.2       54.4        3.5        2.0        3.3        0.3        2.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       123
         5         11          4          5          .          0         20         52          7         16         11          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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    46,570
Positions
     7,245     27,904      6,179      1,888          0          0      2,246      4,699      1,111     21,163          0      6,025        713        652
 
Changes from:       October 14, 2014                                 Total Change is:     2,192
     1,423        598        116        -95          0          0      1,615      2,444       -794       -101          0          0         28       -172
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       59.9       13.3        4.1        0.0        0.0        4.8       10.1        2.4       45.4        0.0       12.9        1.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        24
         4          6          4          .          0          0          .          7          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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    21,311
Positions
     9,320      3,684          4      1,078        118          0      7,835      9,926        491        790      1,762          0      1,793      5,326
 
Changes from:       October 14, 2014                                 Total Change is:        -6
       680       -302          0       -182          0          0     -1,016       -407         90        425        184          0         -3        429
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       17.3        0.0        5.1        0.6        0.0       36.8       46.6        2.3        3.7        8.3        0.0        8.4       25.0
 
Number of Traders in Each Category                                    Total Traders:        64
         5          6          .          .          .          0         13         20          4          6         10          0
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Traders in Financial Futures - Futures Only Positions as of October 21, 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    55,269
Positions
    26,698     27,786        310      4,512      2,669        324     12,690      9,720      1,604      3,021      4,049         40      6,072      8,768
 
Changes from:       October 14, 2014                                 Total Change is:    -3,965
     3,903     -7,412         15         15       -431        129     -5,177      3,304       -948        -87          4         -3     -1,812      1,376
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       50.3        0.6        8.2        4.8        0.6       23.0       17.6        2.9        5.5        7.3        0.1       11.0       15.9
 
Number of Traders in Each Category                                    Total Traders:        97
        18         12          .          9          .          4         21         16          .          9          9          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   110,537
Positions
    53,395     55,572        619      9,024      5,337        648     25,379     19,440      3,208      6,041      8,098         80     12,143     17,535
 
Changes from:       October 14, 2014                                 Total Change is:    -7,930
     7,805    -14,823         30         29       -862        258    -10,354      6,608     -1,895       -173          8         -6     -3,624      2,752
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       50.3        0.6        8.2        4.8        0.6       23.0       17.6        2.9        5.5        7.3        0.1       11.0       15.9
 
Number of Traders in Each Category                                    Total Traders:        97
        18         12          .          9          .          4         21         16          .          9          9          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   720,693
Positions
    43,239    140,417     32,591    313,014    128,735     49,927     90,314    201,568     21,645     41,301     41,634      3,067    125,595    101,108
 
Changes from:       October 14, 2014                                 Total Change is:    25,257
     3,442    -34,898     17,323      3,838     -5,011     -1,794    -19,929     18,356     -1,679     -1,777     -2,303     -1,398     27,233     36,662
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       19.5        4.5       43.4       17.9        6.9       12.5       28.0        3.0        5.7        5.8        0.4       17.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       572
        31         39         23        122         62         75         89        125         82         49         55         15
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   154,730
Positions
    23,048     48,596      1,602     59,071     29,392      2,179      9,740     12,358        521     11,613      6,492        554     46,402     53,036
 
Changes from:       October 14, 2014                                 Total Change is:    25,173
    12,409     -7,829        790      2,978     -1,389        -14      3,752      1,877        246        279         76       -265      4,998     31,681
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       31.4        1.0       38.2       19.0        1.4        6.3        8.0        0.3        7.5        4.2        0.4       30.0       34.3
 
Number of Traders in Each Category                                    Total Traders:        81
        10          9          5         16          8          6         15         13          6          6          4          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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 2,829,815
Positions
   232,412    590,561     23,488  1,299,141    526,142    209,316    448,436    991,619     60,051    149,879    177,149     11,127    395,965    240,362
 
Changes from:       October 14, 2014                                 Total Change is:       419
    34,364    -56,146      3,462     16,523     -5,887    -21,124   -100,003    100,801    -28,031     -9,519    -11,136     -6,426    111,173     24,906
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       20.9        0.8       45.9       18.6        7.4       15.8       35.0        2.1        5.3        6.3        0.4       14.0        8.5
 
Number of Traders in Each Category                                    Total Traders:       559
        34         34         16        116         61         70         89        123         70         48         54         13
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,895
Positions
    25,249     31,051        143     40,166     54,088      2,383     14,829     14,994        403        780        706          0     24,942      5,127
 
Changes from:       October 14, 2014                                 Total Change is:     1,153
     2,098     -4,266         10      2,029      1,680       -252     -5,715      2,767       -611        290         20          0      3,304      1,805
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       28.5        0.1       36.9       49.7        2.2       13.6       13.8        0.4        0.7        0.6        0.0       22.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        91
         9          9          .         33         15         12          9         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 21, 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    64,588
Positions
     4,365     36,901        399     31,831      6,526        909     16,659     10,594        780      1,588      2,991         44      8,013      5,444
 
Changes from:       October 14, 2014                                 Total Change is:   -15,634
      -538    -11,390     -3,226     -3,941         42       -221     -6,731        151       -633       -994     -1,086         -2        651        730
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       57.1        0.6       49.3       10.1        1.4       25.8       16.4        1.2        2.5        4.6        0.1       12.4        8.4
 
Number of Traders in Each Category                                    Total Traders:       217
        15         20          .         33         19         13         47         47         10         12         24          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   322,938
Positions
    21,824    184,507      1,995    159,154     32,628      4,543     83,296     52,968      3,901      7,941     14,956        218     40,066     27,222
 
Changes from:       October 14, 2014                                 Total Change is:   -42,617
     1,285    -44,291       -495    -15,281        209     -1,103    -35,899       -246         80     -1,002     -5,431         -8      9,806      8,668
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       57.1        0.6       49.3       10.1        1.4       25.8       16.4        1.2        2.5        4.6        0.1       12.4        8.4
 
Number of Traders in Each Category                                    Total Traders:       217
        15         20          .         33         19         13         47         47         10         12         24          .
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Traders in Financial Futures - Futures Only Positions as of October 21, 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   421,273
Positions
   142,728     33,489     26,749    113,133    179,016     32,710     76,622    109,976      6,713      7,341     10,938          7     15,270     21,675
 
Changes from:       October 14, 2014                                 Total Change is:     2,689
     1,561      3,853        262        -10     -5,688      4,779         89      2,544     -3,345        331     -2,637          3       -981      2,918
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        7.9        6.3       26.9       42.5        7.8       18.2       26.1        1.6        1.7        2.6        0.0        3.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       255
        21          9          4         53         48         25         25         67         12         10         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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    51,080
Positions
     2,561     19,178          0     27,555        932         50      3,555     10,726          0      5,496      1,213         49     11,814     18,932
 
Changes from:       October 14, 2014                                 Total Change is:    -2,839
       724     -4,720          0     -1,725        932       -112     -2,614       -508          0       -516        718         49      1,355        802
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       37.5        0.0       53.9        1.8        0.1        7.0       21.0        0.0       10.8        2.4        0.1       23.1       37.1
 
Number of Traders in Each Category                                    Total Traders:        59
         4          6          0         16          .          .          8         13          0          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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    95,480
Positions
    31,836     17,272      2,464      9,647        524      1,065     28,557      5,958      2,552      8,920      2,990         42     10,397     62,613
 
Changes from:       October 14, 2014                                 Total Change is:     2,195
    -5,091     -1,213        346        713     -1,105       -278      3,119     -3,676        591      2,072        857         42        681      6,631
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       18.1        2.6       10.1        0.5        1.1       29.9        6.2        2.7        9.3        3.1        0.0       10.9       65.6
 
Number of Traders in Each Category                                    Total Traders:        95
        17         10          4         10          .          .         29         11          9         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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   118,826
Positions
    10,151     65,895      1,047     67,768     33,746      5,557     26,606      5,091      2,993        464        986          0      4,240      3,511
 
Changes from:       October 14, 2014                                 Total Change is:    -2,335
     2,458     -3,941         12        -65        732        302     -3,154      1,057       -672       -269       -695          0       -947        870
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       55.5        0.9       57.0       28.4        4.7       22.4        4.3        2.5        0.4        0.8        0.0        3.6        3.0
 
Number of Traders in Each Category                                    Total Traders:       101
         9         10          .         38         19         14         14          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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   339,087
Positions
    52,599    170,921      3,545    109,583     57,832     51,640     89,112     38,706      1,963     14,726     11,181      1,417     14,502      1,882
 
Changes from:       October 14, 2014                                 Total Change is:     4,905
     7,457       -508       -680      8,715      8,756     -1,995     -8,247        384        -97       -398     -1,170        632       -482       -417
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       50.4        1.0       32.3       17.1       15.2       26.3       11.4        0.6        4.3        3.3        0.4        4.3        0.6
 
Number of Traders in Each Category                                    Total Traders:       205
        19         20          7         52         30         32         37         14          8         21         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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   868,104
Positions
    14,348     92,569      2,521    415,406    160,730    130,624     97,155    213,590     13,207     19,944     81,255        380    174,519    173,228
 
Changes from:       October 14, 2014                                 Total Change is:   -33,413
     1,341     -1,331      1,315      8,542     -4,355     -3,833    -27,308     11,726     -3,117     -1,319    -21,724        371     -9,405    -12,465
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       10.7        0.3       47.9       18.5       15.0       11.2       24.6        1.5        2.3        9.4        0.0       20.1       20.0
 
Number of Traders in Each Category                                    Total Traders:       177
         5         18          4         32         36         34         29         35         26         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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   504,304
Positions
    25,322     69,316        382    253,856     40,946     81,687     20,960    201,639      7,738      5,610      7,002         60    108,689     95,534
 
Changes from:       October 14, 2014                                 Total Change is:   -10,822
         0      6,845         26      2,662        -94     -5,067     -4,594     -8,840         -9         50     -5,857          0     -3,890      2,174
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       13.7        0.1       50.3        8.1       16.2        4.2       40.0        1.5        1.1        1.4        0.0       21.6       18.9
 
Number of Traders in Each Category                                    Total Traders:        81
         .          8          .         40         10         24          6         12         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 1,402,485
Positions
    96,351    192,580     12,588    273,920    506,257     72,570    653,421    265,578     36,250    141,684    177,553      5,485    110,216    133,624
 
Changes from:       October 14, 2014                                 Total Change is:   -29,761
     4,902    -38,877        376      1,554     24,049      1,396    -65,841    -14,553     11,553     16,220      6,116      1,231     -1,152    -21,052
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       13.7        0.9       19.5       36.1        5.2       46.6       18.9        2.6       10.1       12.7        0.4        7.9        9.5
 
Number of Traders in Each Category                                    Total Traders:       263
        15         26          5         36         50         38         46         32         20         20         38         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 2,832,490
Positions
   135,420    191,829     31,195  1,052,082    760,209    387,760    490,898    707,733     66,145    325,541    190,935     36,976    306,473    459,708
 
Changes from:       October 14, 2014                                 Total Change is:    30,664
    40,418    -13,028     -3,428    -83,206     57,010     23,261     24,015     20,440     -1,576     16,269    -11,323     -3,036     17,947    -37,656
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        6.8        1.1       37.1       26.8       13.7       17.3       25.0        2.3       11.5        6.7        1.3       10.8       16.2
 
Number of Traders in Each Category                                    Total Traders:       380
        31         29         11         40         79         62         45         76         58         25         55         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,895,951
Positions
   130,429    135,668      5,739    503,189    492,526    309,649    474,335    259,289     56,363    118,609    262,685     26,066    271,572    347,966
 
Changes from:       October 14, 2014                                 Total Change is:  -191,104
   -42,847    -15,614        608     31,984   -102,371    -38,673   -153,661    -11,092    -15,290      1,185     17,070      1,407     24,183    -27,149
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        7.2        0.3       26.5       26.0       16.3       25.0       13.7        3.0        6.3       13.9        1.4       14.3       18.4
 
Number of Traders in Each Category                                    Total Traders:       271
        16         27          5         35         47         41         44         50         34         11         41         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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   632,860
Positions
   250,974    143,550    179,960          0      8,142     14,759      9,602     88,840     85,093     17,120      9,963     39,033     36,319     63,520
 
Changes from:       October 14, 2014                                 Total Change is:    14,190
     7,282      3,807      9,075          0      1,853      4,599     -5,985     -4,871     -2,034      5,167        652     -3,283       -631      4,392
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       22.7       28.4        0.0        1.3        2.3        1.5       14.0       13.4        2.7        1.6        6.2        5.7       10.0
 
Number of Traders in Each Category                                    Total Traders:        93
        13         27         27          0          .          .         10         26         23          .          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,097,209
Positions
 2,458,171  1,700,599  2,660,929    598,705    628,723    372,285  1,588,920  1,805,831  1,945,027    352,242    529,555    325,265    795,665  1,128,995
 
Changes from:       October 14, 2014                                 Total Change is:  -871,630
  -175,257    370,895    -70,111      1,761   -186,644    -81,135    -64,010   -369,858   -351,641   -103,619    -28,294    -52,470     24,852   -102,372
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       15.3       24.0        5.4        5.7        3.4       14.3       16.3       17.5        3.2        4.8        2.9        7.2       10.2
 
Number of Traders in Each Category                                    Total Traders:       296
        26         62         79         11         28         28         42         76         89          9         38         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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    51,710
Positions
    34,488      4,999          0      7,399     13,449      4,915      3,853     19,174         52        836      8,923          0        167        198
 
Changes from:       October 14, 2014                                 Total Change is:       260
      -806        195          0        -11       -315          0      1,048       -214       -103         92        791          0         40        -94
 
Percent of Open Interest Represented by Each Category of Trader
      66.7        9.7        0.0       14.3       26.0        9.5        7.5       37.1        0.1        1.6       17.3        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        47
         5          7          0          .         10          .          5          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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    50,929
Positions
    41,316     14,979          0          0     13,214        951      5,353      8,472      2,839        305     10,153          0        165        321
 
Changes from:       October 14, 2014                                 Total Change is:       723
     2,654      1,240          0          0      1,185       -370       -376     -1,025       -509       -642        226          0        -34        -24
 
Percent of Open Interest Represented by Each Category of Trader
      81.1       29.4        0.0        0.0       25.9        1.9       10.5       16.6        5.6        0.6       19.9        0.0        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        47
         5          5          0          0         15          .          6          7          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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    80,315
Positions
    15,759     56,002        807     10,157          0        182     26,781     19,379      1,768     14,191        166        377     10,293      1,634
 
Changes from:       October 14, 2014                                 Total Change is:   -11,703
       747       -426          0     -1,178       -100         99     -6,848    -11,486       -358     -3,691        103        377       -851         88
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       69.7        1.0       12.6        0.0        0.2       33.3       24.1        2.2       17.7        0.2        0.5       12.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       146
         8          .          .         16          0          .         47         11          8         57          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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   422,049
Positions
    77,177    129,967     46,152     15,333     17,692     53,191    101,216     51,686     62,956     14,259      7,987     27,545     24,220     24,873
 
Changes from:       October 14, 2014                                 Total Change is:    14,233
    -5,079     35,970      5,890    -18,335     -1,910     11,118     25,067    -27,251      8,467     -2,029     -4,509     -6,444     -4,422     -7,098
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       30.8       10.9        3.6        4.2       12.6       24.0       12.2       14.9        3.4        1.9        6.5        5.7        5.9
 
Number of Traders in Each Category                                    Total Traders:       193
        17         17         23         13         14         12         48         41         58         15         11         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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    11,059
Positions
         0      3,138          0      3,140        628        777      6,554      5,294        307         25        900          0        256         15
 
Changes from:       October 14, 2014                                 Total Change is:      -186
       -76          0          0       -251          0         72         61       -280          0          0         19          0          8          3
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       28.4        0.0       28.4        5.7        7.0       59.3       47.9        2.8        0.2        8.1        0.0        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         0          .          0          4          .          .          7          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated October 24, 2014